CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 391-0 398-0 7-0 1.8% 386-2
High 397-0 399-2 2-2 0.6% 397-0
Low 391-0 387-6 -3-2 -0.8% 384-4
Close 393-4 387-4 -6-0 -1.5% 393-4
Range 6-0 11-4 5-4 91.7% 12-4
ATR 5-5 6-0 0-3 7.6% 0-0
Volume 6,105 5,742 -363 -5.9% 22,935
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 426-0 418-2 393-7
R3 414-4 406-6 390-5
R2 403-0 403-0 389-5
R1 395-2 395-2 388-4 393-3
PP 391-4 391-4 391-4 390-4
S1 383-6 383-6 386-4 381-7
S2 380-0 380-0 385-3
S3 368-4 372-2 384-3
S4 357-0 360-6 381-1
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 429-1 423-7 400-3
R3 416-5 411-3 397-0
R2 404-1 404-1 395-6
R1 398-7 398-7 394-5 401-4
PP 391-5 391-5 391-5 393-0
S1 386-3 386-3 392-3 389-0
S2 379-1 379-1 391-2
S3 366-5 373-7 390-0
S4 354-1 361-3 386-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 399-2 384-4 14-6 3.8% 5-4 1.4% 20% True False 5,021
10 399-2 367-6 31-4 8.1% 4-2 1.1% 63% True False 5,446
20 406-0 367-6 38-2 9.9% 4-2 1.1% 52% False False 4,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 448-1
2.618 429-3
1.618 417-7
1.000 410-6
0.618 406-3
HIGH 399-2
0.618 394-7
0.500 393-4
0.382 392-1
LOW 387-6
0.618 380-5
1.000 376-2
1.618 369-1
2.618 357-5
4.250 338-7
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 393-4 393-4
PP 391-4 391-4
S1 389-4 389-4

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

View Archives - Comment on this page... - Back to Index of Symbols