CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	409-0	403-6	-5-2	-1.3%	445-0
High	412-2	415-0	2-6	0.7%	445-4
Low	401-4	403-6	2-2	0.6%	419-0
Close	401-6	415-2	13-4	3.4%	425-0
Range	10-6	11-2	0-4	4.7%	26-4
ATR	13-0	13-0	0-0	0.1%	0-0
Volume	28,950	24,195	-4,755	-16.4%	68,029

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	445-1	441-3	421-4
R3	433-7	430-1	418-3
R2	422-5	422-5	417-2
R1	418-7	418-7	416-2	420-6
PP	411-3	411-3	411-3	412-2
S1	407-5	407-5	414-2	409-4
S2	400-1	400-1	413-2
S3	388-7	396-3	412-1
S4	377-5	385-1	409-0

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	509-3	493-5	439-5
R3	482-7	467-1	432-2
R2	456-3	456-3	429-7
R1	440-5	440-5	427-3	435-2
PP	429-7	429-7	429-7	427-1
S1	414-1	414-1	422-5	408-6
S2	403-3	403-3	420-1
S3	376-7	387-5	417-6
S4	350-3	361-1	410-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	430-0	401-4	28-4	6.9%	9-0	2.2%	48%	False	False	16,200
10	445-4	401-4	44-0	10.6%	9-2	2.2%	31%	False	False	15,426
20	459-4	401-4	58-0	14.0%	10-3	2.5%	24%	False	False	15,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	462-6
2.618	444-4
1.618	433-2
1.000	426-2
0.618	422-0
HIGH	415-0
0.618	410-6
0.500	409-3
0.382	408-0
LOW	403-6
0.618	396-6
1.000	392-4
1.618	385-4
2.618	374-2
4.250	356-0

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	413-2	412-7
PP	411-3	410-5
S1	409-3	408-2

Download as Excel Spreadsheet

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

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