CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 369-4 367-6 -1-6 -0.5% 392-4
High 370-0 372-0 2-0 0.5% 392-4
Low 368-0 367-6 -0-2 -0.1% 373-0
Close 368-6 369-6 1-0 0.3% 372-4
Range 2-0 4-2 2-2 112.5% 19-4
ATR 6-3 6-2 -0-1 -2.4% 0-0
Volume 3,498 5,024 1,526 43.6% 11,878
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 382-5 380-3 372-1
R3 378-3 376-1 370-7
R2 374-1 374-1 370-4
R1 371-7 371-7 370-1 373-0
PP 369-7 369-7 369-7 370-3
S1 367-5 367-5 369-3 368-6
S2 365-5 365-5 369-0
S3 361-3 363-3 368-5
S4 357-1 359-1 367-3
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
5 387-4 367-6 19-6 5.3% 3-4 0.9% 10% False True 3,611
10 406-0 367-6 38-2 10.3% 4-1 1.1% 5% False True 3,269
20 410-0 367-6 42-2 11.4% 4-0 1.1% 5% False True 3,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 390-0
2.618 383-1
1.618 378-7
1.000 376-2
0.618 374-5
HIGH 372-0
0.618 370-3
0.500 369-7
0.382 369-3
LOW 367-6
0.618 365-1
1.000 363-4
1.618 360-7
2.618 356-5
4.250 349-6
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 369-7 370-5
PP 369-7 370-3
S1 369-6 370-0

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

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