CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	405-2	411-0	5-6	1.4%	404-0
High	410-0	411-0	1-0	0.2%	410-0
Low	405-2	407-4	2-2	0.6%	392-0
Close	408-4	408-6	0-2	0.1%	408-4
Range	4-6	3-4	-1-2	-26.3%	18-0
ATR	9-7	9-3	-0-4	-4.6%	0-0
Volume	2,842	4,914	2,072	72.9%	17,091

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	419-5	417-5	410-5
R3	416-1	414-1	409-6
R2	412-5	412-5	409-3
R1	410-5	410-5	409-1	409-7
PP	409-1	409-1	409-1	408-6
S1	407-1	407-1	408-3	406-3
S2	405-5	405-5	408-1
S3	402-1	403-5	407-6
S4	398-5	400-1	406-7

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	457-4	451-0	418-3
R3	439-4	433-0	413-4
R2	421-4	421-4	411-6
R1	415-0	415-0	410-1	418-2
PP	403-4	403-4	403-4	405-1
S1	397-0	397-0	406-7	400-2
S2	385-4	385-4	405-2
S3	367-4	379-0	403-4
S4	349-4	361-0	398-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	411-0	392-0	19-0	4.6%	3-7	1.0%	88%	True	False	3,960
10	419-0	392-0	27-0	6.6%	4-2	1.0%	62%	False	False	3,044
20	431-4	392-0	39-4	9.7%	5-3	1.3%	42%	False	False	3,720

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	425-7
2.618	420-1
1.618	416-5
1.000	414-4
0.618	413-1
HIGH	411-0
0.618	409-5
0.500	409-2
0.382	408-7
LOW	407-4
0.618	405-3
1.000	404-0
1.618	401-7
2.618	398-3
4.250	392-5

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	409-2	407-7
PP	409-1	407-1
S1	408-7	406-2

Download as Excel Spreadsheet

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

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