CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 387-4 385-6 -1-6 -0.5% 398-0
High 387-4 398-0 10-4 2.7% 399-2
Low 377-6 384-0 6-2 1.7% 373-0
Close 386-4 396-6 10-2 2.7% 373-4
Range 9-6 14-0 4-2 43.6% 26-2
ATR 7-5 8-1 0-4 5.9% 0-0
Volume 11,513 13,421 1,908 16.6% 23,452
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 434-7 429-7 404-4
R3 420-7 415-7 400-5
R2 406-7 406-7 399-3
R1 401-7 401-7 398-0 404-3
PP 392-7 392-7 392-7 394-2
S1 387-7 387-7 395-4 390-3
S2 378-7 378-7 394-1
S3 364-7 373-7 392-7
S4 350-7 359-7 389-0
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
5 398-0 356-6 41-2 10.4% 7-6 1.9% 97% True False 7,374
10 399-2 356-6 42-4 10.7% 6-2 1.6% 94% False False 6,135
20 399-2 356-6 42-4 10.7% 4-4 1.1% 94% False False 5,513
40 410-0 356-6 53-2 13.4% 4-4 1.1% 75% False False 4,455
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 0-3
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 457-4
2.618 434-5
1.618 420-5
1.000 412-0
0.618 406-5
HIGH 398-0
0.618 392-5
0.500 391-0
0.382 389-3
LOW 384-0
0.618 375-3
1.000 370-0
1.618 361-3
2.618 347-3
4.250 324-4
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 394-7 390-2
PP 392-7 383-7
S1 391-0 377-3

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

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