CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 402-4 392-4 -10-0 -2.5% 396-4
High 404-0 392-4 -11-4 -2.8% 406-0
Low 393-4 388-0 -5-4 -1.4% 393-4
Close 392-6 388-2 -4-4 -1.1% 392-6
Range 10-4 4-4 -6-0 -57.1% 12-4
ATR 6-3 6-2 -0-1 -1.8% 0-0
Volume 3,587 2,341 -1,246 -34.7% 14,679
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 403-1 400-1 390-6
R3 398-5 395-5 389-4
R2 394-1 394-1 389-1
R1 391-1 391-1 388-5 390-3
PP 389-5 389-5 389-5 389-2
S1 386-5 386-5 387-7 385-7
S2 385-1 385-1 387-3
S3 380-5 382-1 387-0
S4 376-1 377-5 385-6
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 434-7 426-3 399-5
R3 422-3 413-7 396-2
R2 409-7 409-7 395-0
R1 401-3 401-3 393-7 399-3
PP 397-3 397-3 397-3 396-4
S1 388-7 388-7 391-5 386-7
S2 384-7 384-7 390-4
S3 372-3 376-3 389-2
S4 359-7 363-7 385-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 406-0 388-0 18-0 4.6% 4-5 1.2% 1% False True 2,927
10 406-0 388-0 18-0 4.6% 3-6 1.0% 1% False True 3,119
Crabel Price Patterns
NR True
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 411-5
2.618 404-2
1.618 399-6
1.000 397-0
0.618 395-2
HIGH 392-4
0.618 390-6
0.500 390-2
0.382 389-6
LOW 388-0
0.618 385-2
1.000 383-4
1.618 380-6
2.618 376-2
4.250 368-7
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 390-2 397-0
PP 389-5 394-1
S1 388-7 391-1

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

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