CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
728-4 |
723-4 |
-5-0 |
-0.7% |
690-4 |
| High |
732-2 |
724-4 |
-7-6 |
-1.1% |
724-6 |
| Low |
728-4 |
708-0 |
-20-4 |
-2.8% |
690-4 |
| Close |
732-0 |
708-0 |
-24-0 |
-3.3% |
724-2 |
| Range |
3-6 |
16-4 |
12-6 |
340.0% |
34-2 |
| ATR |
9-1 |
10-1 |
1-1 |
11.7% |
0-0 |
| Volume |
6,351 |
6,062 |
-289 |
-4.6% |
411,324 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
763-0 |
752-0 |
717-1 |
|
| R3 |
746-4 |
735-4 |
712-4 |
|
| R2 |
730-0 |
730-0 |
711-0 |
|
| R1 |
719-0 |
719-0 |
709-4 |
716-2 |
| PP |
713-4 |
713-4 |
713-4 |
712-1 |
| S1 |
702-4 |
702-4 |
706-4 |
699-6 |
| S2 |
697-0 |
697-0 |
705-0 |
|
| S3 |
680-4 |
686-0 |
703-4 |
|
| S4 |
664-0 |
669-4 |
698-7 |
|
|
| 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 |
732-2 |
708-0 |
24-2 |
3.4% |
9-2 |
1.3% |
0% |
False |
True |
15,470 |
| 10 |
732-2 |
690-0 |
42-2 |
6.0% |
7-3 |
1.0% |
43% |
False |
False |
69,045 |
| 20 |
732-2 |
690-0 |
42-2 |
6.0% |
7-4 |
1.1% |
43% |
False |
False |
116,863 |
| 40 |
746-2 |
686-6 |
59-4 |
8.4% |
8-0 |
1.1% |
36% |
False |
False |
128,917 |
| 60 |
746-2 |
679-6 |
66-4 |
9.4% |
8-2 |
1.2% |
42% |
False |
False |
121,136 |
| 80 |
767-0 |
679-6 |
87-2 |
12.3% |
8-3 |
1.2% |
32% |
False |
False |
120,343 |
| 100 |
774-0 |
679-6 |
94-2 |
13.3% |
8-4 |
1.2% |
30% |
False |
False |
106,301 |
| 120 |
788-0 |
679-6 |
108-2 |
15.3% |
8-4 |
1.2% |
26% |
False |
False |
94,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794-5 |
|
2.618 |
767-6 |
|
1.618 |
751-2 |
|
1.000 |
741-0 |
|
0.618 |
734-6 |
|
HIGH |
724-4 |
|
0.618 |
718-2 |
|
0.500 |
716-2 |
|
0.382 |
714-2 |
|
LOW |
708-0 |
|
0.618 |
697-6 |
|
1.000 |
691-4 |
|
1.618 |
681-2 |
|
2.618 |
664-6 |
|
4.250 |
637-7 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
716-2 |
720-1 |
| PP |
713-4 |
716-1 |
| S1 |
710-6 |
712-0 |
|