CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 02-Jul-2009

Day Change Summary
	Previous	Current
	01-Jul-2009	02-Jul-2009	Change	Change %	Previous Week
Open	380-0	375-0	-5-0	-1.3%	420-0
High	382-6	377-0	-5-6	-1.5%	422-0
Low	375-4	370-6	-4-6	-1.3%	412-2
Close	382-4	371-0	-11-4	-3.0%	416-0
Range	7-2	6-2	-1-0	-13.8%	9-6
ATR	10-1	10-2	0-1	1.1%	0-0
Volume	17,336	20,950	3,614	20.8%	48,897

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	391-5	387-5	374-4
R3	385-3	381-3	372-6
R2	379-1	379-1	372-1
R1	375-1	375-1	371-5	374-0
PP	372-7	372-7	372-7	372-3
S1	368-7	368-7	370-3	367-6
S2	366-5	366-5	369-7
S3	360-3	362-5	369-2
S4	354-1	356-3	367-4

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	446-0	440-6	421-3
R3	436-2	431-0	418-5
R2	426-4	426-4	417-6
R1	421-2	421-2	416-7	419-0
PP	416-6	416-6	416-6	415-5
S1	411-4	411-4	415-1	409-2
S2	407-0	407-0	414-2
S3	397-2	401-6	413-3
S4	387-4	392-0	410-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	418-0	370-6	47-2	12.7%	5-1	1.4%	1%	False	True	11,210
10	439-0	370-6	68-2	18.4%	5-7	1.6%	0%	False	True	10,333
20	480-0	370-6	109-2	29.4%	6-4	1.8%	0%	False	True	8,063
40	483-4	370-6	112-6	30.4%	6-7	1.9%	0%	False	True	7,077

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	1-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	403-4
2.618	393-3
1.618	387-1
1.000	383-2
0.618	380-7
HIGH	377-0
0.618	374-5
0.500	373-7
0.382	373-1
LOW	370-6
0.618	366-7
1.000	364-4
1.618	360-5
2.618	354-3
4.250	344-2

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	373-7	376-6
PP	372-7	374-7
S1	372-0	372-7

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