CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	416-0	404-0	-12-0	-2.9%	428-4
High	416-0	404-0	-12-0	-2.9%	430-2
Low	412-2	400-0	-12-2	-3.0%	407-0
Close	411-6	402-6	-9-0	-2.2%	411-6
Range	3-6	4-0	0-2	6.7%	23-2
ATR	9-7	10-0	0-1	1.4%	0-0
Volume	1,550	2,202	652	42.1%	10,683

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	414-2	412-4	405-0
R3	410-2	408-4	403-7
R2	406-2	406-2	403-4
R1	404-4	404-4	403-1	403-3
PP	402-2	402-2	402-2	401-6
S1	400-4	400-4	402-3	399-3
S2	398-2	398-2	402-0
S3	394-2	396-4	401-5
S4	390-2	392-4	400-4

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	486-1	472-1	424-4
R3	462-7	448-7	418-1
R2	439-5	439-5	416-0
R1	425-5	425-5	413-7	421-0
PP	416-3	416-3	416-3	414-0
S1	402-3	402-3	409-5	397-6
S2	393-1	393-1	407-4
S3	369-7	379-1	405-3
S4	346-5	355-7	399-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	419-0	400-0	19-0	4.7%	4-4	1.1%	14%	False	True	2,129
10	431-4	400-0	31-4	7.8%	5-1	1.3%	9%	False	True	3,564
20	455-0	392-0	63-0	15.6%	6-0	1.5%	17%	False	False	3,234

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	0-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	421-0
2.618	414-4
1.618	410-4
1.000	408-0
0.618	406-4
HIGH	404-0
0.618	402-4
0.500	402-0
0.382	401-4
LOW	400-0
0.618	397-4
1.000	396-0
1.618	393-4
2.618	389-4
4.250	383-0

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	402-4	408-0
PP	402-2	406-2
S1	402-0	404-4

Download as Excel Spreadsheet

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

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