CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 348-6 346-0 -2-6 -0.8% 357-4
High 351-0 347-0 -4-0 -1.1% 359-0
Low 344-4 340-0 -4-4 -1.3% 340-0
Close 349-4 340-0 -9-4 -2.7% 340-0
Range 6-4 7-0 0-4 7.7% 19-0
ATR 8-1 8-2 0-1 1.2% 0-0
Volume 127,867 141,195 13,328 10.4% 557,183
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 363-3 358-5 343-7
R3 356-3 351-5 341-7
R2 349-3 349-3 341-2
R1 344-5 344-5 340-5 343-4
PP 342-3 342-3 342-3 341-6
S1 337-5 337-5 339-3 336-4
S2 335-3 335-3 338-6
S3 328-3 330-5 338-1
S4 321-3 323-5 336-1
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 403-3 390-5 350-4
R3 384-3 371-5 345-2
R2 365-3 365-3 343-4
R1 352-5 352-5 341-6 349-4
PP 346-3 346-3 346-3 344-6
S1 333-5 333-5 338-2 330-4
S2 327-3 327-3 336-4
S3 308-3 314-5 334-6
S4 289-3 295-5 329-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 371-4 340-0 31-4 9.3% 8-2 2.4% 0% False True 130,891
10 373-6 340-0 33-6 9.9% 6-6 2.0% 0% False True 122,972
20 385-0 340-0 45-0 13.2% 7-1 2.1% 0% False True 126,428
40 385-0 340-0 45-0 13.2% 7-4 2.2% 0% False True 128,912
60 387-4 340-0 47-4 14.0% 6-7 2.0% 0% False True 98,565
80 401-4 340-0 61-4 18.1% 6-4 1.9% 0% False True 81,036
100 414-0 340-0 74-0 21.8% 6-3 1.9% 0% False True 70,459
120 443-0 340-0 103-0 30.3% 6-3 1.9% 0% False True 60,836
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
4.250 376-6
2.618 365-3
1.618 358-3
1.000 354-0
0.618 351-3
HIGH 347-0
0.618 344-3
0.500 343-4
0.382 342-5
LOW 340-0
0.618 335-5
1.000 333-0
1.618 328-5
2.618 321-5
4.250 310-2
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 343-4 348-6
PP 342-3 345-7
S1 341-1 342-7

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

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