CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 358-0 356-6 -1-2 -0.3% 361-0
High 359-2 356-6 -2-4 -0.7% 372-6
Low 354-6 351-0 -3-6 -1.1% 360-0
Close 355-4 353-6 -1-6 -0.5% 370-0
Range 4-4 5-6 1-2 27.8% 12-6
ATR 6-7 6-7 -0-1 -1.2% 0-0
Volume 48,210 57,545 9,335 19.4% 271,687
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 371-1 368-1 356-7
R3 365-3 362-3 355-3
R2 359-5 359-5 354-6
R1 356-5 356-5 354-2 355-2
PP 353-7 353-7 353-7 353-1
S1 350-7 350-7 353-2 349-4
S2 348-1 348-1 352-6
S3 342-3 345-1 352-1
S4 336-5 339-3 350-5
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 405-7 400-5 377-0
R3 393-1 387-7 373-4
R2 380-3 380-3 372-3
R1 375-1 375-1 371-1 377-6
PP 367-5 367-5 367-5 368-7
S1 362-3 362-3 368-7 365-0
S2 354-7 354-7 367-5
S3 342-1 349-5 366-4
S4 329-3 336-7 363-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376-0 351-0 25-0 7.1% 7-5 2.1% 11% False True 57,463
10 376-0 351-0 25-0 7.1% 6-0 1.7% 11% False True 58,627
20 383-4 344-4 39-0 11.0% 5-6 1.6% 24% False False 55,791
40 391-0 344-4 46-4 13.1% 6-1 1.7% 20% False False 40,859
60 391-0 344-4 46-4 13.1% 5-6 1.6% 20% False False 35,167
80 406-0 344-4 61-4 17.4% 5-1 1.5% 15% False False 28,919
100 406-4 344-4 62-0 17.5% 4-6 1.3% 15% False False 24,153
120 445-0 344-4 100-4 28.4% 4-4 1.3% 9% False False 20,852
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 0-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 381-2
2.618 371-6
1.618 366-0
1.000 362-4
0.618 360-2
HIGH 356-6
0.618 354-4
0.500 353-7
0.382 353-2
LOW 351-0
0.618 347-4
1.000 345-2
1.618 341-6
2.618 336-0
4.250 326-4
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 353-7 357-4
PP 353-7 356-2
S1 353-6 355-0

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

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