CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 361-4 387-4 26-0 7.2% 398-0
High 362-0 387-4 25-4 7.0% 399-2
Low 356-6 377-6 21-0 5.9% 373-0
Close 357-4 386-4 29-0 8.1% 373-4
Range 5-2 9-6 4-4 85.7% 26-2
ATR 6-0 7-5 1-6 28.8% 0-0
Volume 4,508 11,513 7,005 155.4% 23,452
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 413-1 409-5 391-7
R3 403-3 399-7 389-1
R2 393-5 393-5 388-2
R1 390-1 390-1 387-3 387-0
PP 383-7 383-7 383-7 382-3
S1 380-3 380-3 385-5 377-2
S2 374-1 374-1 384-6
S3 364-3 370-5 383-7
S4 354-5 360-7 381-1
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 460-5 443-3 388-0
R3 434-3 417-1 380-6
R2 408-1 408-1 378-2
R1 390-7 390-7 375-7 386-3
PP 381-7 381-7 381-7 379-6
S1 364-5 364-5 371-1 360-1
S2 355-5 355-5 368-6
S3 329-3 338-3 366-2
S4 303-1 312-1 359-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387-4 356-6 30-6 8.0% 5-2 1.4% 97% True False 5,409
10 399-2 356-6 42-4 11.0% 5-1 1.3% 70% False False 5,262
20 399-2 356-6 42-4 11.0% 4-1 1.1% 70% False False 5,023
40 410-0 356-6 53-2 13.8% 4-3 1.1% 56% False False 4,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 429-0
2.618 413-0
1.618 403-2
1.000 397-2
0.618 393-4
HIGH 387-4
0.618 383-6
0.500 382-5
0.382 381-4
LOW 377-6
0.618 371-6
1.000 368-0
1.618 362-0
2.618 352-2
4.250 336-2
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 385-2 381-6
PP 383-7 376-7
S1 382-5 372-1

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

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