CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	420-4	421-0	0-4	0.1%	400-4
High	422-4	424-4	2-0	0.5%	425-6
Low	418-6	421-0	2-2	0.5%	400-4
Close	423-4	424-6	1-2	0.3%	423-4
Range	3-6	3-4	-0-2	-6.7%	25-2
ATR	8-2	8-0	-0-3	-4.1%	0-0
Volume	12,376	6,839	-5,537	-44.7%	44,017

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	433-7	432-7	426-5
R3	430-3	429-3	425-6
R2	426-7	426-7	425-3
R1	425-7	425-7	425-1	426-3
PP	423-3	423-3	423-3	423-6
S1	422-3	422-3	424-3	422-7
S2	419-7	419-7	424-1
S3	416-3	418-7	423-6
S4	412-7	415-3	422-7

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	492-3	483-1	437-3
R3	467-1	457-7	430-4
R2	441-7	441-7	428-1
R1	432-5	432-5	425-7	437-2
PP	416-5	416-5	416-5	418-7
S1	407-3	407-3	421-1	412-0
S2	391-3	391-3	418-7
S3	366-1	382-1	416-4
S4	340-7	356-7	409-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	425-6	403-4	22-2	5.2%	7-6	1.8%	96%	False	False	9,338
10	425-6	400-4	25-2	5.9%	5-1	1.2%	96%	False	False	7,817
20	425-6	381-6	44-0	10.4%	5-5	1.3%	98%	False	False	7,794
40	425-6	363-4	62-2	14.7%	5-3	1.3%	98%	False	False	7,207
60	447-0	363-4	83-4	19.7%	5-3	1.3%	73%	False	False	6,013

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	1-2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	439-3
2.618	433-5
1.618	430-1
1.000	428-0
0.618	426-5
HIGH	424-4
0.618	423-1
0.500	422-6
0.382	422-3
LOW	421-0
0.618	418-7
1.000	417-4
1.618	415-3
2.618	411-7
4.250	406-1

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	424-1	423-7
PP	423-3	423-1
S1	422-6	422-2

Download as Excel Spreadsheet

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

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