CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 346-4 338-4 -8-0 -2.3% 375-2
High 347-0 338-4 -8-4 -2.4% 376-0
Low 341-0 333-0 -8-0 -2.3% 348-4
Close 342-2 333-2 -9-0 -2.6% 349-4
Range 6-0 5-4 -0-4 -8.3% 27-4
ATR 6-7 7-0 0-1 2.5% 0-0
Volume 64,732 94,329 29,597 45.7% 307,482
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 351-3 347-7 336-2
R3 345-7 342-3 334-6
R2 340-3 340-3 334-2
R1 336-7 336-7 333-6 335-7
PP 334-7 334-7 334-7 334-4
S1 331-3 331-3 332-6 330-3
S2 329-3 329-3 332-2
S3 323-7 325-7 331-6
S4 318-3 320-3 330-2
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
5 359-2 333-0 26-2 7.9% 5-4 1.7% 1% False True 67,960
10 376-0 333-0 43-0 12.9% 6-5 2.0% 1% False True 62,731
20 376-0 333-0 43-0 12.9% 5-6 1.7% 1% False True 62,548
40 391-0 333-0 58-0 17.4% 6-0 1.8% 0% False True 43,903
60 391-0 333-0 58-0 17.4% 6-0 1.8% 0% False True 38,352
80 397-0 333-0 64-0 19.2% 5-2 1.6% 0% False True 31,470
100 406-4 333-0 73-4 22.1% 4-6 1.4% 0% False True 26,363
120 445-0 333-0 112-0 33.6% 4-5 1.4% 0% False True 22,713
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 361-7
2.618 352-7
1.618 347-3
1.000 344-0
0.618 341-7
HIGH 338-4
0.618 336-3
0.500 335-6
0.382 335-1
LOW 333-0
0.618 329-5
1.000 327-4
1.618 324-1
2.618 318-5
4.250 309-5
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 335-6 343-5
PP 334-7 340-1
S1 334-1 336-6

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

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