CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 363-4 358-0 -5-4 -1.5% 361-0
High 364-0 359-2 -4-6 -1.3% 372-6
Low 357-6 354-6 -3-0 -0.8% 360-0
Close 361-0 355-4 -5-4 -1.5% 370-0
Range 6-2 4-4 -1-6 -28.0% 12-6
ATR 7-0 6-7 0-0 -0.7% 0-0
Volume 65,562 48,210 -17,352 -26.5% 271,687
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 370-0 367-2 358-0
R3 365-4 362-6 356-6
R2 361-0 361-0 356-3
R1 358-2 358-2 355-7 357-3
PP 356-4 356-4 356-4 356-0
S1 353-6 353-6 355-1 352-7
S2 352-0 352-0 354-5
S3 347-4 349-2 354-2
S4 343-0 344-6 353-0
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 405-7 400-5 377-0
R3 393-1 387-7 373-4
R2 380-3 380-3 372-3
R1 375-1 375-1 371-1 377-6
PP 367-5 367-5 367-5 368-7
S1 362-3 362-3 368-7 365-0
S2 354-7 354-7 367-5
S3 342-1 349-5 366-4
S4 329-3 336-7 363-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376-0 354-6 21-2 6.0% 7-3 2.1% 4% False True 56,838
10 376-0 349-4 26-4 7.5% 6-0 1.7% 23% False False 61,283
20 383-4 344-4 39-0 11.0% 5-5 1.6% 28% False False 54,123
40 391-0 344-4 46-4 13.1% 6-1 1.7% 24% False False 40,266
60 391-0 344-4 46-4 13.1% 5-6 1.6% 24% False False 34,423
80 406-0 344-4 61-4 17.3% 5-1 1.5% 18% False False 28,296
100 406-4 344-4 62-0 17.4% 4-6 1.3% 18% False False 23,617
120 445-0 344-4 100-4 28.3% 4-4 1.3% 11% False False 20,387
Crabel Price Patterns
NR True
NR4 True
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 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 378-3
2.618 371-0
1.618 366-4
1.000 363-6
0.618 362-0
HIGH 359-2
0.618 357-4
0.500 357-0
0.382 356-4
LOW 354-6
0.618 352-0
1.000 350-2
1.618 347-4
2.618 343-0
4.250 335-5
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 357-0 365-3
PP 356-4 362-1
S1 356-0 358-6

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

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