CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 363-2 363-0 -0-2 -0.1% 375-2
High 363-2 376-4 13-2 3.6% 376-0
Low 351-6 360-2 8-4 2.4% 348-4
Close 362-6 373-2 10-4 2.9% 349-4
Range 11-4 16-2 4-6 41.3% 27-4
ATR 8-6 9-2 0-4 6.2% 0-0
Volume 121,244 164,649 43,405 35.8% 307,482
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 418-6 412-2 382-2
R3 402-4 396-0 377-6
R2 386-2 386-2 376-2
R1 379-6 379-6 374-6 383-0
PP 370-0 370-0 370-0 371-5
S1 363-4 363-4 371-6 366-6
S2 353-6 353-6 370-2
S3 337-4 347-2 368-6
S4 321-2 331-0 364-2
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
5 376-4 333-0 43-4 11.7% 9-0 2.4% 93% True False 103,988
10 376-4 333-0 43-4 11.7% 8-2 2.2% 93% True False 80,725
20 376-4 333-0 43-4 11.7% 6-3 1.7% 93% True False 72,836
40 391-0 333-0 58-0 15.5% 6-3 1.7% 69% False False 50,188
60 391-0 333-0 58-0 15.5% 6-2 1.7% 69% False False 42,673
80 395-4 333-0 62-4 16.7% 5-4 1.5% 64% False False 34,695
100 406-4 333-0 73-4 19.7% 5-0 1.3% 55% False False 29,102
120 444-6 333-0 111-6 29.9% 4-6 1.3% 36% False False 25,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 172 trading days
Fibonacci Retracements and Extensions
4.250 445-4
2.618 419-0
1.618 402-6
1.000 392-6
0.618 386-4
HIGH 376-4
0.618 370-2
0.500 368-3
0.382 366-4
LOW 360-2
0.618 350-2
1.000 344-0
1.618 334-0
2.618 317-6
4.250 291-2
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 371-5 367-1
PP 370-0 360-7
S1 368-3 354-6

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

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