CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 353-4 358-4 5-0 1.4% 338-0
High 360-2 359-2 -1-0 -0.3% 349-6
Low 353-2 354-0 0-6 0.2% 335-4
Close 356-2 357-4 1-2 0.4% 349-4
Range 7-0 5-2 -1-6 -25.0% 14-2
ATR 7-0 6-7 -0-1 -1.8% 0-0
Volume 99,101 117,993 18,892 19.1% 757,348
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 372-5 370-3 360-3
R3 367-3 365-1 359-0
R2 362-1 362-1 358-4
R1 359-7 359-7 358-0 358-3
PP 356-7 356-7 356-7 356-2
S1 354-5 354-5 357-0 353-1
S2 351-5 351-5 356-4
S3 346-3 349-3 356-0
S4 341-1 344-1 354-5
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 387-5 382-7 357-3
R3 373-3 368-5 353-3
R2 359-1 359-1 352-1
R1 354-3 354-3 350-6 356-6
PP 344-7 344-7 344-7 346-1
S1 340-1 340-1 348-2 342-4
S2 330-5 330-5 346-7
S3 316-3 325-7 345-5
S4 302-1 311-5 341-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 360-2 345-2 15-0 4.2% 4-7 1.4% 82% False False 119,581
10 360-2 335-4 24-6 6.9% 5-0 1.4% 89% False False 133,467
20 373-6 335-4 38-2 10.7% 6-0 1.7% 58% False False 126,933
40 385-0 335-4 49-4 13.8% 6-7 1.9% 44% False False 134,370
60 385-0 335-4 49-4 13.8% 6-6 1.9% 44% False False 114,087
80 401-4 335-4 66-0 18.5% 6-3 1.8% 33% False False 92,329
100 401-4 335-4 66-0 18.5% 6-2 1.7% 33% False False 79,834
120 443-0 335-4 107-4 30.1% 6-1 1.7% 20% False False 69,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 381-4
2.618 373-0
1.618 367-6
1.000 364-4
0.618 362-4
HIGH 359-2
0.618 357-2
0.500 356-5
0.382 356-0
LOW 354-0
0.618 350-6
1.000 348-6
1.618 345-4
2.618 340-2
4.250 331-6
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 357-2 356-7
PP 356-7 356-2
S1 356-5 355-5

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

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