CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 398-0 383-0 -15-0 -3.8% 386-2
High 399-2 384-2 -15-0 -3.8% 397-0
Low 387-6 383-0 -4-6 -1.2% 384-4
Close 387-4 385-0 -2-4 -0.6% 393-4
Range 11-4 1-2 -10-2 -89.1% 12-4
ATR 6-0 5-7 -0-1 -1.8% 0-0
Volume 5,742 5,854 112 2.0% 22,935
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 387-7 387-5 385-6
R3 386-5 386-3 385-3
R2 385-3 385-3 385-2
R1 385-1 385-1 385-1 385-2
PP 384-1 384-1 384-1 384-1
S1 383-7 383-7 384-7 384-0
S2 382-7 382-7 384-6
S3 381-5 382-5 384-5
S4 380-3 381-3 384-2
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
5 399-2 383-0 16-2 4.2% 5-0 1.3% 12% False True 5,485
10 399-2 371-4 27-6 7.2% 3-7 1.0% 49% False False 5,529
20 406-0 367-6 38-2 9.9% 4-0 1.0% 45% False False 4,399
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 12 trading days
Fibonacci Retracements and Extensions
4.250 389-4
2.618 387-4
1.618 386-2
1.000 385-4
0.618 385-0
HIGH 384-2
0.618 383-6
0.500 383-5
0.382 383-4
LOW 383-0
0.618 382-2
1.000 381-6
1.618 381-0
2.618 379-6
4.250 377-6
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 384-4 391-1
PP 384-1 389-1
S1 383-5 387-0

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

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