CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	416-2	407-0	-9-2	-2.2%	431-4
High	419-0	416-0	-3-0	-0.7%	431-4
Low	415-4	407-0	-8-4	-2.0%	412-0
Close	409-4	416-4	7-0	1.7%	422-2
Range	3-4	9-0	5-4	157.1%	19-4
ATR	10-7	10-6	-0-1	-1.2%	0-0
Volume	1,103	4,999	3,896	353.2%	22,759

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	440-1	437-3	421-4
R3	431-1	428-3	419-0
R2	422-1	422-1	418-1
R1	419-3	419-3	417-3	420-6
PP	413-1	413-1	413-1	413-7
S1	410-3	410-3	415-5	411-6
S2	404-1	404-1	414-7
S3	395-1	401-3	414-0
S4	386-1	392-3	411-4

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	407-0	23-4	5.6%	4-2	1.0%	40%	False	True	3,638
10	431-4	392-0	39-4	9.5%	6-3	1.5%	62%	False	False	3,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	454-2
2.618	439-4
1.618	430-4
1.000	425-0
0.618	421-4
HIGH	416-0
0.618	412-4
0.500	411-4
0.382	410-4
LOW	407-0
0.618	401-4
1.000	398-0
1.618	392-4
2.618	383-4
4.250	368-6

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	414-7	418-5
PP	413-1	417-7
S1	411-4	417-2

Download as Excel Spreadsheet

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

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