CME Pit-Traded Corn Future March 2009

Trading Metrics calculated at close of trading on 24-Sep-2008

Day Change Summary
	Previous	Current
	23-Sep-2008	24-Sep-2008	Change	Change %	Previous Week
Open	569-0	589-4	20-4	3.6%	567-0
High	579-0	590-4	11-4	2.0%	593-0
Low	569-0	573-4	4-4	0.8%	541-0
Close	578-0	580-4	2-4	0.4%	559-0
Range	10-0	17-0	7-0	70.0%	52-0
ATR	20-6	20-4	-0-2	-1.3%	0-0
Volume	33,578	28,775	-4,803	-14.3%	237,569

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	632-4	623-4	589-7
R3	615-4	606-4	585-1
R2	598-4	598-4	583-5
R1	589-4	589-4	582-0	585-4
PP	581-4	581-4	581-4	579-4
S1	572-4	572-4	579-0	568-4
S2	564-4	564-4	577-3
S3	547-4	555-4	575-7
S4	530-4	538-4	571-1

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	720-3	691-5	587-5
R3	668-3	639-5	573-2
R2	616-3	616-3	568-4
R1	587-5	587-5	563-6	576-0
PP	564-3	564-3	564-3	558-4
S1	535-5	535-5	554-2	524-0
S2	512-3	512-3	549-4
S3	460-3	483-5	544-6
S4	408-3	431-5	530-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	590-4	541-0	49-4	8.5%	16-2	2.8%	80%	True	False	43,230
10	593-0	541-0	52-0	9.0%	18-0	3.1%	76%	False	False	36,472
20	621-4	541-0	80-4	13.9%	15-2	2.6%	49%	False	False	28,054
40	643-0	526-0	117-0	20.2%	16-5	2.9%	47%	False	False	21,564

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2-4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	662-6
2.618	635-0
1.618	618-0
1.000	607-4
0.618	601-0
HIGH	590-4
0.618	584-0
0.500	582-0
0.382	580-0
LOW	573-4
0.618	563-0
1.000	556-4
1.618	546-0
2.618	529-0
4.250	501-2

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	582-0	580-2
PP	581-4	580-0
S1	581-0	579-6

Download as Excel Spreadsheet

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

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