CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	428-4	416-2	-12-2	-2.9%	431-4
High	430-2	419-0	-11-2	-2.6%	431-4
Low	427-0	415-4	-11-4	-2.7%	412-0
Close	425-6	409-4	-16-2	-3.8%	422-2
Range	3-2	3-4	0-2	7.7%	19-4
ATR	10-7	10-7	0-0	-0.4%	0-0
Volume	2,239	1,103	-1,136	-50.7%	22,759

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	425-1	420-7	411-3
R3	421-5	417-3	410-4
R2	418-1	418-1	410-1
R1	413-7	413-7	409-7	414-2
PP	414-5	414-5	414-5	414-7
S1	410-3	410-3	409-1	410-6
S2	411-1	411-1	408-7
S3	407-5	406-7	408-4
S4	404-1	403-3	407-5

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	430-4	412-0	18-4	4.5%	4-0	1.0%	-14%	False	False	4,978
10	431-4	392-0	39-4	9.6%	6-7	1.7%	44%	False	False	3,697

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	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	433-7
2.618	428-1
1.618	424-5
1.000	422-4
0.618	421-1
HIGH	419-0
0.618	417-5
0.500	417-2
0.382	416-7
LOW	415-4
0.618	413-3
1.000	412-0
1.618	409-7
2.618	406-3
4.250	400-5

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	417-2	423-0
PP	414-5	418-4
S1	412-1	414-0

Download as Excel Spreadsheet

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

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