CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 378-4 376-4 -2-0 -0.5% 385-0
High 380-2 378-4 -1-6 -0.5% 393-0
Low 375-0 369-0 -6-0 -1.6% 379-6
Close 375-2 369-6 -5-4 -1.5% 380-0
Range 5-2 9-4 4-2 81.0% 13-2
ATR 7-5 7-6 0-1 1.8% 0-0
Volume 44,124 50,757 6,633 15.0% 222,430
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 400-7 394-7 375-0
R3 391-3 385-3 372-3
R2 381-7 381-7 371-4
R1 375-7 375-7 370-5 374-1
PP 372-3 372-3 372-3 371-4
S1 366-3 366-3 368-7 364-5
S2 362-7 362-7 368-0
S3 353-3 356-7 367-1
S4 343-7 347-3 364-4
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
5 393-0 369-0 24-0 6.5% 6-1 1.6% 3% False True 44,220
10 393-0 369-0 24-0 6.5% 6-5 1.8% 3% False True 44,141
20 398-0 369-0 29-0 7.8% 6-5 1.8% 3% False True 48,419
40 398-0 367-4 30-4 8.2% 6-6 1.8% 7% False False 46,641
60 405-2 367-4 37-6 10.2% 6-0 1.6% 6% False False 39,801
80 414-4 367-4 47-0 12.7% 5-6 1.6% 5% False False 35,744
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 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 418-7
2.618 403-3
1.618 393-7
1.000 388-0
0.618 384-3
HIGH 378-4
0.618 374-7
0.500 373-6
0.382 372-5
LOW 369-0
0.618 363-1
1.000 359-4
1.618 353-5
2.618 344-1
4.250 328-5
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 373-6 380-1
PP 372-3 376-5
S1 371-1 373-2

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

View Archives - Comment on this page... - Back to Index of Symbols