CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 369-6 366-6 -3-0 -0.8% 378-4
High 371-4 367-0 -4-4 -1.2% 380-2
Low 365-6 359-6 -6-0 -1.6% 359-6
Close 370-2 359-4 -10-6 -2.9% 359-4
Range 5-6 7-2 1-4 26.1% 20-4
ATR 7-4 7-6 0-2 2.8% 0-0
Volume 43,622 49,922 6,300 14.4% 188,425
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 383-7 378-7 363-4
R3 376-5 371-5 361-4
R2 369-3 369-3 360-7
R1 364-3 364-3 360-1 363-2
PP 362-1 362-1 362-1 361-4
S1 357-1 357-1 358-7 356-0
S2 354-7 354-7 358-1
S3 347-5 349-7 357-4
S4 340-3 342-5 355-4
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 428-0 414-2 370-6
R3 407-4 393-6 365-1
R2 387-0 387-0 363-2
R1 373-2 373-2 361-3 369-7
PP 366-4 366-4 366-4 364-6
S1 352-6 352-6 357-5 349-3
S2 346-0 346-0 355-6
S3 325-4 332-2 353-7
S4 305-0 311-6 348-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391-2 359-6 31-4 8.8% 7-7 2.2% -1% False True 46,557
10 393-0 359-6 33-2 9.2% 6-3 1.8% -1% False True 45,430
20 398-0 359-6 38-2 10.6% 6-2 1.7% -1% False True 48,845
40 398-0 359-6 38-2 10.6% 6-5 1.8% -1% False True 47,087
60 405-2 359-6 45-4 12.7% 6-0 1.7% -1% False True 40,440
80 414-4 359-6 54-6 15.2% 5-6 1.6% 0% False True 36,256
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 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 397-6
2.618 386-0
1.618 378-6
1.000 374-2
0.618 371-4
HIGH 367-0
0.618 364-2
0.500 363-3
0.382 362-4
LOW 359-6
0.618 355-2
1.000 352-4
1.618 348-0
2.618 340-6
4.250 329-0
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 363-3 369-1
PP 362-1 365-7
S1 360-6 362-6

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

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