CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
722-6 |
718-0 |
-4-6 |
-0.7% |
719-4 |
| High |
726-0 |
719-0 |
-7-0 |
-1.0% |
746-2 |
| Low |
720-6 |
710-4 |
-10-2 |
-1.4% |
719-4 |
| Close |
722-4 |
710-6 |
-11-6 |
-1.6% |
736-0 |
| Range |
5-2 |
8-4 |
3-2 |
61.9% |
26-6 |
| ATR |
9-4 |
9-5 |
0-1 |
1.9% |
0-0 |
| Volume |
117,529 |
182,487 |
64,958 |
55.3% |
685,242 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
738-7 |
733-3 |
715-3 |
|
| R3 |
730-3 |
724-7 |
713-1 |
|
| R2 |
721-7 |
721-7 |
712-2 |
|
| R1 |
716-3 |
716-3 |
711-4 |
714-7 |
| PP |
713-3 |
713-3 |
713-3 |
712-6 |
| S1 |
707-7 |
707-7 |
710-0 |
706-3 |
| S2 |
704-7 |
704-7 |
709-2 |
|
| S3 |
696-3 |
699-3 |
708-3 |
|
| S4 |
687-7 |
690-7 |
706-1 |
|
|
| 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 |
710-4 |
35-6 |
5.0% |
7-6 |
1.1% |
1% |
False |
True |
140,004 |
| 10 |
746-2 |
710-4 |
35-6 |
5.0% |
7-3 |
1.0% |
1% |
False |
True |
133,683 |
| 20 |
746-2 |
687-0 |
59-2 |
8.3% |
8-4 |
1.2% |
40% |
False |
False |
144,072 |
| 40 |
746-2 |
679-6 |
66-4 |
9.4% |
8-4 |
1.2% |
47% |
False |
False |
123,397 |
| 60 |
767-0 |
679-6 |
87-2 |
12.3% |
8-4 |
1.2% |
36% |
False |
False |
123,494 |
| 80 |
767-0 |
679-6 |
87-2 |
12.3% |
8-2 |
1.2% |
36% |
False |
False |
105,959 |
| 100 |
774-0 |
679-6 |
94-2 |
13.3% |
8-6 |
1.2% |
33% |
False |
False |
92,463 |
| 120 |
838-0 |
679-6 |
158-2 |
22.3% |
8-2 |
1.2% |
20% |
False |
False |
81,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
755-1 |
|
2.618 |
741-2 |
|
1.618 |
732-6 |
|
1.000 |
727-4 |
|
0.618 |
724-2 |
|
HIGH |
719-0 |
|
0.618 |
715-6 |
|
0.500 |
714-6 |
|
0.382 |
713-6 |
|
LOW |
710-4 |
|
0.618 |
705-2 |
|
1.000 |
702-0 |
|
1.618 |
696-6 |
|
2.618 |
688-2 |
|
4.250 |
674-3 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
714-6 |
720-0 |
| PP |
713-3 |
716-7 |
| S1 |
712-1 |
713-7 |
|