CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 354-6 361-0 6-2 1.8% 347-0
High 359-0 363-0 4-0 1.1% 359-0
Low 354-4 360-0 5-4 1.6% 344-4
Close 359-0 363-0 4-0 1.1% 359-0
Range 4-4 3-0 -1-4 -33.3% 14-4
ATR 7-0 6-6 -0-2 -3.1% 0-0
Volume 82,096 61,332 -20,764 -25.3% 383,994
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 371-0 370-0 364-5
R3 368-0 367-0 363-7
R2 365-0 365-0 363-4
R1 364-0 364-0 363-2 364-4
PP 362-0 362-0 362-0 362-2
S1 361-0 361-0 362-6 361-4
S2 359-0 359-0 362-4
S3 356-0 358-0 362-1
S4 353-0 355-0 361-3
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 397-5 392-7 367-0
R3 383-1 378-3 363-0
R2 368-5 368-5 361-5
R1 363-7 363-7 360-3 366-2
PP 354-1 354-1 354-1 355-3
S1 349-3 349-3 357-5 351-6
S2 339-5 339-5 356-3
S3 325-1 334-7 355-0
S4 310-5 320-3 351-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 363-0 344-4 18-4 5.1% 4-2 1.2% 100% True False 79,851
10 368-4 344-4 24-0 6.6% 5-0 1.4% 77% False False 61,766
20 383-4 344-4 39-0 10.7% 5-4 1.5% 47% False False 42,022
40 391-0 344-4 46-4 12.8% 6-0 1.7% 40% False False 35,323
60 394-0 344-4 49-4 13.6% 5-3 1.5% 37% False False 28,894
80 406-4 344-4 62-0 17.1% 4-6 1.3% 30% False False 23,890
100 406-4 344-4 62-0 17.1% 4-3 1.2% 30% False False 20,023
120 445-0 344-4 100-4 27.7% 4-2 1.2% 18% False False 17,249
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 1-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 375-6
2.618 370-7
1.618 367-7
1.000 366-0
0.618 364-7
HIGH 363-0
0.618 361-7
0.500 361-4
0.382 361-1
LOW 360-0
0.618 358-1
1.000 357-0
1.618 355-1
2.618 352-1
4.250 347-2
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 362-4 360-6
PP 362-0 358-4
S1 361-4 356-2

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

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