CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 373-0 373-2 0-2 0.1% 385-2
High 374-0 386-4 12-4 3.3% 386-4
Low 367-2 371-0 3-6 1.0% 359-6
Close 373-4 384-4 11-0 2.9% 360-4
Range 6-6 15-4 8-6 129.6% 26-6
ATR 8-7 9-3 0-4 5.3% 0-0
Volume 116,167 217,089 100,922 86.9% 386,964
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 427-1 421-3 393-0
R3 411-5 405-7 388-6
R2 396-1 396-1 387-3
R1 390-3 390-3 385-7 393-2
PP 380-5 380-5 380-5 382-1
S1 374-7 374-7 383-1 377-6
S2 365-1 365-1 381-5
S3 349-5 359-3 380-2
S4 334-1 343-7 376-0
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
5 386-4 343-2 43-2 11.2% 8-0 2.1% 95% True False 114,104
10 386-4 343-2 43-2 11.2% 8-0 2.1% 95% True False 92,976
20 386-4 343-2 43-2 11.2% 6-3 1.6% 95% True False 77,001
40 398-0 343-2 54-6 14.2% 6-3 1.7% 75% False False 62,801
60 398-0 343-2 54-6 14.2% 6-4 1.7% 75% False False 57,153
80 405-2 343-2 62-0 16.1% 6-1 1.6% 67% False False 49,370
100 414-4 343-2 71-2 18.5% 5-7 1.5% 58% False False 44,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 452-3
2.618 427-1
1.618 411-5
1.000 402-0
0.618 396-1
HIGH 386-4
0.618 380-5
0.500 378-6
0.382 376-7
LOW 371-0
0.618 361-3
1.000 355-4
1.618 345-7
2.618 330-3
4.250 305-1
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 382-5 378-0
PP 380-5 371-3
S1 378-6 364-7

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

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