CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 382-0 373-0 -9-0 -2.4% 392-4
High 384-6 373-4 -11-2 -2.9% 392-4
Low 379-4 373-0 -6-4 -1.7% 373-0
Close 383-4 372-4 -11-0 -2.9% 372-4
Range 5-2 0-4 -4-6 -90.5% 19-4
ATR 6-2 6-4 0-2 5.0% 0-0
Volume 3,634 2,802 -832 -22.9% 11,878
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 374-4 374-0 372-6
R3 374-0 373-4 372-5
R2 373-4 373-4 372-5
R1 373-0 373-0 372-4 373-0
PP 373-0 373-0 373-0 373-0
S1 372-4 372-4 372-4 372-4
S2 372-4 372-4 372-3
S3 372-0 372-0 372-3
S4 371-4 371-4 372-2
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 437-7 424-5 383-2
R3 418-3 405-1 377-7
R2 398-7 398-7 376-1
R1 385-5 385-5 374-2 382-4
PP 379-3 379-3 379-3 377-6
S1 366-1 366-1 370-6 363-0
S2 359-7 359-7 368-7
S3 340-3 346-5 367-1
S4 320-7 327-1 361-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 404-0 373-0 31-0 8.3% 5-2 1.4% -2% False True 3,093
10 406-0 373-0 33-0 8.9% 4-2 1.1% -2% False True 3,221
20 410-0 373-0 37-0 9.9% 4-2 1.1% -1% False True 3,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-4
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 375-5
2.618 374-6
1.618 374-2
1.000 374-0
0.618 373-6
HIGH 373-4
0.618 373-2
0.500 373-2
0.382 373-2
LOW 373-0
0.618 372-6
1.000 372-4
1.618 372-2
2.618 371-6
4.250 370-7
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 373-2 380-2
PP 373-0 377-5
S1 372-6 375-1

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

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