CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 20-Feb-2009

Day Change Summary
	Previous	Current
	19-Feb-2009	20-Feb-2009	Change	Change %	Previous Week
Open	379-0	378-0	-1-0	-0.3%	382-0
High	383-2	378-0	-5-2	-1.4%	383-2
Low	379-0	371-0	-8-0	-2.1%	371-0
Close	381-0	377-6	-3-2	-0.9%	377-6
Range	4-2	7-0	2-6	64.7%	12-2
ATR	8-4	8-5	0-1	1.3%	0-0
Volume	12,524	10,376	-2,148	-17.2%	30,278

Daily Pivots for day following 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	396-5	394-1	381-5
R3	389-5	387-1	379-5
R2	382-5	382-5	379-0
R1	380-1	380-1	378-3	377-7
PP	375-5	375-5	375-5	374-4
S1	373-1	373-1	377-1	370-7
S2	368-5	368-5	376-4
S3	361-5	366-1	375-7
S4	354-5	359-1	373-7

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	414-1	408-1	384-4
R3	401-7	395-7	381-1
R2	389-5	389-5	380-0
R1	383-5	383-5	378-7	380-4
PP	377-3	377-3	377-3	375-6
S1	371-3	371-3	376-5	368-2
S2	365-1	365-1	375-4
S3	352-7	359-1	374-3
S4	340-5	346-7	371-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	395-2	371-0	24-2	6.4%	4-0	1.1%	28%	False	True	7,218
10	411-0	371-0	40-0	10.6%	4-6	1.3%	17%	False	True	6,256
20	430-4	371-0	59-4	15.8%	4-4	1.2%	11%	False	True	4,514

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	407-6
2.618	396-3
1.618	389-3
1.000	385-0
0.618	382-3
HIGH	378-0
0.618	375-3
0.500	374-4
0.382	373-5
LOW	371-0
0.618	366-5
1.000	364-0
1.618	359-5
2.618	352-5
4.250	341-2

Fisher Pivots for day following 20-Feb-2009
Pivot	1 day	3 day
R1	376-5	377-4
PP	375-5	377-3
S1	374-4	377-1

Download as Excel Spreadsheet

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

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