CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 400-4 403-4 3-0 0.7% 390-2
High 403-0 406-0 3-0 0.7% 398-2
Low 400-4 403-4 3-0 0.7% 386-6
Close 403-2 406-2 3-0 0.7% 397-2
Range 2-4 2-4 0-0 0.0% 11-4
ATR 6-1 5-7 -0-2 -3.9% 0-0
Volume 4,581 2,342 -2,239 -48.9% 18,460
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 412-6 412-0 407-5
R3 410-2 409-4 407-0
R2 407-6 407-6 406-6
R1 407-0 407-0 406-4 407-3
PP 405-2 405-2 405-2 405-4
S1 404-4 404-4 406-0 404-7
S2 402-6 402-6 405-6
S3 400-2 402-0 405-4
S4 397-6 399-4 404-7
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 428-5 424-3 403-5
R3 417-1 412-7 400-3
R2 405-5 405-5 399-3
R1 401-3 401-3 398-2 403-4
PP 394-1 394-1 394-1 395-1
S1 389-7 389-7 396-2 392-0
S2 382-5 382-5 395-1
S3 371-1 378-3 394-1
S4 359-5 366-7 390-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 406-0 393-6 12-2 3.0% 3-2 0.8% 102% True False 3,349
10 406-0 386-6 19-2 4.7% 3-0 0.7% 101% True False 3,223
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 0-0
Fibonacci Retracements and Extensions
4.250 416-5
2.618 412-4
1.618 410-0
1.000 408-4
0.618 407-4
HIGH 406-0
0.618 405-0
0.500 404-6
0.382 404-4
LOW 403-4
0.618 402-0
1.000 401-0
1.618 399-4
2.618 397-0
4.250 392-7
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 405-6 404-1
PP 405-2 402-0
S1 404-6 399-7

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

View Archives - Comment on this page... - Back to Index of Symbols