CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 363-0 367-6 4-6 1.3% 347-0
High 369-2 368-4 -0-6 -0.2% 359-0
Low 362-6 364-0 1-2 0.3% 344-4
Close 365-6 367-0 1-2 0.3% 359-0
Range 6-4 4-4 -2-0 -30.8% 14-4
ATR 6-4 6-3 -0-1 -2.2% 0-0
Volume 51,534 54,421 2,887 5.6% 383,994
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 380-0 378-0 369-4
R3 375-4 373-4 368-2
R2 371-0 371-0 367-7
R1 369-0 369-0 367-3 367-6
PP 366-4 366-4 366-4 365-7
S1 364-4 364-4 366-5 363-2
S2 362-0 362-0 366-1
S3 357-4 360-0 365-6
S4 353-0 355-4 364-4
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
5 369-2 354-4 14-6 4.0% 4-3 1.2% 85% False False 59,792
10 369-2 344-4 24-6 6.7% 4-4 1.2% 91% False False 64,946
20 383-4 344-4 39-0 10.6% 5-2 1.4% 58% False False 47,058
40 391-0 344-4 46-4 12.7% 5-7 1.6% 48% False False 37,695
60 391-0 344-4 46-4 12.7% 5-3 1.5% 48% False False 31,039
80 406-4 344-4 62-0 16.9% 4-6 1.3% 36% False False 25,627
100 406-4 344-4 62-0 16.9% 4-4 1.2% 36% False False 21,449
120 445-0 344-4 100-4 27.4% 4-3 1.2% 22% False False 18,507
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 387-5
2.618 380-2
1.618 375-6
1.000 373-0
0.618 371-2
HIGH 368-4
0.618 366-6
0.500 366-2
0.382 365-6
LOW 364-0
0.618 361-2
1.000 359-4
1.618 356-6
2.618 352-2
4.250 344-7
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 366-6 366-2
PP 366-4 365-5
S1 366-2 364-7

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

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