CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
736-0 |
737-4 |
1-4 |
0.2% |
732-2 |
| High |
741-0 |
741-4 |
0-4 |
0.1% |
732-2 |
| Low |
735-2 |
734-4 |
-0-6 |
-0.1% |
715-6 |
| Close |
740-2 |
740-4 |
0-2 |
0.0% |
720-6 |
| Range |
5-6 |
7-0 |
1-2 |
21.7% |
16-4 |
| ATR |
9-5 |
9-4 |
-0-2 |
-2.0% |
0-0 |
| Volume |
152,247 |
163,800 |
11,553 |
7.6% |
462,750 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
759-7 |
757-1 |
744-3 |
|
| R3 |
752-7 |
750-1 |
742-3 |
|
| R2 |
745-7 |
745-7 |
741-6 |
|
| R1 |
743-1 |
743-1 |
741-1 |
744-4 |
| PP |
738-7 |
738-7 |
738-7 |
739-4 |
| S1 |
736-1 |
736-1 |
739-7 |
737-4 |
| S2 |
731-7 |
731-7 |
739-2 |
|
| S3 |
724-7 |
729-1 |
738-5 |
|
| S4 |
717-7 |
722-1 |
736-5 |
|
|
| 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 |
741-4 |
718-2 |
23-2 |
3.1% |
6-7 |
0.9% |
96% |
True |
False |
127,362 |
| 10 |
741-4 |
715-6 |
25-6 |
3.5% |
7-1 |
1.0% |
96% |
True |
False |
123,787 |
| 20 |
741-4 |
679-6 |
61-6 |
8.3% |
8-2 |
1.1% |
98% |
True |
False |
138,541 |
| 40 |
759-0 |
679-6 |
79-2 |
10.7% |
8-3 |
1.1% |
77% |
False |
False |
122,366 |
| 60 |
767-0 |
679-6 |
87-2 |
11.8% |
8-5 |
1.2% |
70% |
False |
False |
117,822 |
| 80 |
774-0 |
679-6 |
94-2 |
12.7% |
8-5 |
1.2% |
64% |
False |
False |
99,700 |
| 100 |
804-2 |
679-6 |
124-4 |
16.8% |
8-6 |
1.2% |
49% |
False |
False |
87,179 |
| 120 |
838-0 |
679-6 |
158-2 |
21.4% |
8-3 |
1.1% |
38% |
False |
False |
76,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771-2 |
|
2.618 |
759-7 |
|
1.618 |
752-7 |
|
1.000 |
748-4 |
|
0.618 |
745-7 |
|
HIGH |
741-4 |
|
0.618 |
738-7 |
|
0.500 |
738-0 |
|
0.382 |
737-1 |
|
LOW |
734-4 |
|
0.618 |
730-1 |
|
1.000 |
727-4 |
|
1.618 |
723-1 |
|
2.618 |
716-1 |
|
4.250 |
704-6 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
739-5 |
738-5 |
| PP |
738-7 |
736-7 |
| S1 |
738-0 |
735-0 |
|