CME Pit-Traded Corn Future March 2009

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	551-0	571-0	20-0	3.6%	570-0
High	556-4	582-2	25-6	4.6%	582-2
Low	551-0	568-0	17-0	3.1%	550-4
Close	552-2	582-0	29-6	5.4%	582-0
Range	5-4	14-2	8-6	159.1%	31-6
ATR	17-7	18-6	0-7	4.8%	0-0
Volume	21,120	15,840	-5,280	-25.0%	111,226

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	620-1	615-3	589-7
R3	605-7	601-1	585-7
R2	591-5	591-5	584-5
R1	586-7	586-7	583-2	589-2
PP	577-3	577-3	577-3	578-5
S1	572-5	572-5	580-6	575-0
S2	563-1	563-1	579-3
S3	548-7	558-3	578-1
S4	534-5	544-1	574-1

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	666-7	656-1	599-4
R3	635-1	624-3	590-6
R2	603-3	603-3	587-7
R1	592-5	592-5	584-7	598-0
PP	571-5	571-5	571-5	574-2
S1	560-7	560-7	579-1	566-2
S2	539-7	539-7	576-1
S3	508-1	529-1	573-2
S4	476-3	497-3	564-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	582-2	550-4	31-6	5.5%	10-7	1.9%	99%	True	False	22,245
10	618-0	550-4	67-4	11.6%	11-7	2.0%	47%	False	False	20,331
20	643-0	550-4	92-4	15.9%	13-5	2.3%	34%	False	False	15,791
40	673-0	526-0	147-0	25.3%	16-7	2.9%	38%	False	False	16,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1-7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	642-6
2.618	619-4
1.618	605-2
1.000	596-4
0.618	591-0
HIGH	582-2
0.618	576-6
0.500	575-1
0.382	573-4
LOW	568-0
0.618	559-2
1.000	553-6
1.618	545-0
2.618	530-6
4.250	507-4

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	579-6	576-7
PP	577-3	571-6
S1	575-1	566-5

Download as Excel Spreadsheet

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

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