CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	402-2	400-2	-2-0	-0.5%	404-0
High	404-2	404-0	-0-2	-0.1%	410-0
Low	402-2	398-0	-4-2	-1.1%	392-0
Close	398-2	396-0	-2-2	-0.6%	408-4
Range	2-0	6-0	4-0	200.0%	18-0
ATR	9-1	8-7	-0-2	-2.5%	0-0
Volume	8,041	6,918	-1,123	-14.0%	17,091

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	417-3	412-5	399-2
R3	411-3	406-5	397-5
R2	405-3	405-3	397-1
R1	400-5	400-5	396-4	400-0
PP	399-3	399-3	399-3	399-0
S1	394-5	394-5	395-4	394-0
S2	393-3	393-3	394-7
S3	387-3	388-5	394-3
S4	381-3	382-5	392-6

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	398-0	13-0	3.3%	5-3	1.4%	-15%	False	True	5,293
10	416-0	392-0	24-0	6.1%	4-5	1.2%	17%	False	False	4,226
20	431-4	392-0	39-4	10.0%	5-4	1.4%	10%	False	False	4,041

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	0-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	429-4
2.618	419-6
1.618	413-6
1.000	410-0
0.618	407-6
HIGH	404-0
0.618	401-6
0.500	401-0
0.382	400-2
LOW	398-0
0.618	394-2
1.000	392-0
1.618	388-2
2.618	382-2
4.250	372-4

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	401-0	404-1
PP	399-3	401-3
S1	397-5	398-6

Download as Excel Spreadsheet

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

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