CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	408-4	431-4	23-0	5.6%	411-2
High	421-0	431-4	10-4	2.5%	421-0
Low	408-4	419-0	10-4	2.6%	392-0
Close	423-2	416-2	-7-0	-1.7%	423-2
Range	12-4	12-4	0-0	0.0%	29-0
ATR
Volume	2,612	1,210	-1,402	-53.7%	18,968

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	459-6	450-4	423-1
R3	447-2	438-0	419-6
R2	434-6	434-6	418-4
R1	425-4	425-4	417-3	423-7
PP	422-2	422-2	422-2	421-4
S1	413-0	413-0	415-1	411-3
S2	409-6	409-6	414-0
S3	397-2	400-4	412-6
S4	384-6	388-0	409-3

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	499-1	490-1	439-2
R3	470-1	461-1	431-2
R2	441-1	441-1	428-5
R1	432-1	432-1	425-7	436-5
PP	412-1	412-1	412-1	414-2
S1	403-1	403-1	420-5	407-5
S2	383-1	383-1	417-7
S3	354-1	374-1	415-2
S4	325-1	345-1	407-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	431-4	392-0	39-4	9.5%	9-5	2.3%	61%	True	False	2,415
10	455-0	392-0	63-0	15.1%	7-2	1.7%	38%	False	False	2,858

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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

Fibonacci Retracements and Extensions
4.250	484-5
2.618	464-2
1.618	451-6
1.000	444-0
0.618	439-2
HIGH	431-4
0.618	426-6
0.500	425-2
0.382	423-6
LOW	419-0
0.618	411-2
1.000	406-4
1.618	398-6
2.618	386-2
4.250	365-7

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	425-2	414-6
PP	422-2	413-2
S1	419-2	411-6

Download as Excel Spreadsheet

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

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