CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 373-0 374-6 1-6 0.5% 356-4
High 375-6 381-0 5-2 1.4% 371-0
Low 371-6 374-0 2-2 0.6% 354-4
Close 375-0 377-2 2-2 0.6% 371-0
Range 4-0 7-0 3-0 75.0% 16-4
ATR 6-5 6-5 0-0 0.4% 0-0
Volume 60,118 58,036 -2,082 -3.5% 330,936
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 398-3 394-7 381-1
R3 391-3 387-7 379-1
R2 384-3 384-3 378-4
R1 380-7 380-7 377-7 382-5
PP 377-3 377-3 377-3 378-2
S1 373-7 373-7 376-5 375-5
S2 370-3 370-3 376-0
S3 363-3 366-7 375-3
S4 356-3 359-7 373-3
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
5 381-0 360-0 21-0 5.6% 5-1 1.4% 82% True False 61,585
10 381-0 354-4 26-4 7.0% 4-6 1.3% 86% True False 58,867
20 393-0 354-4 38-4 10.2% 5-6 1.5% 59% False False 51,504
40 398-0 354-4 43-4 11.5% 6-1 1.6% 52% False False 51,820
60 399-0 354-4 44-4 11.8% 6-0 1.6% 51% False False 45,165
80 414-4 354-4 60-0 15.9% 5-5 1.5% 38% False False 40,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 410-6
2.618 399-3
1.618 392-3
1.000 388-0
0.618 385-3
HIGH 381-0
0.618 378-3
0.500 377-4
0.382 376-5
LOW 374-0
0.618 369-5
1.000 367-0
1.618 362-5
2.618 355-5
4.250 344-2
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 377-4 377-0
PP 377-3 376-5
S1 377-3 376-3

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

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