CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 364-4 357-2 -7-2 -2.0% 385-2
High 365-6 357-4 -8-2 -2.3% 386-4
Low 359-6 351-4 -8-2 -2.3% 359-6
Close 360-4 352-6 -7-6 -2.1% 360-4
Range 6-0 6-0 0-0 0.0% 26-6
ATR 7-0 7-1 0-1 2.0% 0-0
Volume 90,462 51,543 -38,919 -43.0% 386,964
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 371-7 368-3 356-0
R3 365-7 362-3 354-3
R2 359-7 359-7 353-7
R1 356-3 356-3 353-2 355-1
PP 353-7 353-7 353-7 353-2
S1 350-3 350-3 352-2 349-1
S2 347-7 347-7 351-5
S3 341-7 344-3 351-1
S4 335-7 338-3 349-4
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 449-1 431-5 375-2
R3 422-3 404-7 367-7
R2 395-5 395-5 365-3
R1 378-1 378-1 363-0 373-4
PP 368-7 368-7 368-7 366-5
S1 351-3 351-3 358-0 346-6
S2 342-1 342-1 355-5
S3 315-3 324-5 353-1
S4 288-5 297-7 345-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 374-2 351-4 22-6 6.4% 6-0 1.7% 5% False True 72,950
10 386-4 351-4 35-0 9.9% 6-6 1.9% 4% False True 68,460
20 386-4 351-4 35-0 9.9% 6-0 1.7% 4% False True 62,500
40 398-0 351-4 46-4 13.2% 6-2 1.8% 3% False True 55,226
60 398-0 351-4 46-4 13.2% 6-2 1.8% 3% False True 51,204
80 412-4 351-4 61-0 17.3% 6-0 1.7% 2% False True 44,923
100 414-4 351-4 63-0 17.9% 5-6 1.6% 2% False True 40,739
Crabel Price Patterns
NR False
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 1-1
Fibonacci Retracements and Extensions
4.250 383-0
2.618 373-2
1.618 367-2
1.000 363-4
0.618 361-2
HIGH 357-4
0.618 355-2
0.500 354-4
0.382 353-6
LOW 351-4
0.618 347-6
1.000 345-4
1.618 341-6
2.618 335-6
4.250 326-0
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 354-4 359-7
PP 353-7 357-4
S1 353-3 355-1

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

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