CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 366-0 372-4 6-4 1.8% 356-4
High 371-0 374-4 3-4 0.9% 371-0
Low 366-0 371-6 5-6 1.6% 354-4
Close 371-0 375-0 4-0 1.1% 371-0
Range 5-0 2-6 -2-2 -45.0% 16-4
ATR 7-1 6-7 -0-2 -3.6% 0-0
Volume 76,370 46,038 -30,332 -39.7% 330,936
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 382-0 381-2 376-4
R3 379-2 378-4 375-6
R2 376-4 376-4 375-4
R1 375-6 375-6 375-2 376-1
PP 373-6 373-6 373-6 374-0
S1 373-0 373-0 374-6 373-3
S2 371-0 371-0 374-4
S3 368-2 370-2 374-2
S4 365-4 367-4 373-4
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 415-0 409-4 380-1
R3 398-4 393-0 375-4
R2 382-0 382-0 374-0
R1 376-4 376-4 372-4 379-2
PP 365-4 365-4 365-4 366-7
S1 360-0 360-0 369-4 362-6
S2 349-0 349-0 368-0
S3 332-4 343-4 366-4
S4 316-0 327-0 361-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 374-4 354-4 20-0 5.3% 4-2 1.1% 103% True False 64,544
10 380-2 354-4 25-6 6.9% 5-1 1.4% 80% False False 56,539
20 393-0 354-4 38-4 10.3% 5-4 1.5% 53% False False 49,596
40 398-0 354-4 43-4 11.6% 6-2 1.7% 47% False False 50,719
60 404-4 354-4 50-0 13.3% 6-0 1.6% 41% False False 44,206
80 414-4 354-4 60-0 16.0% 5-6 1.5% 34% False False 39,351
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 3 trading days
Fibonacci Retracements and Extensions
4.250 386-2
2.618 381-6
1.618 379-0
1.000 377-2
0.618 376-2
HIGH 374-4
0.618 373-4
0.500 373-1
0.382 372-6
LOW 371-6
0.618 370-0
1.000 369-0
1.618 367-2
2.618 364-4
4.250 360-0
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 374-3 372-3
PP 373-6 369-7
S1 373-1 367-2

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

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