CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
690-4 |
700-2 |
9-6 |
1.4% |
699-4 |
| High |
695-2 |
705-6 |
10-4 |
1.5% |
701-2 |
| Low |
690-4 |
700-2 |
9-6 |
1.4% |
690-0 |
| Close |
693-4 |
705-0 |
11-4 |
1.7% |
690-2 |
| Range |
4-6 |
5-4 |
0-6 |
15.8% |
11-2 |
| ATR |
8-5 |
8-7 |
0-2 |
3.0% |
0-0 |
| Volume |
110,974 |
125,539 |
14,565 |
13.1% |
526,019 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-1 |
718-1 |
708-0 |
|
| R3 |
714-5 |
712-5 |
706-4 |
|
| R2 |
709-1 |
709-1 |
706-0 |
|
| R1 |
707-1 |
707-1 |
705-4 |
708-1 |
| PP |
703-5 |
703-5 |
703-5 |
704-2 |
| S1 |
701-5 |
701-5 |
704-4 |
702-5 |
| S2 |
698-1 |
698-1 |
704-0 |
|
| S3 |
692-5 |
696-1 |
703-4 |
|
| S4 |
687-1 |
690-5 |
702-0 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
727-5 |
720-1 |
696-4 |
|
| R3 |
716-3 |
708-7 |
693-3 |
|
| R2 |
705-1 |
705-1 |
692-2 |
|
| R1 |
697-5 |
697-5 |
691-2 |
695-6 |
| PP |
693-7 |
693-7 |
693-7 |
692-7 |
| S1 |
686-3 |
686-3 |
689-2 |
684-4 |
| S2 |
682-5 |
682-5 |
688-2 |
|
| S3 |
671-3 |
675-1 |
687-1 |
|
| S4 |
660-1 |
663-7 |
684-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
705-6 |
690-0 |
15-6 |
2.2% |
5-7 |
0.8% |
95% |
True |
False |
127,195 |
| 10 |
705-6 |
690-0 |
15-6 |
2.2% |
6-2 |
0.9% |
95% |
True |
False |
141,188 |
| 20 |
746-2 |
690-0 |
56-2 |
8.0% |
7-1 |
1.0% |
27% |
False |
False |
148,358 |
| 40 |
746-2 |
679-6 |
66-4 |
9.4% |
8-1 |
1.2% |
38% |
False |
False |
138,712 |
| 60 |
764-2 |
679-6 |
84-4 |
12.0% |
8-1 |
1.2% |
30% |
False |
False |
132,134 |
| 80 |
767-0 |
679-6 |
87-2 |
12.4% |
8-3 |
1.2% |
29% |
False |
False |
123,000 |
| 100 |
774-0 |
679-6 |
94-2 |
13.4% |
8-3 |
1.2% |
27% |
False |
False |
106,492 |
| 120 |
806-4 |
679-6 |
126-6 |
18.0% |
8-4 |
1.2% |
20% |
False |
False |
94,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
729-1 |
|
2.618 |
720-1 |
|
1.618 |
714-5 |
|
1.000 |
711-2 |
|
0.618 |
709-1 |
|
HIGH |
705-6 |
|
0.618 |
703-5 |
|
0.500 |
703-0 |
|
0.382 |
702-3 |
|
LOW |
700-2 |
|
0.618 |
696-7 |
|
1.000 |
694-6 |
|
1.618 |
691-3 |
|
2.618 |
685-7 |
|
4.250 |
676-7 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
704-3 |
702-5 |
| PP |
703-5 |
700-2 |
| S1 |
703-0 |
697-7 |
|