CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 377-4 385-2 7-6 2.1% 372-4
High 384-2 386-4 2-2 0.6% 384-2
Low 377-4 371-4 -6-0 -1.6% 371-6
Close 380-4 374-6 -5-6 -1.5% 380-4
Range 6-6 15-0 8-2 122.2% 12-4
ATR 6-4 7-1 0-5 9.2% 0-0
Volume 62,735 73,757 11,022 17.6% 292,137
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 422-5 413-5 383-0
R3 407-5 398-5 378-7
R2 392-5 392-5 377-4
R1 383-5 383-5 376-1 380-5
PP 377-5 377-5 377-5 376-0
S1 368-5 368-5 373-3 365-5
S2 362-5 362-5 372-0
S3 347-5 353-5 370-5
S4 332-5 338-5 366-4
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 416-3 410-7 387-3
R3 403-7 398-3 384-0
R2 391-3 391-3 382-6
R1 385-7 385-7 381-5 388-5
PP 378-7 378-7 378-7 380-2
S1 373-3 373-3 379-3 376-1
S2 366-3 366-3 378-2
S3 353-7 360-7 377-0
S4 341-3 348-3 373-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386-4 371-4 15-0 4.0% 7-4 2.0% 22% True True 63,971
10 386-4 354-4 32-0 8.5% 5-7 1.6% 63% True False 64,257
20 393-0 354-4 38-4 10.3% 5-6 1.5% 53% False False 55,384
40 398-0 354-4 43-4 11.6% 6-3 1.7% 47% False False 53,567
60 398-0 354-4 43-4 11.6% 6-1 1.6% 47% False False 47,493
80 414-4 354-4 60-0 16.0% 5-7 1.6% 34% False False 41,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 450-2
2.618 425-6
1.618 410-6
1.000 401-4
0.618 395-6
HIGH 386-4
0.618 380-6
0.500 379-0
0.382 377-2
LOW 371-4
0.618 362-2
1.000 356-4
1.618 347-2
2.618 332-2
4.250 307-6
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 379-0 379-0
PP 377-5 377-5
S1 376-1 376-1

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

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