CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	395-4	395-2	-0-2	-0.1%	370-0
High	400-0	398-0	-2-0	-0.5%	382-0
Low	394-0	381-6	-12-2	-3.1%	363-4
Close	394-4	383-6	-10-6	-2.7%	379-2
Range	6-0	16-2	10-2	170.8%	18-4
ATR	8-7	9-4	0-4	5.9%	0-0
Volume	3,529	9,371	5,842	165.5%	37,503

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	436-5	426-3	392-6
R3	420-3	410-1	388-2
R2	404-1	404-1	386-6
R1	393-7	393-7	385-2	390-7
PP	387-7	387-7	387-7	386-2
S1	377-5	377-5	382-2	374-5
S2	371-5	371-5	380-6
S3	355-3	361-3	379-2
S4	339-1	345-1	374-6

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	377-0	23-0	6.0%	6-0	1.6%	29%	False	False	8,785
10	400-0	363-4	36-4	9.5%	5-4	1.4%	55%	False	False	7,239
20	404-2	363-4	40-6	10.6%	5-4	1.4%	50%	False	False	6,831
40	431-4	363-4	68-0	17.7%	5-5	1.5%	30%	False	False	5,167

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 47 trading days

Fibonacci Retracements and Extensions
4.250	467-0
2.618	440-4
1.618	424-2
1.000	414-2
0.618	408-0
HIGH	398-0
0.618	391-6
0.500	389-7
0.382	388-0
LOW	381-6
0.618	371-6
1.000	365-4
1.618	355-4
2.618	339-2
4.250	312-6

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	389-7	390-7
PP	387-7	388-4
S1	385-6	386-1

Download as Excel Spreadsheet

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

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