CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
732-2 |
736-0 |
3-6 |
0.5% |
732-2 |
| High |
732-2 |
741-0 |
8-6 |
1.2% |
732-2 |
| Low |
728-4 |
735-2 |
6-6 |
0.9% |
715-6 |
| Close |
729-4 |
740-2 |
10-6 |
1.5% |
720-6 |
| Range |
3-6 |
5-6 |
2-0 |
53.3% |
16-4 |
| ATR |
9-4 |
9-5 |
0-1 |
1.5% |
0-0 |
| Volume |
109,083 |
152,247 |
43,164 |
39.6% |
462,750 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756-1 |
753-7 |
743-3 |
|
| R3 |
750-3 |
748-1 |
741-7 |
|
| R2 |
744-5 |
744-5 |
741-2 |
|
| R1 |
742-3 |
742-3 |
740-6 |
743-4 |
| PP |
738-7 |
738-7 |
738-7 |
739-3 |
| S1 |
736-5 |
736-5 |
739-6 |
737-6 |
| S2 |
733-1 |
733-1 |
739-2 |
|
| S3 |
727-3 |
730-7 |
738-5 |
|
| S4 |
721-5 |
725-1 |
737-1 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772-3 |
763-1 |
729-7 |
|
| R3 |
755-7 |
746-5 |
725-2 |
|
| R2 |
739-3 |
739-3 |
723-6 |
|
| R1 |
730-1 |
730-1 |
722-2 |
726-4 |
| PP |
722-7 |
722-7 |
722-7 |
721-1 |
| S1 |
713-5 |
713-5 |
719-2 |
710-0 |
| S2 |
706-3 |
706-3 |
717-6 |
|
| S3 |
689-7 |
697-1 |
716-2 |
|
| S4 |
673-3 |
680-5 |
711-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
741-0 |
715-6 |
25-2 |
3.4% |
7-4 |
1.0% |
97% |
True |
False |
120,375 |
| 10 |
741-0 |
715-6 |
25-2 |
3.4% |
7-4 |
1.0% |
97% |
True |
False |
122,919 |
| 20 |
741-0 |
679-6 |
61-2 |
8.3% |
8-7 |
1.2% |
99% |
True |
False |
135,890 |
| 40 |
762-0 |
679-6 |
82-2 |
11.1% |
8-4 |
1.2% |
74% |
False |
False |
121,795 |
| 60 |
767-0 |
679-6 |
87-2 |
11.8% |
8-5 |
1.2% |
69% |
False |
False |
116,341 |
| 80 |
774-0 |
679-6 |
94-2 |
12.7% |
8-5 |
1.2% |
64% |
False |
False |
97,999 |
| 100 |
806-4 |
679-6 |
126-6 |
17.1% |
8-6 |
1.2% |
48% |
False |
False |
85,853 |
| 120 |
838-0 |
679-6 |
158-2 |
21.4% |
8-3 |
1.1% |
38% |
False |
False |
75,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765-4 |
|
2.618 |
756-0 |
|
1.618 |
750-2 |
|
1.000 |
746-6 |
|
0.618 |
744-4 |
|
HIGH |
741-0 |
|
0.618 |
738-6 |
|
0.500 |
738-1 |
|
0.382 |
737-4 |
|
LOW |
735-2 |
|
0.618 |
731-6 |
|
1.000 |
729-4 |
|
1.618 |
726-0 |
|
2.618 |
720-2 |
|
4.250 |
710-6 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
739-4 |
736-7 |
| PP |
738-7 |
733-5 |
| S1 |
738-1 |
730-2 |
|