CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 367-4 365-4 -2-0 -0.5% 376-6
High 368-4 367-2 -1-2 -0.3% 383-4
Low 364-2 358-0 -6-2 -1.7% 369-0
Close 364-0 358-6 -5-2 -1.4% 369-0
Range 4-2 9-2 5-0 117.6% 14-4
ATR 7-3 7-4 0-1 1.8% 0-0
Volume 43,606 41,990 -1,616 -3.7% 128,049
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 389-1 383-1 363-7
R3 379-7 373-7 361-2
R2 370-5 370-5 360-4
R1 364-5 364-5 359-5 363-0
PP 361-3 361-3 361-3 360-4
S1 355-3 355-3 357-7 353-6
S2 352-1 352-1 357-0
S3 342-7 346-1 356-2
S4 333-5 336-7 353-5
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
5 383-4 358-0 25-4 7.1% 5-6 1.6% 3% False True 33,019
10 383-4 358-0 25-4 7.1% 6-2 1.7% 3% False True 27,227
20 391-0 358-0 33-0 9.2% 6-3 1.8% 2% False True 26,649
40 391-0 358-0 33-0 9.2% 6-2 1.8% 2% False True 26,896
60 395-4 358-0 37-4 10.5% 5-1 1.4% 2% False True 21,588
80 406-4 358-0 48-4 13.5% 4-5 1.3% 2% False True 17,737
100 445-0 358-0 87-0 24.3% 4-4 1.2% 1% False True 15,109
120 445-0 358-0 87-0 24.3% 4-3 1.2% 1% False True 12,972
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 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 406-4
2.618 391-4
1.618 382-2
1.000 376-4
0.618 373-0
HIGH 367-2
0.618 363-6
0.500 362-5
0.382 361-4
LOW 358-0
0.618 352-2
1.000 348-6
1.618 343-0
2.618 333-6
4.250 318-6
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 362-5 369-2
PP 361-3 365-6
S1 360-0 362-2

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

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