CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	469-4	474-0	4-4	1.0%	475-4
High	481-4	480-0	-1-4	-0.3%	483-4
Low	469-4	474-0	4-4	1.0%	465-4
Close	481-6	478-2	-3-4	-0.7%	478-2
Range	12-0	6-0	-6-0	-50.0%	18-0
ATR	8-7	8-7	-0-1	-0.9%	0-0
Volume	8,248	3,228	-5,020	-60.9%	26,574

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	495-3	492-7	481-4
R3	489-3	486-7	479-7
R2	483-3	483-3	479-3
R1	480-7	480-7	478-6	482-1
PP	477-3	477-3	477-3	478-0
S1	474-7	474-7	477-6	476-1
S2	471-3	471-3	477-1
S3	465-3	468-7	476-5
S4	459-3	462-7	475-0

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	529-6	522-0	488-1
R3	511-6	504-0	483-2
R2	493-6	493-6	481-4
R1	486-0	486-0	479-7	489-7
PP	475-6	475-6	475-6	477-6
S1	468-0	468-0	476-5	471-7
S2	457-6	457-6	475-0
S3	439-6	450-0	473-2
S4	421-6	432-0	468-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	483-4	465-4	18-0	3.8%	9-0	1.9%	71%	False	False	5,314
10	483-4	456-0	27-4	5.8%	7-5	1.6%	81%	False	False	5,161
20	483-4	445-0	38-4	8.1%	7-0	1.5%	86%	False	False	6,000

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0-4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	505-4
2.618	495-6
1.618	489-6
1.000	486-0
0.618	483-6
HIGH	480-0
0.618	477-6
0.500	477-0
0.382	476-2
LOW	474-0
0.618	470-2
1.000	468-0
1.618	464-2
2.618	458-2
4.250	448-4

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	477-7	476-5
PP	477-3	475-1
S1	477-0	473-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols