CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 374-6 379-4 4-6 1.3% 356-4
High 381-0 380-2 -0-6 -0.2% 371-0
Low 374-0 375-4 1-4 0.4% 354-4
Close 377-2 378-2 1-0 0.3% 371-0
Range 7-0 4-6 -2-2 -32.1% 16-4
ATR 6-5 6-4 -0-1 -2.1% 0-0
Volume 58,036 65,210 7,174 12.4% 330,936
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 392-2 390-0 380-7
R3 387-4 385-2 379-4
R2 382-6 382-6 379-1
R1 380-4 380-4 378-5 379-2
PP 378-0 378-0 378-0 377-3
S1 375-6 375-6 377-7 374-4
S2 373-2 373-2 377-3
S3 368-4 371-0 377-0
S4 363-6 366-2 375-5
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
5 381-0 366-0 15-0 4.0% 4-6 1.2% 82% False False 61,154
10 381-0 354-4 26-4 7.0% 4-6 1.2% 90% False False 61,026
20 393-0 354-4 38-4 10.2% 5-4 1.5% 62% False False 53,029
40 398-0 354-4 43-4 11.5% 6-1 1.6% 55% False False 52,547
60 398-0 354-4 43-4 11.5% 6-0 1.6% 55% False False 45,962
80 414-4 354-4 60-0 15.9% 5-5 1.5% 40% False False 40,675
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 400-4
2.618 392-5
1.618 387-7
1.000 385-0
0.618 383-1
HIGH 380-2
0.618 378-3
0.500 377-7
0.382 377-3
LOW 375-4
0.618 372-5
1.000 370-6
1.618 367-7
2.618 363-1
4.250 355-2
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 378-1 377-5
PP 378-0 377-0
S1 377-7 376-3

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

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