CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	383-0	382-2	-0-6	-0.2%	386-2
High	384-2	382-2	-2-0	-0.5%	397-0
Low	383-0	378-2	-4-6	-1.2%	384-4
Close	385-0	378-4	-6-4	-1.7%	393-4
Range	1-2	4-0	2-6	220.0%	12-4
ATR	5-7	6-0	0-0	1.0%	0-0
Volume	5,854	3,180	-2,674	-45.7%	22,935

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	391-5	389-1	380-6
R3	387-5	385-1	379-5
R2	383-5	383-5	379-2
R1	381-1	381-1	378-7	380-3
PP	379-5	379-5	379-5	379-2
S1	377-1	377-1	378-1	376-3
S2	375-5	375-5	377-6
S3	371-5	373-1	377-3
S4	367-5	369-1	376-2

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	429-1	423-7	400-3
R3	416-5	411-3	397-0
R2	404-1	404-1	395-6
R1	398-7	398-7	394-5	401-4
PP	391-5	391-5	391-5	393-0
S1	386-3	386-3	392-3	389-0
S2	379-1	379-1	391-2
S3	366-5	373-7	390-0
S4	354-1	361-3	386-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	399-2	378-2	21-0	5.5%	4-7	1.3%	1%	False	True	5,115
10	399-2	377-2	22-0	5.8%	4-1	1.1%	6%	False	False	5,240
20	406-0	367-6	38-2	10.1%	4-0	1.1%	28%	False	False	4,469

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	399-2
2.618	392-6
1.618	388-6
1.000	386-2
0.618	384-6
HIGH	382-2
0.618	380-6
0.500	380-2
0.382	379-6
LOW	378-2
0.618	375-6
1.000	374-2
1.618	371-6
2.618	367-6
4.250	361-2

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	380-2	388-6
PP	379-5	385-3
S1	379-1	381-7

Download as Excel Spreadsheet

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

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