CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 354-0 346-4 -7-4 -2.1% 375-2
High 354-2 347-0 -7-2 -2.0% 376-0
Low 348-4 341-0 -7-4 -2.2% 348-4
Close 349-4 342-2 -7-2 -2.1% 349-4
Range 5-6 6-0 0-2 4.3% 27-4
ATR 6-6 6-7 0-1 1.8% 0-0
Volume 74,987 64,732 -10,255 -13.7% 307,482
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 361-3 357-7 345-4
R3 355-3 351-7 343-7
R2 349-3 349-3 343-3
R1 345-7 345-7 342-6 344-5
PP 343-3 343-3 343-3 342-6
S1 339-7 339-7 341-6 338-5
S2 337-3 337-3 341-1
S3 331-3 333-7 340-5
S4 325-3 327-7 339-0
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 440-4 422-4 364-5
R3 413-0 395-0 357-0
R2 385-4 385-4 354-4
R1 367-4 367-4 352-0 362-6
PP 358-0 358-0 358-0 355-5
S1 340-0 340-0 347-0 335-2
S2 330-4 330-4 344-4
S3 303-0 312-4 342-0
S4 275-4 285-0 334-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364-0 341-0 23-0 6.7% 5-5 1.7% 5% False True 62,207
10 376-0 341-0 35-0 10.2% 6-3 1.9% 4% False True 58,256
20 376-0 341-0 35-0 10.2% 5-6 1.7% 4% False True 60,011
40 391-0 341-0 50-0 14.6% 6-0 1.7% 3% False True 42,100
60 391-0 341-0 50-0 14.6% 6-0 1.7% 3% False True 36,927
80 405-0 341-0 64-0 18.7% 5-2 1.5% 2% False True 30,428
100 406-4 341-0 65-4 19.1% 4-6 1.4% 2% False True 25,467
120 445-0 341-0 104-0 30.4% 4-5 1.3% 1% False True 21,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 372-4
2.618 362-6
1.618 356-6
1.000 353-0
0.618 350-6
HIGH 347-0
0.618 344-6
0.500 344-0
0.382 343-2
LOW 341-0
0.618 337-2
1.000 335-0
1.618 331-2
2.618 325-2
4.250 315-4
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 344-0 348-7
PP 343-3 346-5
S1 342-7 344-4

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

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