CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 355-6 348-6 -7-0 -2.0% 368-4
High 357-4 351-0 -6-4 -1.8% 373-6
Low 347-6 344-4 -3-2 -0.9% 358-4
Close 348-4 349-4 1-0 0.3% 359-0
Range 9-6 6-4 -3-2 -33.3% 15-2
ATR 8-2 8-1 -0-1 -1.5% 0-0
Volume 137,372 127,867 -9,505 -6.9% 560,264
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 367-7 365-1 353-1
R3 361-3 358-5 351-2
R2 354-7 354-7 350-6
R1 352-1 352-1 350-1 353-4
PP 348-3 348-3 348-3 349-0
S1 345-5 345-5 348-7 347-0
S2 341-7 341-7 348-2
S3 335-3 339-1 347-6
S4 328-7 332-5 345-7
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 409-4 399-4 367-3
R3 394-2 384-2 363-2
R2 379-0 379-0 361-6
R1 369-0 369-0 360-3 366-3
PP 363-6 363-6 363-6 362-4
S1 353-6 353-6 357-5 351-1
S2 348-4 348-4 356-2
S3 333-2 338-4 354-6
S4 318-0 323-2 350-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 373-6 344-4 29-2 8.4% 7-2 2.1% 17% False True 122,055
10 373-6 344-4 29-2 8.4% 6-7 2.0% 17% False True 120,399
20 385-0 344-4 40-4 11.6% 7-2 2.1% 12% False True 125,847
40 385-0 344-4 40-4 11.6% 7-3 2.1% 12% False True 128,419
60 387-4 344-4 43-0 12.3% 6-6 1.9% 12% False True 96,642
80 401-4 344-4 57-0 16.3% 6-4 1.9% 9% False True 79,664
100 441-4 344-4 97-0 27.8% 6-3 1.8% 5% False True 69,274
120 443-0 344-4 98-4 28.2% 6-3 1.8% 5% False True 59,734
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 378-5
2.618 368-0
1.618 361-4
1.000 357-4
0.618 355-0
HIGH 351-0
0.618 348-4
0.500 347-6
0.382 347-0
LOW 344-4
0.618 340-4
1.000 338-0
1.618 334-0
2.618 327-4
4.250 316-7
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 348-7 351-6
PP 348-3 351-0
S1 347-6 350-2

These figures are updated between 7pm and 10pm EST after a trading day.

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