CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	431-4	415-4	-16-0	-3.7%	411-2
High	431-4	419-4	-12-0	-2.8%	421-0
Low	419-0	412-0	-7-0	-1.7%	392-0
Close	416-2	421-6	5-4	1.3%	423-2
Range	12-4	7-4	-5-0	-40.0%	29-0
ATR
Volume	1,210	11,696	10,486	866.6%	18,968

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	440-2	438-4	425-7
R3	432-6	431-0	423-6
R2	425-2	425-2	423-1
R1	423-4	423-4	422-4	424-3
PP	417-6	417-6	417-6	418-2
S1	416-0	416-0	421-0	416-7
S2	410-2	410-2	420-3
S3	402-6	408-4	419-6
S4	395-2	401-0	417-5

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	9.4%	8-4	2.0%	75%	False	False	4,311
10	450-0	392-0	58-0	13.8%	7-2	1.7%	51%	False	False	3,966

Crabel Price Patterns
NR	True
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	True
Bull Hook	False
Stretch	1-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	451-3
2.618	439-1
1.618	431-5
1.000	427-0
0.618	424-1
HIGH	419-4
0.618	416-5
0.500	415-6
0.382	414-7
LOW	412-0
0.618	407-3
1.000	404-4
1.618	399-7
2.618	392-3
4.250	380-1

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	419-6	421-1
PP	417-6	420-5
S1	415-6	420-0

Download as Excel Spreadsheet

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

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