CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 381-6 389-0 7-2 1.9% 357-2
High 386-6 391-0 4-2 1.1% 386-6
Low 381-6 379-2 -2-4 -0.7% 343-2
Close 384-4 379-2 -5-2 -1.4% 384-4
Range 5-0 11-6 6-6 135.0% 43-4
ATR 9-1 9-2 0-2 2.1% 0-0
Volume 150,780 97,171 -53,609 -35.6% 630,842
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 418-3 410-5 385-6
R3 406-5 398-7 382-4
R2 394-7 394-7 381-3
R1 387-1 387-1 380-3 385-1
PP 383-1 383-1 383-1 382-2
S1 375-3 375-3 378-1 373-3
S2 371-3 371-3 377-1
S3 359-5 363-5 376-0
S4 347-7 351-7 372-6
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 502-0 486-6 408-3
R3 458-4 443-2 396-4
R2 415-0 415-0 392-4
R1 399-6 399-6 388-4 407-3
PP 371-4 371-4 371-4 375-2
S1 356-2 356-2 380-4 363-7
S2 328-0 328-0 376-4
S3 284-4 312-6 372-4
S4 241-0 269-2 360-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391-0 343-2 47-6 12.6% 9-0 2.4% 75% True False 135,294
10 391-0 343-2 47-6 12.6% 7-4 2.0% 75% True False 104,122
20 391-0 343-2 47-6 12.6% 6-5 1.8% 75% True False 84,189
40 398-0 343-2 54-6 14.4% 6-3 1.7% 66% False False 65,758
60 398-0 343-2 54-6 14.4% 6-4 1.7% 66% False False 59,679
80 405-2 343-2 62-0 16.3% 6-2 1.6% 58% False False 51,522
100 414-4 343-2 71-2 18.8% 5-7 1.6% 51% False False 46,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 441-0
2.618 421-6
1.618 410-0
1.000 402-6
0.618 398-2
HIGH 391-0
0.618 386-4
0.500 385-1
0.382 383-6
LOW 379-2
0.618 372-0
1.000 367-4
1.618 360-2
2.618 348-4
4.250 329-2
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 385-1 381-0
PP 383-1 380-3
S1 381-2 379-7

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

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