CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	383-4	376-2	-7-2	-1.9%	382-0
High	383-4	381-4	-2-0	-0.5%	383-2
Low	379-0	376-2	-2-6	-0.7%	371-0
Close	380-0	381-4	1-4	0.4%	377-6
Range	4-4	5-2	0-6	16.7%	12-2
ATR	8-3	8-1	-0-2	-2.7%	0-0
Volume	3,700	3,782	82	2.2%	30,278

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	395-4	393-6	384-3
R3	390-2	388-4	383-0
R2	385-0	385-0	382-4
R1	383-2	383-2	382-0	384-1
PP	379-6	379-6	379-6	380-2
S1	378-0	378-0	381-0	378-7
S2	374-4	374-4	380-4
S3	369-2	372-6	380-0
S4	364-0	367-4	378-5

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%	5-0	1.3%	84%	False	False	7,223
10	410-2	371-0	39-2	10.3%	4-7	1.3%	27%	False	False	6,228
20	419-0	371-0	48-0	12.6%	4-4	1.2%	22%	False	False	4,636

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	403-6
2.618	395-2
1.618	390-0
1.000	386-6
0.618	384-6
HIGH	381-4
0.618	379-4
0.500	378-7
0.382	378-2
LOW	376-2
0.618	373-0
1.000	371-0
1.618	367-6
2.618	362-4
4.250	354-0

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	380-5	380-1
PP	379-6	378-5
S1	378-7	377-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols