CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 475-4 475-4 0-0 0.0% 460-4
High 478-4 483-4 5-0 1.0% 469-4
Low 473-4 475-2 1-6 0.4% 456-0
Close 479-0 483-0 4-0 0.8% 469-2
Range 5-0 8-2 3-2 65.0% 13-4
ATR 7-5 7-5 0-0 0.6% 0-0
Volume 3,405 6,363 2,958 86.9% 21,978
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 505-3 502-3 487-4
R3 497-1 494-1 485-2
R2 488-7 488-7 484-4
R1 485-7 485-7 483-6 487-3
PP 480-5 480-5 480-5 481-2
S1 477-5 477-5 482-2 479-1
S2 472-3 472-3 481-4
S3 464-1 469-3 480-6
S4 455-7 461-1 478-4
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 505-3 500-7 476-5
R3 491-7 487-3 473-0
R2 478-3 478-3 471-6
R1 473-7 473-7 470-4 476-1
PP 464-7 464-7 464-7 466-0
S1 460-3 460-3 468-0 462-5
S2 451-3 451-3 466-6
S3 437-7 446-7 465-4
S4 424-3 433-3 461-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 483-4 458-4 25-0 5.2% 6-6 1.4% 98% True False 5,153
10 483-4 451-4 32-0 6.6% 6-5 1.4% 98% True False 5,010
20 483-4 432-2 51-2 10.6% 6-3 1.3% 99% True False 6,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 518-4
2.618 505-1
1.618 496-7
1.000 491-6
0.618 488-5
HIGH 483-4
0.618 480-3
0.500 479-3
0.382 478-3
LOW 475-2
0.618 470-1
1.000 467-0
1.618 461-7
2.618 453-5
4.250 440-2
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 481-6 480-2
PP 480-5 477-5
S1 479-3 474-7

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

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