CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 371-0 376-2 5-2 1.4% 383-4
High 371-0 382-0 11-0 3.0% 394-4
Low 367-0 376-2 9-2 2.5% 376-2
Close 368-4 381-6 13-2 3.6% 377-6
Range 4-0 5-6 1-6 43.8% 18-2
ATR 8-4 8-7 0-3 4.1% 0-0
Volume 8,741 7,922 -819 -9.4% 20,569
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 397-2 395-2 384-7
R3 391-4 389-4 383-3
R2 385-6 385-6 382-6
R1 383-6 383-6 382-2 384-6
PP 380-0 380-0 380-0 380-4
S1 378-0 378-0 381-2 379-0
S2 374-2 374-2 380-6
S3 368-4 372-2 380-1
S4 362-6 366-4 378-5
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
5 393-4 363-4 30-0 7.9% 5-0 1.3% 61% False False 5,694
10 394-4 363-4 31-0 8.1% 6-2 1.6% 59% False False 6,455
20 411-0 363-4 47-4 12.4% 5-1 1.4% 38% False False 5,644
40 455-0 363-4 91-4 24.0% 5-4 1.4% 20% False False 4,481
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
4.250 406-4
2.618 397-0
1.618 391-2
1.000 387-6
0.618 385-4
HIGH 382-0
0.618 379-6
0.500 379-1
0.382 378-4
LOW 376-2
0.618 372-6
1.000 370-4
1.618 367-0
2.618 361-2
4.250 351-6
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 380-7 378-6
PP 380-0 375-6
S1 379-1 372-6

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

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