CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	378-0	383-4	5-4	1.5%	382-0
High	378-0	383-4	5-4	1.5%	383-2
Low	371-0	379-0	8-0	2.2%	371-0
Close	377-6	380-0	2-2	0.6%	377-6
Range	7-0	4-4	-2-4	-35.7%	12-2
ATR	8-5	8-3	-0-2	-2.4%	0-0
Volume	10,376	3,700	-6,676	-64.3%	30,278

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	394-3	391-5	382-4
R3	389-7	387-1	381-2
R2	385-3	385-3	380-7
R1	382-5	382-5	380-3	381-6
PP	380-7	380-7	380-7	380-3
S1	378-1	378-1	379-5	377-2
S2	376-3	376-3	379-1
S3	371-7	373-5	378-6
S4	367-3	369-1	377-4

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	414-1	408-1	384-4
R3	401-7	395-7	381-1
R2	389-5	389-5	380-0
R1	383-5	383-5	378-7	380-4
PP	377-3	377-3	377-3	375-6
S1	371-3	371-3	376-5	368-2
S2	365-1	365-1	375-4
S3	352-7	359-1	374-3
S4	340-5	346-7	371-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	383-4	371-0	12-4	3.3%	4-7	1.3%	72%	True	False	6,795
10	411-0	371-0	40-0	10.5%	4-6	1.2%	23%	False	False	6,341
20	430-2	371-0	59-2	15.6%	4-4	1.2%	15%	False	False	4,559

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	0-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	402-5
2.618	395-2
1.618	390-6
1.000	388-0
0.618	386-2
HIGH	383-4
0.618	381-6
0.500	381-2
0.382	380-6
LOW	379-0
0.618	376-2
1.000	374-4
1.618	371-6
2.618	367-2
4.250	359-7

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	381-2	379-1
PP	380-7	378-1
S1	380-3	377-2

Download as Excel Spreadsheet

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

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