CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 345-4 352-0 6-4 1.9% 338-0
High 349-6 354-0 4-2 1.2% 349-6
Low 345-2 350-4 5-2 1.5% 335-4
Close 349-4 353-6 4-2 1.2% 349-4
Range 4-4 3-4 -1-0 -22.2% 14-2
ATR 7-4 7-2 -0-2 -2.8% 0-0
Volume 161,773 106,329 -55,444 -34.3% 757,348
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 363-2 362-0 355-5
R3 359-6 358-4 354-6
R2 356-2 356-2 354-3
R1 355-0 355-0 354-1 355-5
PP 352-6 352-6 352-6 353-0
S1 351-4 351-4 353-3 352-1
S2 349-2 349-2 353-1
S3 345-6 348-0 352-6
S4 342-2 344-4 351-7
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
5 354-0 335-6 18-2 5.2% 4-5 1.3% 99% True False 144,887
10 359-0 335-4 23-4 6.6% 5-4 1.5% 78% False False 142,086
20 373-6 335-4 38-2 10.8% 6-1 1.7% 48% False False 127,696
40 385-0 335-4 49-4 14.0% 7-1 2.0% 37% False False 134,860
60 386-2 335-4 50-6 14.3% 6-6 1.9% 36% False False 110,047
80 401-4 335-4 66-0 18.7% 6-4 1.8% 28% False False 89,572
100 401-4 335-4 66-0 18.7% 6-2 1.8% 28% False False 77,126
120 443-0 335-4 107-4 30.4% 6-2 1.7% 17% False False 67,400
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 3 trading days
Fibonacci Retracements and Extensions
4.250 368-7
2.618 363-1
1.618 359-5
1.000 357-4
0.618 356-1
HIGH 354-0
0.618 352-5
0.500 352-2
0.382 351-7
LOW 350-4
0.618 348-3
1.000 347-0
1.618 344-7
2.618 341-3
4.250 335-5
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 353-2 351-4
PP 352-6 349-2
S1 352-2 347-0

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

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