CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 345-0 345-4 0-4 0.1% 338-0
High 347-4 349-6 2-2 0.6% 349-6
Low 340-0 345-2 5-2 1.5% 335-4
Close 343-2 349-4 6-2 1.8% 349-4
Range 7-4 4-4 -3-0 -40.0% 14-2
ATR 7-4 7-4 -0-1 -1.0% 0-0
Volume 144,352 161,773 17,421 12.1% 757,348
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 361-5 360-1 352-0
R3 357-1 355-5 350-6
R2 352-5 352-5 350-3
R1 351-1 351-1 349-7 351-7
PP 348-1 348-1 348-1 348-4
S1 346-5 346-5 349-1 347-3
S2 343-5 343-5 348-5
S3 339-1 342-1 348-2
S4 334-5 337-5 347-0
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 387-5 382-7 357-3
R3 373-3 368-5 353-3
R2 359-1 359-1 352-1
R1 354-3 354-3 350-6 356-6
PP 344-7 344-7 344-7 346-1
S1 340-1 340-1 348-2 342-4
S2 330-5 330-5 346-7
S3 316-3 325-7 345-5
S4 302-1 311-5 341-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 349-6 335-4 14-2 4.1% 4-4 1.3% 98% True False 151,469
10 371-4 335-4 36-0 10.3% 6-3 1.8% 39% False False 141,180
20 373-6 335-4 38-2 10.9% 6-2 1.8% 37% False False 127,552
40 385-0 335-4 49-4 14.2% 7-1 2.1% 28% False False 134,138
60 387-4 335-4 52-0 14.9% 6-7 2.0% 27% False False 108,695
80 401-4 335-4 66-0 18.9% 6-4 1.9% 21% False False 88,524
100 401-4 335-4 66-0 18.9% 6-2 1.8% 21% False False 76,257
120 443-0 335-4 107-4 30.8% 6-2 1.8% 13% False False 66,605
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 368-7
2.618 361-4
1.618 357-0
1.000 354-2
0.618 352-4
HIGH 349-6
0.618 348-0
0.500 347-4
0.382 347-0
LOW 345-2
0.618 342-4
1.000 340-6
1.618 338-0
2.618 333-4
4.250 326-1
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 348-7 347-4
PP 348-1 345-5
S1 347-4 343-5

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

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