CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	404-0	397-6	-6-2	-1.5%	428-4
High	404-0	397-6	-6-2	-1.5%	430-2
Low	400-0	392-0	-8-0	-2.0%	407-0
Close	402-6	393-2	-9-4	-2.4%	411-6
Range	4-0	5-6	1-6	43.8%	23-2
ATR	10-0	10-0	0-0	0.5%	0-0
Volume	2,202	3,370	1,168	53.0%	10,683

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	411-5	408-1	396-3
R3	405-7	402-3	394-7
R2	400-1	400-1	394-2
R1	396-5	396-5	393-6	395-4
PP	394-3	394-3	394-3	393-6
S1	390-7	390-7	392-6	389-6
S2	388-5	388-5	392-2
S3	382-7	385-1	391-5
S4	377-1	379-3	390-1

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	416-0	392-0	24-0	6.1%	5-0	1.3%	5%	False	True	2,582
10	430-4	392-0	38-4	9.8%	4-4	1.1%	3%	False	True	3,780
20	455-0	392-0	63-0	16.0%	5-7	1.5%	2%	False	True	3,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	422-2
2.618	412-6
1.618	407-0
1.000	403-4
0.618	401-2
HIGH	397-6
0.618	395-4
0.500	394-7
0.382	394-2
LOW	392-0
0.618	388-4
1.000	386-2
1.618	382-6
2.618	377-0
4.250	367-4

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	394-7	404-0
PP	394-3	400-3
S1	393-6	396-7

Download as Excel Spreadsheet

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

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