CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 357-4 355-6 -1-6 -0.5% 368-4
High 359-0 357-4 -1-4 -0.4% 373-6
Low 354-0 347-6 -6-2 -1.8% 358-4
Close 354-0 348-4 -5-4 -1.6% 359-0
Range 5-0 9-6 4-6 95.0% 15-2
ATR 8-1 8-2 0-1 1.4% 0-0
Volume 150,749 137,372 -13,377 -8.9% 560,264
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 380-4 374-2 353-7
R3 370-6 364-4 351-1
R2 361-0 361-0 350-2
R1 354-6 354-6 349-3 353-0
PP 351-2 351-2 351-2 350-3
S1 345-0 345-0 347-5 343-2
S2 341-4 341-4 346-6
S3 331-6 335-2 345-7
S4 322-0 325-4 343-1
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
5 373-6 347-6 26-0 7.5% 6-5 1.9% 3% False True 120,987
10 373-6 347-6 26-0 7.5% 7-2 2.1% 3% False True 118,100
20 385-0 347-6 37-2 10.7% 7-4 2.2% 2% False True 126,049
40 385-0 347-6 37-2 10.7% 7-5 2.2% 2% False True 126,458
60 387-4 347-6 39-6 11.4% 6-6 1.9% 2% False True 94,876
80 401-4 347-6 53-6 15.4% 6-4 1.9% 1% False True 78,536
100 442-4 347-6 94-6 27.2% 6-3 1.8% 1% False True 68,213
120 443-0 347-6 95-2 27.3% 6-4 1.9% 1% False True 58,771
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 399-0
2.618 383-0
1.618 373-2
1.000 367-2
0.618 363-4
HIGH 357-4
0.618 353-6
0.500 352-5
0.382 351-4
LOW 347-6
0.618 341-6
1.000 338-0
1.618 332-0
2.618 322-2
4.250 306-2
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 352-5 359-5
PP 351-2 355-7
S1 349-7 352-2

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

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