CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
717-4 |
718-6 |
1-2 |
0.2% |
690-4 |
| High |
721-2 |
724-6 |
3-4 |
0.5% |
724-6 |
| Low |
716-0 |
718-6 |
2-6 |
0.4% |
690-4 |
| Close |
719-4 |
724-2 |
4-6 |
0.7% |
724-2 |
| Range |
5-2 |
6-0 |
0-6 |
14.3% |
34-2 |
| ATR |
8-7 |
8-5 |
-0-2 |
-2.3% |
0-0 |
| Volume |
42,717 |
14,200 |
-28,517 |
-66.8% |
411,324 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
740-5 |
738-3 |
727-4 |
|
| R3 |
734-5 |
732-3 |
725-7 |
|
| R2 |
728-5 |
728-5 |
725-3 |
|
| R1 |
726-3 |
726-3 |
724-6 |
727-4 |
| PP |
722-5 |
722-5 |
722-5 |
723-1 |
| S1 |
720-3 |
720-3 |
723-6 |
721-4 |
| S2 |
716-5 |
716-5 |
723-1 |
|
| S3 |
710-5 |
714-3 |
722-5 |
|
| S4 |
704-5 |
708-3 |
721-0 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-7 |
804-3 |
743-1 |
|
| R3 |
781-5 |
770-1 |
733-5 |
|
| R2 |
747-3 |
747-3 |
730-4 |
|
| R1 |
735-7 |
735-7 |
727-3 |
741-5 |
| PP |
713-1 |
713-1 |
713-1 |
716-0 |
| S1 |
701-5 |
701-5 |
721-1 |
707-3 |
| S2 |
678-7 |
678-7 |
718-0 |
|
| S3 |
644-5 |
667-3 |
714-7 |
|
| S4 |
610-3 |
633-1 |
705-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
724-6 |
690-4 |
34-2 |
4.7% |
5-2 |
0.7% |
99% |
True |
False |
82,264 |
| 10 |
724-6 |
690-0 |
34-6 |
4.8% |
5-7 |
0.8% |
99% |
True |
False |
106,400 |
| 20 |
746-2 |
690-0 |
56-2 |
7.8% |
7-0 |
1.0% |
61% |
False |
False |
135,842 |
| 40 |
746-2 |
679-6 |
66-4 |
9.2% |
7-5 |
1.1% |
67% |
False |
False |
137,191 |
| 60 |
759-0 |
679-6 |
79-2 |
10.9% |
8-0 |
1.1% |
56% |
False |
False |
126,858 |
| 80 |
767-0 |
679-6 |
87-2 |
12.0% |
8-2 |
1.1% |
51% |
False |
False |
122,327 |
| 100 |
774-0 |
679-6 |
94-2 |
13.0% |
8-3 |
1.1% |
47% |
False |
False |
106,929 |
| 120 |
804-2 |
679-6 |
124-4 |
17.2% |
8-3 |
1.2% |
36% |
False |
False |
95,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
750-2 |
|
2.618 |
740-4 |
|
1.618 |
734-4 |
|
1.000 |
730-6 |
|
0.618 |
728-4 |
|
HIGH |
724-6 |
|
0.618 |
722-4 |
|
0.500 |
721-6 |
|
0.382 |
721-0 |
|
LOW |
718-6 |
|
0.618 |
715-0 |
|
1.000 |
712-6 |
|
1.618 |
709-0 |
|
2.618 |
703-0 |
|
4.250 |
693-2 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
723-3 |
721-2 |
| PP |
722-5 |
718-3 |
| S1 |
721-6 |
715-3 |
|