CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
740-0 |
728-0 |
-12-0 |
-1.6% |
719-4 |
| High |
741-0 |
729-4 |
-11-4 |
-1.6% |
746-2 |
| Low |
731-0 |
725-0 |
-6-0 |
-0.8% |
719-4 |
| Close |
734-2 |
729-0 |
-5-2 |
-0.7% |
736-0 |
| Range |
10-0 |
4-4 |
-5-4 |
-55.0% |
26-6 |
| ATR |
9-4 |
9-4 |
0-0 |
-0.2% |
0-0 |
| Volume |
102,032 |
138,896 |
36,864 |
36.1% |
685,242 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741-3 |
739-5 |
731-4 |
|
| R3 |
736-7 |
735-1 |
730-2 |
|
| R2 |
732-3 |
732-3 |
729-7 |
|
| R1 |
730-5 |
730-5 |
729-3 |
731-4 |
| PP |
727-7 |
727-7 |
727-7 |
728-2 |
| S1 |
726-1 |
726-1 |
728-5 |
727-0 |
| S2 |
723-3 |
723-3 |
728-1 |
|
| S3 |
718-7 |
721-5 |
727-6 |
|
| S4 |
714-3 |
717-1 |
726-4 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-1 |
801-7 |
750-6 |
|
| R3 |
787-3 |
775-1 |
743-3 |
|
| R2 |
760-5 |
760-5 |
740-7 |
|
| R1 |
748-3 |
748-3 |
738-4 |
754-4 |
| PP |
733-7 |
733-7 |
733-7 |
737-0 |
| S1 |
721-5 |
721-5 |
733-4 |
727-6 |
| S2 |
707-1 |
707-1 |
731-1 |
|
| S3 |
680-3 |
694-7 |
728-5 |
|
| S4 |
653-5 |
668-1 |
721-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
746-2 |
725-0 |
21-2 |
2.9% |
7-4 |
1.0% |
19% |
False |
True |
143,211 |
| 10 |
746-2 |
715-6 |
30-4 |
4.2% |
7-7 |
1.1% |
43% |
False |
False |
128,453 |
| 20 |
746-2 |
686-6 |
59-4 |
8.2% |
8-3 |
1.2% |
71% |
False |
False |
140,970 |
| 40 |
746-2 |
679-6 |
66-4 |
9.1% |
8-4 |
1.2% |
74% |
False |
False |
123,272 |
| 60 |
767-0 |
679-6 |
87-2 |
12.0% |
8-5 |
1.2% |
56% |
False |
False |
121,502 |
| 80 |
774-0 |
679-6 |
94-2 |
12.9% |
8-6 |
1.2% |
52% |
False |
False |
103,660 |
| 100 |
788-0 |
679-6 |
108-2 |
14.8% |
8-5 |
1.2% |
45% |
False |
False |
90,228 |
| 120 |
838-0 |
679-6 |
158-2 |
21.7% |
8-2 |
1.1% |
31% |
False |
False |
79,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
748-5 |
|
2.618 |
741-2 |
|
1.618 |
736-6 |
|
1.000 |
734-0 |
|
0.618 |
732-2 |
|
HIGH |
729-4 |
|
0.618 |
727-6 |
|
0.500 |
727-2 |
|
0.382 |
726-6 |
|
LOW |
725-0 |
|
0.618 |
722-2 |
|
1.000 |
720-4 |
|
1.618 |
717-6 |
|
2.618 |
713-2 |
|
4.250 |
705-7 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
728-3 |
735-5 |
| PP |
727-7 |
733-3 |
| S1 |
727-2 |
731-2 |
|