CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 356-2 347-0 -9-2 -2.6% 367-4
High 356-6 347-0 -9-6 -2.7% 368-4
Low 349-4 344-4 -5-0 -1.4% 349-4
Close 349-2 345-0 -4-2 -1.2% 349-2
Range 7-2 2-4 -4-6 -65.5% 19-0
ATR 7-5 7-3 -0-2 -2.7% 0-0
Volume 48,606 46,070 -2,536 -5.2% 172,343
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 353-0 351-4 346-3
R3 350-4 349-0 345-6
R2 348-0 348-0 345-4
R1 346-4 346-4 345-2 346-0
PP 345-4 345-4 345-4 345-2
S1 344-0 344-0 344-6 343-4
S2 343-0 343-0 344-4
S3 340-4 341-4 344-2
S4 338-0 339-0 343-5
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
5 368-4 344-4 24-0 7.0% 5-7 1.7% 2% False True 43,682
10 383-4 344-4 39-0 11.3% 5-2 1.5% 1% False True 34,646
20 391-0 344-4 46-4 13.5% 6-0 1.7% 1% False True 28,554
40 391-0 344-4 46-4 13.5% 6-1 1.8% 1% False True 28,696
60 395-4 344-4 51-0 14.8% 5-2 1.5% 1% False True 23,055
80 406-4 344-4 62-0 18.0% 4-4 1.3% 1% False True 19,140
100 412-2 344-4 67-6 19.6% 4-4 1.3% 1% False True 16,319
120 445-0 344-4 100-4 29.1% 4-3 1.3% 0% False True 13,981
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 357-5
2.618 353-4
1.618 351-0
1.000 349-4
0.618 348-4
HIGH 347-0
0.618 346-0
0.500 345-6
0.382 345-4
LOW 344-4
0.618 343-0
1.000 342-0
1.618 340-4
2.618 338-0
4.250 333-7
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 345-6 352-6
PP 345-4 350-1
S1 345-2 347-5

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

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