CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 366-0 354-0 -12-0 -3.3% 352-0
High 367-0 354-6 -12-2 -3.3% 364-0
Low 351-4 348-4 -3-0 -0.9% 350-4
Close 355-0 351-4 -3-4 -1.0% 360-6
Range 15-4 6-2 -9-2 -59.7% 13-4
ATR 7-4 7-4 -0-1 -1.0% 0-0
Volume 116,128 149,983 33,855 29.2% 537,970
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 370-3 367-1 355-0
R3 364-1 360-7 353-2
R2 357-7 357-7 352-5
R1 354-5 354-5 352-1 353-1
PP 351-5 351-5 351-5 350-6
S1 348-3 348-3 350-7 346-7
S2 345-3 345-3 350-3
S3 339-1 342-1 349-6
S4 332-7 335-7 348-0
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 398-7 393-3 368-1
R3 385-3 379-7 364-4
R2 371-7 371-7 363-2
R1 366-3 366-3 362-0 369-1
PP 358-3 358-3 358-3 359-6
S1 352-7 352-7 359-4 355-5
S2 344-7 344-7 358-2
S3 331-3 339-3 357-0
S4 317-7 325-7 353-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 367-0 348-4 18-4 5.3% 8-2 2.4% 16% False True 117,008
10 367-0 337-4 29-4 8.4% 6-4 1.8% 47% False False 128,124
20 373-6 335-4 38-2 10.9% 6-2 1.8% 42% False False 126,583
40 385-0 335-4 49-4 14.1% 7-0 2.0% 32% False False 133,139
60 385-0 335-4 49-4 14.1% 6-7 2.0% 32% False False 118,934
80 401-4 335-4 66-0 18.8% 6-5 1.9% 24% False False 96,095
100 401-4 335-4 66-0 18.8% 6-3 1.8% 24% False False 82,958
120 443-0 335-4 107-4 30.6% 6-3 1.8% 15% False False 72,852
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 1-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 381-2
2.618 371-1
1.618 364-7
1.000 361-0
0.618 358-5
HIGH 354-6
0.618 352-3
0.500 351-5
0.382 350-7
LOW 348-4
0.618 344-5
1.000 342-2
1.618 338-3
2.618 332-1
4.250 322-0
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 351-5 357-6
PP 351-5 355-5
S1 351-4 353-5

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

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