CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	376-2	381-4	5-2	1.4%	382-0
High	381-4	394-4	13-0	3.4%	383-2
Low	376-2	378-6	2-4	0.7%	371-0
Close	381-4	390-6	9-2	2.4%	377-6
Range	5-2	15-6	10-4	200.0%	12-2
ATR	8-1	8-6	0-4	6.7%	0-0
Volume	3,782	5,703	1,921	50.8%	30,278

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	435-2	428-6	399-3
R3	419-4	413-0	395-1
R2	403-6	403-6	393-5
R1	397-2	397-2	392-2	400-4
PP	388-0	388-0	388-0	389-5
S1	381-4	381-4	389-2	384-6
S2	372-2	372-2	387-7
S3	356-4	365-6	386-3
S4	340-6	350-0	382-1

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	394-4	371-0	23-4	6.0%	7-3	1.9%	84%	True	False	7,217
10	404-2	371-0	33-2	8.5%	5-3	1.4%	59%	False	False	6,423
20	416-0	371-0	45-0	11.5%	5-1	1.3%	44%	False	False	4,866

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	461-4
2.618	435-6
1.618	420-0
1.000	410-2
0.618	404-2
HIGH	394-4
0.618	388-4
0.500	386-5
0.382	384-6
LOW	378-6
0.618	369-0
1.000	363-0
1.618	353-2
2.618	337-4
4.250	311-6

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	389-3	389-0
PP	388-0	387-1
S1	386-5	385-3

Download as Excel Spreadsheet

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

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