CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
687-4 |
692-4 |
5-0 |
0.7% |
691-6 |
| High |
693-6 |
695-4 |
1-6 |
0.3% |
707-0 |
| Low |
686-6 |
689-4 |
2-6 |
0.4% |
679-6 |
| Close |
688-6 |
694-2 |
5-4 |
0.8% |
680-2 |
| Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
27-2 |
| ATR |
9-4 |
9-3 |
-0-2 |
-2.1% |
0-0 |
| Volume |
122,407 |
115,574 |
-6,833 |
-5.6% |
407,487 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-1 |
708-5 |
697-4 |
|
| R3 |
705-1 |
702-5 |
695-7 |
|
| R2 |
699-1 |
699-1 |
695-3 |
|
| R1 |
696-5 |
696-5 |
694-6 |
697-7 |
| PP |
693-1 |
693-1 |
693-1 |
693-6 |
| S1 |
690-5 |
690-5 |
693-6 |
691-7 |
| S2 |
687-1 |
687-1 |
693-1 |
|
| S3 |
681-1 |
684-5 |
692-5 |
|
| S4 |
675-1 |
678-5 |
691-0 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770-6 |
752-6 |
695-2 |
|
| R3 |
743-4 |
725-4 |
687-6 |
|
| R2 |
716-2 |
716-2 |
685-2 |
|
| R1 |
698-2 |
698-2 |
682-6 |
693-5 |
| PP |
689-0 |
689-0 |
689-0 |
686-6 |
| S1 |
671-0 |
671-0 |
677-6 |
666-3 |
| S2 |
661-6 |
661-6 |
675-2 |
|
| S3 |
634-4 |
643-6 |
672-6 |
|
| S4 |
607-2 |
616-4 |
665-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
695-4 |
679-6 |
15-6 |
2.3% |
7-0 |
1.0% |
92% |
True |
False |
117,879 |
| 10 |
707-0 |
679-6 |
27-2 |
3.9% |
8-5 |
1.2% |
53% |
False |
False |
94,865 |
| 20 |
734-6 |
679-6 |
55-0 |
7.9% |
8-4 |
1.2% |
26% |
False |
False |
102,723 |
| 40 |
767-0 |
679-6 |
87-2 |
12.6% |
8-5 |
1.2% |
17% |
False |
False |
113,206 |
| 60 |
767-0 |
679-6 |
87-2 |
12.6% |
8-2 |
1.2% |
17% |
False |
False |
93,254 |
| 80 |
774-0 |
679-6 |
94-2 |
13.6% |
8-6 |
1.3% |
15% |
False |
False |
79,561 |
| 100 |
838-0 |
679-6 |
158-2 |
22.8% |
8-2 |
1.2% |
9% |
False |
False |
68,729 |
| 120 |
838-0 |
679-6 |
158-2 |
22.8% |
8-3 |
1.2% |
9% |
False |
False |
61,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
721-0 |
|
2.618 |
711-2 |
|
1.618 |
705-2 |
|
1.000 |
701-4 |
|
0.618 |
699-2 |
|
HIGH |
695-4 |
|
0.618 |
693-2 |
|
0.500 |
692-4 |
|
0.382 |
691-6 |
|
LOW |
689-4 |
|
0.618 |
685-6 |
|
1.000 |
683-4 |
|
1.618 |
679-6 |
|
2.618 |
673-6 |
|
4.250 |
664-0 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
693-5 |
692-2 |
| PP |
693-1 |
690-2 |
| S1 |
692-4 |
688-2 |
|