CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	381-4	393-4	12-0	3.1%	382-0
High	394-4	393-4	-1-0	-0.3%	383-2
Low	378-6	391-4	12-6	3.4%	371-0
Close	390-6	389-4	-1-2	-0.3%	377-6
Range	15-6	2-0	-13-6	-87.3%	12-2
ATR	8-6	8-2	-0-3	-4.9%	0-0
Volume	5,703	3,221	-2,482	-43.5%	30,278

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	397-4	395-4	390-5
R3	395-4	393-4	390-0
R2	393-4	393-4	389-7
R1	391-4	391-4	389-5	391-4
PP	391-4	391-4	391-4	391-4
S1	389-4	389-4	389-3	389-4
S2	389-4	389-4	389-1
S3	387-4	387-4	389-0
S4	385-4	385-4	388-3

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%	6-7	1.8%	79%	False	False	5,356
10	404-0	371-0	33-0	8.5%	5-3	1.4%	56%	False	False	5,941
20	416-0	371-0	45-0	11.6%	4-6	1.2%	41%	False	False	4,777

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-4
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	402-0
2.618	398-6
1.618	396-6
1.000	395-4
0.618	394-6
HIGH	393-4
0.618	392-6
0.500	392-4
0.382	392-2
LOW	391-4
0.618	390-2
1.000	389-4
1.618	388-2
2.618	386-2
4.250	383-0

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	392-4	388-1
PP	391-4	386-6
S1	390-4	385-3

Download as Excel Spreadsheet

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

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