CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	410-2	402-2	-8-0	-2.0%	404-0
High	410-2	404-2	-6-0	-1.5%	410-0
Low	399-4	402-2	2-6	0.7%	392-0
Close	407-4	398-2	-9-2	-2.3%	408-4
Range	10-6	2-0	-8-6	-81.4%	18-0
ATR	9-4	9-1	-0-2	-3.2%	0-0
Volume	3,752	8,041	4,289	114.3%	17,091

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	407-5	404-7	399-3
R3	405-5	402-7	398-6
R2	403-5	403-5	398-5
R1	400-7	400-7	398-3	401-2
PP	401-5	401-5	401-5	401-6
S1	398-7	398-7	398-1	399-2
S2	399-5	399-5	397-7
S3	397-5	396-7	397-6
S4	395-5	394-7	397-1

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	399-4	11-4	2.9%	4-2	1.1%	-11%	False	False	4,979
10	416-0	392-0	24-0	6.0%	4-2	1.1%	26%	False	False	3,614
20	431-4	392-0	39-4	9.9%	5-2	1.3%	16%	False	False	3,794

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	412-6
2.618	409-4
1.618	407-4
1.000	406-2
0.618	405-4
HIGH	404-2
0.618	403-4
0.500	403-2
0.382	403-0
LOW	402-2
0.618	401-0
1.000	400-2
1.618	399-0
2.618	397-0
4.250	393-6

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	403-2	405-2
PP	401-5	402-7
S1	399-7	400-5

Download as Excel Spreadsheet

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

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