CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 358-0 356-2 -1-6 -0.5% 367-4
High 361-0 356-6 -4-2 -1.2% 368-4
Low 355-0 349-4 -5-4 -1.5% 349-4
Close 359-4 349-2 -10-2 -2.9% 349-2
Range 6-0 7-2 1-2 20.8% 19-0
ATR 7-3 7-5 0-1 2.5% 0-0
Volume 38,141 48,606 10,465 27.4% 172,343
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 373-5 368-5 353-2
R3 366-3 361-3 351-2
R2 359-1 359-1 350-5
R1 354-1 354-1 349-7 353-0
PP 351-7 351-7 351-7 351-2
S1 346-7 346-7 348-5 345-6
S2 344-5 344-5 347-7
S3 337-3 339-5 347-2
S4 330-1 332-3 345-2
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 412-6 400-0 359-6
R3 393-6 381-0 354-4
R2 374-6 374-6 352-6
R1 362-0 362-0 351-0 358-7
PP 355-6 355-6 355-6 354-2
S1 343-0 343-0 347-4 339-7
S2 336-6 336-6 345-6
S3 317-6 324-0 344-0
S4 298-6 305-0 338-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380-4 349-4 31-0 8.9% 7-5 2.2% -1% False True 40,127
10 383-4 349-4 34-0 9.7% 6-1 1.8% -1% False True 32,480
20 391-0 349-4 41-4 11.9% 6-1 1.8% -1% False True 28,681
40 391-0 349-4 41-4 11.9% 6-2 1.8% -1% False True 28,049
60 395-4 349-4 46-0 13.2% 5-2 1.5% -1% False True 22,539
80 406-4 349-4 57-0 16.3% 4-5 1.3% 0% False True 18,672
100 418-0 349-4 68-4 19.6% 4-4 1.3% 0% False True 15,898
120 445-0 349-4 95-4 27.3% 4-3 1.3% 0% False True 13,622
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
4.250 387-4
2.618 375-6
1.618 368-4
1.000 364-0
0.618 361-2
HIGH 356-6
0.618 354-0
0.500 353-1
0.382 352-2
LOW 349-4
0.618 345-0
1.000 342-2
1.618 337-6
2.618 330-4
4.250 318-6
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 353-1 358-3
PP 351-7 355-3
S1 350-4 352-2

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

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