CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 389-6 378-4 -11-2 -2.9% 385-0
High 391-2 380-2 -11-0 -2.8% 393-0
Low 379-6 375-0 -4-6 -1.3% 379-6
Close 380-0 375-2 -4-6 -1.3% 380-0
Range 11-4 5-2 -6-2 -54.3% 13-2
ATR 7-6 7-5 -0-1 -2.3% 0-0
Volume 44,363 44,124 -239 -0.5% 222,430
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 392-5 389-1 378-1
R3 387-3 383-7 376-6
R2 382-1 382-1 376-2
R1 378-5 378-5 375-6 377-6
PP 376-7 376-7 376-7 376-3
S1 373-3 373-3 374-6 372-4
S2 371-5 371-5 374-2
S3 366-3 368-1 373-6
S4 361-1 362-7 372-3
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 424-0 415-2 387-2
R3 410-6 402-0 383-5
R2 397-4 397-4 382-3
R1 388-6 388-6 381-2 386-4
PP 384-2 384-2 384-2 383-1
S1 375-4 375-4 378-6 373-2
S2 371-0 371-0 377-5
S3 357-6 362-2 376-3
S4 344-4 349-0 372-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 393-0 375-0 18-0 4.8% 5-2 1.4% 1% False True 43,227
10 393-0 372-4 20-4 5.5% 6-0 1.6% 13% False False 42,442
20 398-0 372-4 25-4 6.8% 6-3 1.7% 11% False False 47,674
40 398-0 367-4 30-4 8.1% 6-4 1.7% 25% False False 46,013
60 405-2 367-4 37-6 10.1% 5-7 1.6% 21% False False 39,433
80 414-4 367-4 47-0 12.5% 5-6 1.5% 16% False False 35,542
Crabel Price Patterns
NR True
NR4 False
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 402-4
2.618 394-0
1.618 388-6
1.000 385-4
0.618 383-4
HIGH 380-2
0.618 378-2
0.500 377-5
0.382 377-0
LOW 375-0
0.618 371-6
1.000 369-6
1.618 366-4
2.618 361-2
4.250 352-6
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 377-5 384-0
PP 376-7 381-1
S1 376-0 378-1

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

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