CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
706-6 |
697-0 |
-9-6 |
-1.4% |
740-0 |
| High |
712-6 |
698-0 |
-14-6 |
-2.1% |
741-0 |
| Low |
701-2 |
693-0 |
-8-2 |
-1.2% |
707-0 |
| Close |
702-2 |
696-2 |
-6-0 |
-0.9% |
709-0 |
| Range |
11-4 |
5-0 |
-6-4 |
-56.5% |
34-0 |
| ATR |
10-0 |
9-7 |
0-0 |
-0.5% |
0-0 |
| Volume |
185,558 |
202,092 |
16,534 |
8.9% |
785,510 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
710-6 |
708-4 |
699-0 |
|
| R3 |
705-6 |
703-4 |
697-5 |
|
| R2 |
700-6 |
700-6 |
697-1 |
|
| R1 |
698-4 |
698-4 |
696-6 |
697-1 |
| PP |
695-6 |
695-6 |
695-6 |
695-0 |
| S1 |
693-4 |
693-4 |
695-6 |
692-1 |
| S2 |
690-6 |
690-6 |
695-3 |
|
| S3 |
685-6 |
688-4 |
694-7 |
|
| S4 |
680-6 |
683-4 |
693-4 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
821-0 |
799-0 |
727-6 |
|
| R3 |
787-0 |
765-0 |
718-3 |
|
| R2 |
753-0 |
753-0 |
715-2 |
|
| R1 |
731-0 |
731-0 |
712-1 |
725-0 |
| PP |
719-0 |
719-0 |
719-0 |
716-0 |
| S1 |
697-0 |
697-0 |
705-7 |
691-0 |
| S2 |
685-0 |
685-0 |
702-6 |
|
| S3 |
651-0 |
663-0 |
699-5 |
|
| S4 |
617-0 |
629-0 |
690-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
726-0 |
693-0 |
33-0 |
4.7% |
8-5 |
1.2% |
10% |
False |
True |
186,446 |
| 10 |
746-2 |
693-0 |
53-2 |
7.6% |
8-1 |
1.2% |
6% |
False |
True |
164,828 |
| 20 |
746-2 |
693-0 |
53-2 |
7.6% |
7-6 |
1.1% |
6% |
False |
True |
145,025 |
| 40 |
746-2 |
679-6 |
66-4 |
9.6% |
8-4 |
1.2% |
25% |
False |
False |
128,701 |
| 60 |
767-0 |
679-6 |
87-2 |
12.5% |
8-4 |
1.2% |
19% |
False |
False |
126,830 |
| 80 |
767-0 |
679-6 |
87-2 |
12.5% |
8-3 |
1.2% |
19% |
False |
False |
112,708 |
| 100 |
774-0 |
679-6 |
94-2 |
13.5% |
8-6 |
1.3% |
18% |
False |
False |
97,821 |
| 120 |
837-4 |
679-6 |
157-6 |
22.7% |
8-3 |
1.2% |
10% |
False |
False |
86,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
719-2 |
|
2.618 |
711-1 |
|
1.618 |
706-1 |
|
1.000 |
703-0 |
|
0.618 |
701-1 |
|
HIGH |
698-0 |
|
0.618 |
696-1 |
|
0.500 |
695-4 |
|
0.382 |
694-7 |
|
LOW |
693-0 |
|
0.618 |
689-7 |
|
1.000 |
688-0 |
|
1.618 |
684-7 |
|
2.618 |
679-7 |
|
4.250 |
671-6 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
696-0 |
706-4 |
| PP |
695-6 |
703-1 |
| S1 |
695-4 |
699-5 |
|