CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	381-2	370-0	-11-2	-3.0%	383-4
High	385-0	370-0	-15-0	-3.9%	394-4
Low	378-0	363-4	-14-4	-3.8%	376-2
Close	377-6	368-2	-9-4	-2.5%	377-6
Range	7-0	6-4	-0-4	-7.1%	18-2
ATR	8-4	8-7	0-3	4.8%	0-0
Volume	4,163	4,423	260	6.2%	20,569

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	386-6	384-0	371-7
R3	380-2	377-4	370-0
R2	373-6	373-6	369-4
R1	371-0	371-0	368-7	369-1
PP	367-2	367-2	367-2	366-2
S1	364-4	364-4	367-5	362-5
S2	360-6	360-6	367-0
S3	354-2	358-0	366-4
S4	347-6	351-4	364-5

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	363-4	31-0	8.4%	7-2	2.0%	15%	False	True	4,258
10	394-4	363-4	31-0	8.4%	6-1	1.7%	15%	False	True	5,527
20	411-0	363-4	47-4	12.9%	5-1	1.4%	10%	False	True	5,090

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	397-5
2.618	387-0
1.618	380-4
1.000	376-4
0.618	374-0
HIGH	370-0
0.618	367-4
0.500	366-6
0.382	366-0
LOW	363-4
0.618	359-4
1.000	357-0
1.618	353-0
2.618	346-4
4.250	335-7

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	367-6	378-4
PP	367-2	375-1
S1	366-6	371-5

Download as Excel Spreadsheet

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

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