CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 373-0 369-4 -3-4 -0.9% 392-4
High 373-4 370-0 -3-4 -0.9% 392-4
Low 373-0 368-0 -5-0 -1.3% 373-0
Close 372-4 368-6 -3-6 -1.0% 372-4
Range 0-4 2-0 1-4 300.0% 19-4
ATR 6-4 6-3 -0-1 -2.2% 0-0
Volume 2,802 3,498 696 24.8% 11,878
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 374-7 373-7 369-7
R3 372-7 371-7 369-2
R2 370-7 370-7 369-1
R1 369-7 369-7 368-7 369-3
PP 368-7 368-7 368-7 368-6
S1 367-7 367-7 368-5 367-3
S2 366-7 366-7 368-3
S3 364-7 365-7 368-2
S4 362-7 363-7 367-5
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 437-7 424-5 383-2
R3 418-3 405-1 377-7
R2 398-7 398-7 376-1
R1 385-5 385-5 374-2 382-4
PP 379-3 379-3 379-3 377-6
S1 366-1 366-1 370-6 363-0
S2 359-7 359-7 368-7
S3 340-3 346-5 367-1
S4 320-7 327-1 361-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 392-4 368-0 24-4 6.6% 3-4 1.0% 3% False True 3,075
10 406-0 368-0 38-0 10.3% 4-1 1.1% 2% False True 3,005
20 410-0 368-0 42-0 11.4% 4-0 1.1% 2% False True 3,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 378-4
2.618 375-2
1.618 373-2
1.000 372-0
0.618 371-2
HIGH 370-0
0.618 369-2
0.500 369-0
0.382 368-6
LOW 368-0
0.618 366-6
1.000 366-0
1.618 364-6
2.618 362-6
4.250 359-4
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 369-0 376-3
PP 368-7 373-7
S1 368-7 371-2

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

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