CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
732-2 |
728-0 |
-4-2 |
-0.6% |
724-0 |
| High |
732-2 |
730-0 |
-2-2 |
-0.3% |
735-0 |
| Low |
727-0 |
720-0 |
-7-0 |
-1.0% |
721-4 |
| Close |
728-4 |
720-6 |
-7-6 |
-1.1% |
727-4 |
| Range |
5-2 |
10-0 |
4-6 |
90.5% |
13-4 |
| ATR |
10-1 |
10-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
104,383 |
118,851 |
14,468 |
13.9% |
752,873 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753-5 |
747-1 |
726-2 |
|
| R3 |
743-5 |
737-1 |
723-4 |
|
| R2 |
733-5 |
733-5 |
722-5 |
|
| R1 |
727-1 |
727-1 |
721-5 |
725-3 |
| PP |
723-5 |
723-5 |
723-5 |
722-6 |
| S1 |
717-1 |
717-1 |
719-7 |
715-3 |
| S2 |
713-5 |
713-5 |
718-7 |
|
| S3 |
703-5 |
707-1 |
718-0 |
|
| S4 |
693-5 |
697-1 |
715-2 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-4 |
761-4 |
734-7 |
|
| R3 |
755-0 |
748-0 |
731-2 |
|
| R2 |
741-4 |
741-4 |
730-0 |
|
| R1 |
734-4 |
734-4 |
728-6 |
738-0 |
| PP |
728-0 |
728-0 |
728-0 |
729-6 |
| S1 |
721-0 |
721-0 |
726-2 |
724-4 |
| S2 |
714-4 |
714-4 |
725-0 |
|
| S3 |
701-0 |
707-4 |
723-6 |
|
| S4 |
687-4 |
694-0 |
720-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
735-0 |
720-0 |
15-0 |
2.1% |
7-4 |
1.0% |
5% |
False |
True |
125,464 |
| 10 |
735-0 |
687-0 |
48-0 |
6.7% |
9-2 |
1.3% |
70% |
False |
False |
153,131 |
| 20 |
735-0 |
679-6 |
55-2 |
7.7% |
8-6 |
1.2% |
74% |
False |
False |
119,273 |
| 40 |
767-0 |
679-6 |
87-2 |
12.1% |
8-5 |
1.2% |
47% |
False |
False |
124,091 |
| 60 |
767-0 |
679-6 |
87-2 |
12.1% |
8-4 |
1.2% |
47% |
False |
False |
110,939 |
| 80 |
774-0 |
679-6 |
94-2 |
13.1% |
9-1 |
1.3% |
44% |
False |
False |
93,574 |
| 100 |
815-0 |
679-6 |
135-2 |
18.8% |
8-6 |
1.2% |
30% |
False |
False |
81,016 |
| 120 |
838-0 |
679-6 |
158-2 |
22.0% |
8-3 |
1.2% |
26% |
False |
False |
71,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772-4 |
|
2.618 |
756-1 |
|
1.618 |
746-1 |
|
1.000 |
740-0 |
|
0.618 |
736-1 |
|
HIGH |
730-0 |
|
0.618 |
726-1 |
|
0.500 |
725-0 |
|
0.382 |
723-7 |
|
LOW |
720-0 |
|
0.618 |
713-7 |
|
1.000 |
710-0 |
|
1.618 |
703-7 |
|
2.618 |
693-7 |
|
4.250 |
677-4 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
725-0 |
726-1 |
| PP |
723-5 |
724-3 |
| S1 |
722-1 |
722-4 |
|