CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	370-0	371-0	1-0	0.3%	383-4
High	370-0	371-0	1-0	0.3%	394-4
Low	363-4	367-0	3-4	1.0%	376-2
Close	368-2	368-4	0-2	0.1%	377-6
Range	6-4	4-0	-2-4	-38.5%	18-2
ATR	8-7	8-4	-0-3	-3.9%	0-0
Volume	4,423	8,741	4,318	97.6%	20,569

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	380-7	378-5	370-6
R3	376-7	374-5	369-5
R2	372-7	372-7	369-2
R1	370-5	370-5	368-7	369-6
PP	368-7	368-7	368-7	368-3
S1	366-5	366-5	368-1	365-6
S2	364-7	364-7	367-6
S3	360-7	362-5	367-3
S4	356-7	358-5	366-2

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%	7-0	1.9%	16%	False	False	5,250
10	394-4	363-4	31-0	8.4%	6-0	1.6%	16%	False	False	6,236
20	411-0	363-4	47-4	12.9%	5-1	1.4%	11%	False	False	5,417
40	455-0	363-4	91-4	24.8%	5-5	1.5%	5%	False	False	4,325

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 3 trading days

Fibonacci Retracements and Extensions
4.250	388-0
2.618	381-4
1.618	377-4
1.000	375-0
0.618	373-4
HIGH	371-0
0.618	369-4
0.500	369-0
0.382	368-4
LOW	367-0
0.618	364-4
1.000	363-0
1.618	360-4
2.618	356-4
4.250	350-0

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	369-0	374-2
PP	368-7	372-3
S1	368-5	370-3

Download as Excel Spreadsheet

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

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