CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
727-4 |
737-4 |
10-0 |
1.4% |
730-0 |
High |
735-2 |
742-2 |
7-0 |
1.0% |
732-2 |
Low |
727-0 |
737-4 |
10-4 |
1.4% |
705-4 |
Close |
734-4 |
741-0 |
6-4 |
0.9% |
725-2 |
Range |
8-2 |
4-6 |
-3-4 |
-42.4% |
26-6 |
ATR |
10-2 |
10-1 |
-0-1 |
-1.7% |
0-0 |
Volume |
1,514 |
1,794 |
280 |
18.5% |
24,180 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-4 |
752-4 |
743-5 |
|
R3 |
749-6 |
747-6 |
742-2 |
|
R2 |
745-0 |
745-0 |
741-7 |
|
R1 |
743-0 |
743-0 |
741-3 |
744-0 |
PP |
740-2 |
740-2 |
740-2 |
740-6 |
S1 |
738-2 |
738-2 |
740-5 |
739-2 |
S2 |
735-4 |
735-4 |
740-1 |
|
S3 |
730-6 |
733-4 |
739-6 |
|
S4 |
726-0 |
728-6 |
738-3 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
801-2 |
790-0 |
740-0 |
|
R3 |
774-4 |
763-2 |
732-5 |
|
R2 |
747-6 |
747-6 |
730-1 |
|
R1 |
736-4 |
736-4 |
727-6 |
728-6 |
PP |
721-0 |
721-0 |
721-0 |
717-1 |
S1 |
709-6 |
709-6 |
722-6 |
702-0 |
S2 |
694-2 |
694-2 |
720-3 |
|
S3 |
667-4 |
683-0 |
717-7 |
|
S4 |
640-6 |
656-2 |
710-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
742-2 |
705-4 |
36-6 |
5.0% |
9-5 |
1.3% |
97% |
True |
False |
2,623 |
10 |
742-2 |
705-4 |
36-6 |
5.0% |
8-2 |
1.1% |
97% |
True |
False |
20,229 |
20 |
742-2 |
690-0 |
52-2 |
7.1% |
7-2 |
1.0% |
98% |
True |
False |
80,709 |
40 |
746-2 |
690-0 |
56-2 |
7.6% |
7-4 |
1.0% |
91% |
False |
False |
112,152 |
60 |
746-2 |
679-6 |
66-4 |
9.0% |
8-1 |
1.1% |
92% |
False |
False |
111,798 |
80 |
767-0 |
679-6 |
87-2 |
11.8% |
8-2 |
1.1% |
70% |
False |
False |
114,649 |
100 |
767-0 |
679-6 |
87-2 |
11.8% |
8-1 |
1.1% |
70% |
False |
False |
104,602 |
120 |
774-0 |
679-6 |
94-2 |
12.7% |
8-4 |
1.1% |
65% |
False |
False |
93,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
762-4 |
2.618 |
754-5 |
1.618 |
749-7 |
1.000 |
747-0 |
0.618 |
745-1 |
HIGH |
742-2 |
0.618 |
740-3 |
0.500 |
739-7 |
0.382 |
739-3 |
LOW |
737-4 |
0.618 |
734-5 |
1.000 |
732-6 |
1.618 |
729-7 |
2.618 |
725-1 |
4.250 |
717-2 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
740-5 |
736-6 |
PP |
740-2 |
732-5 |
S1 |
739-7 |
728-3 |
|