CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	404-4	405-4	1-0	0.2%	402-4
High	405-0	405-4	0-4	0.1%	415-2
Low	401-0	395-4	-5-4	-1.4%	395-4
Close	405-0	395-2	-9-6	-2.4%	395-2
Range	4-0	10-0	6-0	150.0%	19-6
ATR	7-5	7-6	0-1	2.3%	0-0
Volume	13,013	9,283	-3,730	-28.7%	68,008

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	428-6	422-0	400-6
R3	418-6	412-0	398-0
R2	408-6	408-6	397-1
R1	402-0	402-0	396-1	400-3
PP	398-6	398-6	398-6	398-0
S1	392-0	392-0	394-3	390-3
S2	388-6	388-6	393-3
S3	378-6	382-0	392-4
S4	368-6	372-0	389-6

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	461-2	448-0	406-1
R3	441-4	428-2	400-5
R2	421-6	421-6	398-7
R1	408-4	408-4	397-0	405-2
PP	402-0	402-0	402-0	400-3
S1	388-6	388-6	393-4	385-4
S2	382-2	382-2	391-5
S3	362-4	369-0	389-7
S4	342-6	349-2	384-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	415-2	395-4	19-6	5.0%	6-4	1.6%	-1%	False	True	13,601
10	424-4	395-4	29-0	7.3%	5-0	1.3%	-1%	False	True	11,832
20	425-6	395-4	30-2	7.7%	5-1	1.3%	-1%	False	True	9,397
40	425-6	363-4	62-2	15.7%	5-4	1.4%	51%	False	False	8,451
60	430-4	363-4	67-0	17.0%	5-1	1.3%	47%	False	False	7,083

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 12 trading days

Fibonacci Retracements and Extensions
4.250	448-0
2.618	431-5
1.618	421-5
1.000	415-4
0.618	411-5
HIGH	405-4
0.618	401-5
0.500	400-4
0.382	399-3
LOW	395-4
0.618	389-3
1.000	385-4
1.618	379-3
2.618	369-3
4.250	353-0

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	400-4	403-5
PP	398-6	400-7
S1	397-0	398-0

Download as Excel Spreadsheet

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

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