CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
737-4 |
745-6 |
8-2 |
1.1% |
719-4 |
| High |
741-4 |
746-2 |
4-6 |
0.6% |
746-2 |
| Low |
734-4 |
735-6 |
1-2 |
0.2% |
719-4 |
| Close |
740-4 |
736-0 |
-4-4 |
-0.6% |
736-0 |
| Range |
7-0 |
10-4 |
3-4 |
50.0% |
26-6 |
| ATR |
9-4 |
9-4 |
0-1 |
0.8% |
0-0 |
| Volume |
163,800 |
159,080 |
-4,720 |
-2.9% |
685,242 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770-7 |
763-7 |
741-6 |
|
| R3 |
760-3 |
753-3 |
738-7 |
|
| R2 |
749-7 |
749-7 |
737-7 |
|
| R1 |
742-7 |
742-7 |
737-0 |
741-1 |
| PP |
739-3 |
739-3 |
739-3 |
738-4 |
| S1 |
732-3 |
732-3 |
735-0 |
730-5 |
| S2 |
728-7 |
728-7 |
734-1 |
|
| S3 |
718-3 |
721-7 |
733-1 |
|
| S4 |
707-7 |
711-3 |
730-2 |
|
|
| 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 |
719-4 |
26-6 |
3.6% |
7-3 |
1.0% |
62% |
True |
False |
137,048 |
| 10 |
746-2 |
715-6 |
30-4 |
4.1% |
7-4 |
1.0% |
66% |
True |
False |
128,267 |
| 20 |
746-2 |
679-6 |
66-4 |
9.0% |
8-4 |
1.1% |
85% |
True |
False |
141,091 |
| 40 |
759-0 |
679-6 |
79-2 |
10.8% |
8-4 |
1.2% |
71% |
False |
False |
122,674 |
| 60 |
767-0 |
679-6 |
87-2 |
11.9% |
8-5 |
1.2% |
64% |
False |
False |
119,204 |
| 80 |
774-0 |
679-6 |
94-2 |
12.8% |
8-5 |
1.2% |
60% |
False |
False |
101,351 |
| 100 |
788-0 |
679-6 |
108-2 |
14.7% |
8-5 |
1.2% |
52% |
False |
False |
88,543 |
| 120 |
838-0 |
679-6 |
158-2 |
21.5% |
8-2 |
1.1% |
36% |
False |
False |
77,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
790-7 |
|
2.618 |
773-6 |
|
1.618 |
763-2 |
|
1.000 |
756-6 |
|
0.618 |
752-6 |
|
HIGH |
746-2 |
|
0.618 |
742-2 |
|
0.500 |
741-0 |
|
0.382 |
739-6 |
|
LOW |
735-6 |
|
0.618 |
729-2 |
|
1.000 |
725-2 |
|
1.618 |
718-6 |
|
2.618 |
708-2 |
|
4.250 |
691-1 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
741-0 |
740-3 |
| PP |
739-3 |
738-7 |
| S1 |
737-5 |
737-4 |
|