CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	425-0	428-4	3-4	0.8%	431-4
High	430-4	430-2	-0-2	-0.1%	431-4
Low	424-6	427-0	2-2	0.5%	412-0
Close	422-2	425-6	3-4	0.8%	422-2
Range	5-6	3-2	-2-4	-43.5%	19-4
ATR	11-1	10-7	-0-2	-2.0%	0-0
Volume	2,806	2,239	-567	-20.2%	22,759

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	437-3	434-7	427-4
R3	434-1	431-5	426-5
R2	430-7	430-7	426-3
R1	428-3	428-3	426-0	428-0
PP	427-5	427-5	427-5	427-4
S1	425-1	425-1	425-4	424-6
S2	424-3	424-3	425-1
S3	421-1	421-7	424-7
S4	417-7	418-5	424-0

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	480-3	470-7	433-0
R3	460-7	451-3	427-5
R2	441-3	441-3	425-7
R1	431-7	431-7	424-0	426-7
PP	421-7	421-7	421-7	419-4
S1	412-3	412-3	420-4	407-3
S2	402-3	402-3	418-5
S3	382-7	392-7	416-7
S4	363-3	373-3	411-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	431-4	412-0	19-4	4.6%	5-6	1.4%	71%	False	False	4,999
10	431-4	392-0	39-4	9.3%	6-4	1.5%	85%	False	False	4,396

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

Fibonacci Retracements and Extensions
4.250	444-0
2.618	438-6
1.618	435-4
1.000	433-4
0.618	432-2
HIGH	430-2
0.618	429-0
0.500	428-5
0.382	428-2
LOW	427-0
0.618	425-0
1.000	423-6
1.618	421-6
2.618	418-4
4.250	413-2

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	428-5	425-4
PP	427-5	425-3
S1	426-6	425-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols