CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	407-0	412-6	5-6	1.4%	431-4
High	416-0	413-4	-2-4	-0.6%	431-4
Low	407-0	411-0	4-0	1.0%	412-0
Close	416-4	414-0	-2-4	-0.6%	422-2
Range	9-0	2-4	-6-4	-72.2%	19-4
ATR	10-6	10-3	-0-3	-3.5%	0-0
Volume	4,999	792	-4,207	-84.2%	22,759

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	420-3	419-5	415-3
R3	417-7	417-1	414-6
R2	415-3	415-3	414-4
R1	414-5	414-5	414-2	415-0
PP	412-7	412-7	412-7	413-0
S1	412-1	412-1	413-6	412-4
S2	410-3	410-3	413-4
S3	407-7	409-5	413-2
S4	405-3	407-1	412-5

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	407-0	23-4	5.7%	4-6	1.2%	30%	False	False	2,387
10	431-4	392-0	39-4	9.5%	6-3	1.5%	56%	False	False	3,855

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	424-1
2.618	420-0
1.618	417-4
1.000	416-0
0.618	415-0
HIGH	413-4
0.618	412-4
0.500	412-2
0.382	412-0
LOW	411-0
0.618	409-4
1.000	408-4
1.618	407-0
2.618	404-4
4.250	400-3

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	413-3	413-5
PP	412-7	413-3
S1	412-2	413-0

Download as Excel Spreadsheet

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

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