CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 371-4 379-0 7-4 2.0% 392-4
High 373-2 380-0 6-6 1.8% 392-4
Low 371-4 377-2 5-6 1.5% 373-0
Close 372-0 377-4 5-4 1.5% 372-4
Range 1-6 2-6 1-0 57.1% 19-4
ATR 6-0 6-1 0-1 2.4% 0-0
Volume 6,064 5,641 -423 -7.0% 11,878
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 386-4 384-6 379-0
R3 383-6 382-0 378-2
R2 381-0 381-0 378-0
R1 379-2 379-2 377-6 378-6
PP 378-2 378-2 378-2 378-0
S1 376-4 376-4 377-2 376-0
S2 375-4 375-4 377-0
S3 372-6 373-6 376-6
S4 370-0 371-0 376-0
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
5 380-0 367-6 12-2 3.2% 2-2 0.6% 80% True False 4,605
10 406-0 367-6 38-2 10.1% 4-0 1.0% 25% False False 3,803
20 406-0 367-6 38-2 10.1% 3-5 1.0% 25% False False 3,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 391-6
2.618 387-2
1.618 384-4
1.000 382-6
0.618 381-6
HIGH 380-0
0.618 379-0
0.500 378-5
0.382 378-2
LOW 377-2
0.618 375-4
1.000 374-4
1.618 372-6
2.618 370-0
4.250 365-4
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 378-5 376-2
PP 378-2 375-1
S1 377-7 373-7

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

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