CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 345-0 347-4 2-4 0.7% 367-4
High 348-4 349-4 1-0 0.3% 368-4
Low 344-4 346-2 1-6 0.5% 349-4
Close 346-0 347-0 1-0 0.3% 349-2
Range 4-0 3-2 -0-6 -18.8% 19-0
ATR 7-1 6-7 -0-2 -3.6% 0-0
Volume 69,798 101,925 32,127 46.0% 172,343
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 357-3 355-3 348-6
R3 354-1 352-1 347-7
R2 350-7 350-7 347-5
R1 348-7 348-7 347-2 348-2
PP 347-5 347-5 347-5 347-2
S1 345-5 345-5 346-6 345-0
S2 344-3 344-3 346-3
S3 341-1 342-3 346-1
S4 337-7 339-1 345-2
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
5 361-0 344-4 16-4 4.8% 4-5 1.3% 15% False False 60,908
10 383-4 344-4 39-0 11.2% 5-1 1.5% 6% False False 46,963
20 391-0 344-4 46-4 13.4% 5-6 1.7% 5% False False 34,764
40 391-0 344-4 46-4 13.4% 6-1 1.8% 5% False False 31,856
60 395-4 344-4 51-0 14.7% 5-2 1.5% 5% False False 25,633
80 406-4 344-4 62-0 17.9% 4-5 1.3% 4% False False 21,164
100 406-4 344-4 62-0 17.9% 4-3 1.3% 4% False False 17,889
120 445-0 344-4 100-4 29.0% 4-3 1.2% 2% False False 15,384
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 363-2
2.618 358-0
1.618 354-6
1.000 352-6
0.618 351-4
HIGH 349-4
0.618 348-2
0.500 347-7
0.382 347-4
LOW 346-2
0.618 344-2
1.000 343-0
1.618 341-0
2.618 337-6
4.250 332-4
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 347-7 347-0
PP 347-5 347-0
S1 347-2 347-0

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

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