CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 376-4 369-6 -6-6 -1.8% 385-0
High 378-4 371-4 -7-0 -1.8% 393-0
Low 369-0 365-6 -3-2 -0.9% 379-6
Close 369-6 370-2 0-4 0.1% 380-0
Range 9-4 5-6 -3-6 -39.5% 13-2
ATR 7-6 7-4 -0-1 -1.8% 0-0
Volume 50,757 43,622 -7,135 -14.1% 222,430
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 386-3 384-1 373-3
R3 380-5 378-3 371-7
R2 374-7 374-7 371-2
R1 372-5 372-5 370-6 373-6
PP 369-1 369-1 369-1 369-6
S1 366-7 366-7 369-6 368-0
S2 363-3 363-3 369-2
S3 357-5 361-1 368-5
S4 351-7 355-3 367-1
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
5 393-0 365-6 27-2 7.4% 6-6 1.8% 17% False True 43,458
10 393-0 365-6 27-2 7.4% 6-3 1.7% 17% False True 45,033
20 398-0 365-6 32-2 8.7% 6-3 1.7% 14% False True 48,601
40 398-0 365-6 32-2 8.7% 6-4 1.8% 14% False True 47,229
60 405-2 365-6 39-4 10.7% 6-0 1.6% 11% False True 40,159
80 414-4 365-6 48-6 13.2% 5-6 1.6% 9% False True 35,985
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 396-0
2.618 386-4
1.618 380-6
1.000 377-2
0.618 375-0
HIGH 371-4
0.618 369-2
0.500 368-5
0.382 368-0
LOW 365-6
0.618 362-2
1.000 360-0
1.618 356-4
2.618 350-6
4.250 341-2
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 369-6 373-0
PP 369-1 372-1
S1 368-5 371-1

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

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