CME Pit-Traded Corn Future March 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
737-4 |
738-0 |
0-4 |
0.1% |
730-0 |
| High |
742-2 |
743-0 |
0-6 |
0.1% |
732-2 |
| Low |
737-4 |
734-0 |
-3-4 |
-0.5% |
705-4 |
| Close |
741-0 |
741-2 |
0-2 |
0.0% |
725-2 |
| Range |
4-6 |
9-0 |
4-2 |
89.5% |
26-6 |
| ATR |
10-1 |
10-0 |
-0-1 |
-0.8% |
0-0 |
| Volume |
1,794 |
2,128 |
334 |
18.6% |
24,180 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766-3 |
762-7 |
746-2 |
|
| R3 |
757-3 |
753-7 |
743-6 |
|
| R2 |
748-3 |
748-3 |
742-7 |
|
| R1 |
744-7 |
744-7 |
742-1 |
746-5 |
| PP |
739-3 |
739-3 |
739-3 |
740-2 |
| S1 |
735-7 |
735-7 |
740-3 |
737-5 |
| S2 |
730-3 |
730-3 |
739-5 |
|
| S3 |
721-3 |
726-7 |
738-6 |
|
| S4 |
712-3 |
717-7 |
736-2 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801-2 |
790-0 |
740-0 |
|
| R3 |
774-4 |
763-2 |
732-5 |
|
| R2 |
747-6 |
747-6 |
730-1 |
|
| R1 |
736-4 |
736-4 |
727-6 |
728-6 |
| PP |
721-0 |
721-0 |
721-0 |
717-1 |
| S1 |
709-6 |
709-6 |
722-6 |
702-0 |
| S2 |
694-2 |
694-2 |
720-3 |
|
| S3 |
667-4 |
683-0 |
717-7 |
|
| S4 |
640-6 |
656-2 |
710-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
743-0 |
705-4 |
37-4 |
5.1% |
8-1 |
1.1% |
95% |
True |
False |
1,836 |
| 10 |
743-0 |
705-4 |
37-4 |
5.1% |
8-5 |
1.2% |
95% |
True |
False |
8,653 |
| 20 |
743-0 |
690-0 |
53-0 |
7.2% |
7-3 |
1.0% |
97% |
True |
False |
70,710 |
| 40 |
746-2 |
690-0 |
56-2 |
7.6% |
7-5 |
1.0% |
91% |
False |
False |
107,868 |
| 60 |
746-2 |
679-6 |
66-4 |
9.0% |
8-1 |
1.1% |
92% |
False |
False |
109,371 |
| 80 |
767-0 |
679-6 |
87-2 |
11.8% |
8-2 |
1.1% |
70% |
False |
False |
112,800 |
| 100 |
767-0 |
679-6 |
87-2 |
11.8% |
8-1 |
1.1% |
70% |
False |
False |
104,308 |
| 120 |
774-0 |
679-6 |
94-2 |
12.7% |
8-4 |
1.1% |
65% |
False |
False |
93,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
781-2 |
|
2.618 |
766-4 |
|
1.618 |
757-4 |
|
1.000 |
752-0 |
|
0.618 |
748-4 |
|
HIGH |
743-0 |
|
0.618 |
739-4 |
|
0.500 |
738-4 |
|
0.382 |
737-4 |
|
LOW |
734-0 |
|
0.618 |
728-4 |
|
1.000 |
725-0 |
|
1.618 |
719-4 |
|
2.618 |
710-4 |
|
4.250 |
695-6 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
740-3 |
739-1 |
| PP |
739-3 |
737-1 |
| S1 |
738-4 |
735-0 |
|