CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	386-4	395-4	9-0	2.3%	370-0
High	387-2	400-0	12-6	3.3%	382-0
Low	383-4	394-0	10-4	2.7%	363-4
Close	384-0	394-4	10-4	2.7%	379-2
Range	3-6	6-0	2-2	60.0%	18-4
ATR	8-3	8-7	0-4	6.5%	0-0
Volume	14,612	3,529	-11,083	-75.8%	37,503

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	414-1	410-3	397-6
R3	408-1	404-3	396-1
R2	402-1	402-1	395-5
R1	398-3	398-3	395-0	397-2
PP	396-1	396-1	396-1	395-5
S1	392-3	392-3	394-0	391-2
S2	390-1	390-1	393-3
S3	384-1	386-3	392-7
S4	378-1	380-3	391-2

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	400-0	376-2	23-6	6.0%	3-7	1.0%	77%	True	False	8,496
10	400-0	363-4	36-4	9.3%	5-4	1.4%	85%	True	False	6,873
20	410-2	363-4	46-6	11.9%	5-1	1.3%	66%	False	False	6,550
40	431-4	363-4	68-0	17.2%	5-2	1.3%	46%	False	False	5,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	425-4
2.618	415-6
1.618	409-6
1.000	406-0
0.618	403-6
HIGH	400-0
0.618	397-6
0.500	397-0
0.382	396-2
LOW	394-0
0.618	390-2
1.000	388-0
1.618	384-2
2.618	378-2
4.250	368-4

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	397-0	392-5
PP	396-1	390-7
S1	395-3	389-0

Download as Excel Spreadsheet

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

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