CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	393-4	381-2	-12-2	-3.1%	383-4
High	393-4	385-0	-8-4	-2.2%	394-4
Low	391-4	378-0	-13-4	-3.4%	376-2
Close	389-4	377-6	-11-6	-3.0%	377-6
Range	2-0	7-0	5-0	250.0%	18-2
ATR	8-2	8-4	0-2	2.8%	0-0
Volume	3,221	4,163	942	29.2%	20,569

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	401-2	396-4	381-5
R3	394-2	389-4	379-5
R2	387-2	387-2	379-0
R1	382-4	382-4	378-3	381-3
PP	380-2	380-2	380-2	379-6
S1	375-4	375-4	377-1	374-3
S2	373-2	373-2	376-4
S3	366-2	368-4	375-7
S4	359-2	361-4	373-7

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	437-5	425-7	387-6
R3	419-3	407-5	382-6
R2	401-1	401-1	381-1
R1	389-3	389-3	379-3	386-1
PP	382-7	382-7	382-7	381-2
S1	371-1	371-1	376-1	367-7
S2	364-5	364-5	374-3
S3	346-3	352-7	372-6
S4	328-1	334-5	367-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	394-4	376-2	18-2	4.8%	6-7	1.8%	8%	False	False	4,113
10	395-2	371-0	24-2	6.4%	5-4	1.4%	28%	False	False	5,666
20	416-0	371-0	45-0	11.9%	5-0	1.3%	15%	False	False	4,946

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	0-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	414-6
2.618	403-3
1.618	396-3
1.000	392-0
0.618	389-3
HIGH	385-0
0.618	382-3
0.500	381-4
0.382	380-5
LOW	378-0
0.618	373-5
1.000	371-0
1.618	366-5
2.618	359-5
4.250	348-2

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	381-4	386-2
PP	380-2	383-3
S1	379-0	380-5

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