CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 373-2 381-6 8-4 2.3% 357-2
High 386-4 386-6 0-2 0.1% 386-6
Low 371-0 381-6 10-6 2.9% 343-2
Close 384-4 384-4 0-0 0.0% 384-4
Range 15-4 5-0 -10-4 -67.7% 43-4
ATR 9-3 9-1 -0-3 -3.3% 0-0
Volume 217,089 150,780 -66,309 -30.5% 630,842
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 399-3 396-7 387-2
R3 394-3 391-7 385-7
R2 389-3 389-3 385-3
R1 386-7 386-7 385-0 388-1
PP 384-3 384-3 384-3 385-0
S1 381-7 381-7 384-0 383-1
S2 379-3 379-3 383-5
S3 374-3 376-7 383-1
S4 369-3 371-7 381-6
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 502-0 486-6 408-3
R3 458-4 443-2 396-4
R2 415-0 415-0 392-4
R1 399-6 399-6 388-4 407-3
PP 371-4 371-4 371-4 375-2
S1 356-2 356-2 380-4 363-7
S2 328-0 328-0 376-4
S3 284-4 312-6 372-4
S4 241-0 269-2 360-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386-6 343-2 43-4 11.3% 7-6 2.0% 95% True False 126,168
10 386-6 343-2 43-4 11.3% 7-6 2.0% 95% True False 101,780
20 386-6 343-2 43-4 11.3% 6-2 1.6% 95% True False 82,043
40 398-0 343-2 54-6 14.2% 6-2 1.6% 75% False False 65,444
60 398-0 343-2 54-6 14.2% 6-4 1.7% 75% False False 58,739
80 405-2 343-2 62-0 16.1% 6-1 1.6% 67% False False 50,841
100 414-4 343-2 71-2 18.5% 5-7 1.5% 58% False False 45,413
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 408-0
2.618 399-7
1.618 394-7
1.000 391-6
0.618 389-7
HIGH 386-6
0.618 384-7
0.500 384-2
0.382 383-5
LOW 381-6
0.618 378-5
1.000 376-6
1.618 373-5
2.618 368-5
4.250 360-4
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 384-3 382-0
PP 384-3 379-4
S1 384-2 377-0

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

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