CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 382-0 380-0 -2-0 -0.5% 376-6
High 383-4 380-4 -3-0 -0.8% 383-4
Low 381-6 369-0 -12-6 -3.3% 369-0
Close 383-2 369-0 -14-2 -3.7% 369-0
Range 1-6 11-4 9-6 557.1% 14-4
ATR 7-1 7-5 0-4 7.2% 0-0
Volume 27,022 28,295 1,273 4.7% 128,049
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 407-3 399-5 375-3
R3 395-7 388-1 372-1
R2 384-3 384-3 371-1
R1 376-5 376-5 370-0 374-6
PP 372-7 372-7 372-7 371-7
S1 365-1 365-1 368-0 363-2
S2 361-3 361-3 366-7
S3 349-7 353-5 365-7
S4 338-3 342-1 362-5
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 417-3 407-5 377-0
R3 402-7 393-1 373-0
R2 388-3 388-3 371-5
R1 378-5 378-5 370-3 376-2
PP 373-7 373-7 373-7 372-5
S1 364-1 364-1 367-5 361-6
S2 359-3 359-3 366-3
S3 344-7 349-5 365-0
S4 330-3 335-1 361-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 383-4 369-0 14-4 3.9% 4-6 1.3% 0% False True 25,609
10 383-4 362-4 21-0 5.7% 5-7 1.6% 31% False False 22,277
20 391-0 362-4 28-4 7.7% 6-2 1.7% 23% False False 24,189
40 391-0 359-6 31-2 8.5% 6-0 1.6% 30% False False 25,385
60 405-0 359-6 45-2 12.3% 5-1 1.4% 20% False False 20,567
80 406-4 359-6 46-6 12.7% 4-4 1.2% 20% False False 16,831
100 445-0 359-6 85-2 23.1% 4-3 1.2% 11% False False 14,328
120 445-0 359-6 85-2 23.1% 4-3 1.2% 11% False False 12,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 429-3
2.618 410-5
1.618 399-1
1.000 392-0
0.618 387-5
HIGH 380-4
0.618 376-1
0.500 374-6
0.382 373-3
LOW 369-0
0.618 361-7
1.000 357-4
1.618 350-3
2.618 338-7
4.250 320-1
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 374-6 376-2
PP 372-7 373-7
S1 370-7 371-3

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

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