CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	380-6	386-4	5-6	1.5%	370-0
High	382-0	387-2	5-2	1.4%	382-0
Low	378-0	383-4	5-4	1.5%	363-4
Close	379-2	384-0	4-6	1.3%	379-2
Range	4-0	3-6	-0-2	-6.3%	18-4
ATR	8-3	8-3	0-0	-0.3%	0-0
Volume	6,473	14,612	8,139	125.7%	37,503

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	396-1	393-7	386-0
R3	392-3	390-1	385-0
R2	388-5	388-5	384-6
R1	386-3	386-3	384-3	385-5
PP	384-7	384-7	384-7	384-4
S1	382-5	382-5	383-5	381-7
S2	381-1	381-1	383-2
S3	377-3	378-7	383-0
S4	373-5	375-1	382-0

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	430-3	423-3	389-3
R3	411-7	404-7	384-3
R2	393-3	393-3	382-5
R1	386-3	386-3	381-0	389-7
PP	374-7	374-7	374-7	376-6
S1	367-7	367-7	377-4	371-3
S2	356-3	356-3	375-7
S3	337-7	349-3	374-1
S4	319-3	330-7	369-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	387-2	367-0	20-2	5.3%	3-4	0.9%	84%	True	False	9,538
10	394-4	363-4	31-0	8.1%	5-3	1.4%	66%	False	False	6,898
20	411-0	363-4	47-4	12.4%	5-0	1.3%	43%	False	False	6,620
40	447-0	363-4	83-4	21.7%	5-2	1.4%	25%	False	False	5,122

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	403-2
2.618	397-1
1.618	393-3
1.000	391-0
0.618	389-5
HIGH	387-2
0.618	385-7
0.500	385-3
0.382	384-7
LOW	383-4
0.618	381-1
1.000	379-6
1.618	377-3
2.618	373-5
4.250	367-4

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	385-3	383-3
PP	384-7	382-6
S1	384-4	382-1

Download as Excel Spreadsheet

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

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