CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 380-0 367-4 -12-4 -3.3% 376-6
High 380-4 368-4 -12-0 -3.2% 383-4
Low 369-0 364-2 -4-6 -1.3% 369-0
Close 369-0 364-0 -5-0 -1.4% 369-0
Range 11-4 4-2 -7-2 -63.0% 14-4
ATR 7-5 7-3 -0-2 -2.7% 0-0
Volume 28,295 43,606 15,311 54.1% 128,049
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 378-3 375-3 366-3
R3 374-1 371-1 365-1
R2 369-7 369-7 364-6
R1 366-7 366-7 364-3 366-2
PP 365-5 365-5 365-5 365-2
S1 362-5 362-5 363-5 362-0
S2 361-3 361-3 363-2
S3 357-1 358-3 362-7
S4 352-7 354-1 361-5
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
5 383-4 364-2 19-2 5.3% 4-6 1.3% -1% False True 28,742
10 383-4 362-4 21-0 5.8% 5-6 1.6% 7% False False 24,761
20 391-0 362-4 28-4 7.8% 6-2 1.7% 5% False False 25,259
40 391-0 359-6 31-2 8.6% 6-1 1.7% 14% False False 26,255
60 397-0 359-6 37-2 10.2% 5-0 1.4% 11% False False 21,111
80 406-4 359-6 46-6 12.8% 4-4 1.2% 9% False False 17,317
100 445-0 359-6 85-2 23.4% 4-3 1.2% 5% False False 14,746
120 445-0 359-6 85-2 23.4% 4-3 1.2% 5% False False 12,641
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 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 386-4
2.618 379-5
1.618 375-3
1.000 372-6
0.618 371-1
HIGH 368-4
0.618 366-7
0.500 366-3
0.382 365-7
LOW 364-2
0.618 361-5
1.000 360-0
1.618 357-3
2.618 353-1
4.250 346-2
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 366-3 373-7
PP 365-5 370-5
S1 364-6 367-2

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

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