CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 365-4 358-0 -7-4 -2.1% 376-6
High 367-2 361-0 -6-2 -1.7% 383-4
Low 358-0 355-0 -3-0 -0.8% 369-0
Close 358-6 359-4 0-6 0.2% 369-0
Range 9-2 6-0 -3-2 -35.1% 14-4
ATR 7-4 7-3 -0-1 -1.4% 0-0
Volume 41,990 38,141 -3,849 -9.2% 128,049
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 376-4 374-0 362-6
R3 370-4 368-0 361-1
R2 364-4 364-4 360-5
R1 362-0 362-0 360-0 363-2
PP 358-4 358-4 358-4 359-1
S1 356-0 356-0 359-0 357-2
S2 352-4 352-4 358-3
S3 346-4 350-0 357-7
S4 340-4 344-0 356-2
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 417-3 407-5 377-0
R3 402-7 393-1 373-0
R2 388-3 388-3 371-5
R1 378-5 378-5 370-3 376-2
PP 373-7 373-7 373-7 372-5
S1 364-1 364-1 367-5 361-6
S2 359-3 359-3 366-3
S3 344-7 349-5 365-0
S4 330-3 335-1 361-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 383-4 355-0 28-4 7.9% 6-4 1.8% 16% False True 35,810
10 383-4 355-0 28-4 7.9% 6-0 1.7% 16% False True 29,170
20 391-0 355-0 36-0 10.0% 6-2 1.7% 13% False True 27,541
40 391-0 355-0 36-0 10.0% 6-1 1.7% 13% False True 27,592
60 395-4 355-0 40-4 11.3% 5-1 1.4% 11% False True 21,981
80 406-4 355-0 51-4 14.3% 4-5 1.3% 9% False True 18,169
100 444-6 355-0 89-6 25.0% 4-4 1.2% 5% False True 15,447
120 445-0 355-0 90-0 25.0% 4-4 1.2% 5% False True 13,251
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 386-4
2.618 376-6
1.618 370-6
1.000 367-0
0.618 364-6
HIGH 361-0
0.618 358-6
0.500 358-0
0.382 357-2
LOW 355-0
0.618 351-2
1.000 349-0
1.618 345-2
2.618 339-2
4.250 329-4
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 359-0 361-6
PP 358-4 361-0
S1 358-0 360-2

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

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