CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
692-4 |
697-6 |
5-2 |
0.8% |
691-6 |
| High |
695-4 |
699-2 |
3-6 |
0.5% |
707-0 |
| Low |
689-4 |
696-2 |
6-6 |
1.0% |
679-6 |
| Close |
694-2 |
698-6 |
4-4 |
0.6% |
680-2 |
| Range |
6-0 |
3-0 |
-3-0 |
-50.0% |
27-2 |
| ATR |
9-3 |
9-0 |
-0-2 |
-3.3% |
0-0 |
| Volume |
115,574 |
134,030 |
18,456 |
16.0% |
407,487 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-1 |
705-7 |
700-3 |
|
| R3 |
704-1 |
702-7 |
699-5 |
|
| R2 |
701-1 |
701-1 |
699-2 |
|
| R1 |
699-7 |
699-7 |
699-0 |
700-4 |
| PP |
698-1 |
698-1 |
698-1 |
698-3 |
| S1 |
696-7 |
696-7 |
698-4 |
697-4 |
| S2 |
695-1 |
695-1 |
698-2 |
|
| S3 |
692-1 |
693-7 |
697-7 |
|
| S4 |
689-1 |
690-7 |
697-1 |
|
|
| 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 |
699-2 |
679-6 |
19-4 |
2.8% |
6-2 |
0.9% |
97% |
True |
False |
123,071 |
| 10 |
707-0 |
679-6 |
27-2 |
3.9% |
7-5 |
1.1% |
70% |
False |
False |
102,337 |
| 20 |
731-0 |
679-6 |
51-2 |
7.3% |
8-1 |
1.2% |
37% |
False |
False |
102,447 |
| 40 |
767-0 |
679-6 |
87-2 |
12.5% |
8-2 |
1.2% |
22% |
False |
False |
112,930 |
| 60 |
767-0 |
679-6 |
87-2 |
12.5% |
8-1 |
1.2% |
22% |
False |
False |
95,003 |
| 80 |
774-0 |
679-6 |
94-2 |
13.5% |
8-5 |
1.2% |
20% |
False |
False |
80,849 |
| 100 |
838-0 |
679-6 |
158-2 |
22.6% |
8-2 |
1.2% |
12% |
False |
False |
69,866 |
| 120 |
838-0 |
679-6 |
158-2 |
22.6% |
8-3 |
1.2% |
12% |
False |
False |
61,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
712-0 |
|
2.618 |
707-1 |
|
1.618 |
704-1 |
|
1.000 |
702-2 |
|
0.618 |
701-1 |
|
HIGH |
699-2 |
|
0.618 |
698-1 |
|
0.500 |
697-6 |
|
0.382 |
697-3 |
|
LOW |
696-2 |
|
0.618 |
694-3 |
|
1.000 |
693-2 |
|
1.618 |
691-3 |
|
2.618 |
688-3 |
|
4.250 |
683-4 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
698-3 |
696-7 |
| PP |
698-1 |
694-7 |
| S1 |
697-6 |
693-0 |
|