CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	395-2	388-0	-7-2	-1.8%	370-0
High	398-0	402-0	4-0	1.0%	382-0
Low	381-6	393-0	11-2	2.9%	363-4
Close	383-6	404-0	20-2	5.3%	379-2
Range	16-2	9-0	-7-2	-44.6%	18-4
ATR	9-4	10-1	0-5	6.7%	0-0
Volume	9,371	6,186	-3,185	-34.0%	37,503

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	426-5	424-3	409-0
R3	417-5	415-3	406-4
R2	408-5	408-5	405-5
R1	406-3	406-3	404-7	407-4
PP	399-5	399-5	399-5	400-2
S1	397-3	397-3	403-1	398-4
S2	390-5	390-5	402-3
S3	381-5	388-3	401-4
S4	372-5	379-3	399-0

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	402-0	378-0	24-0	5.9%	7-6	1.9%	108%	True	False	8,034
10	402-0	363-4	38-4	9.5%	6-2	1.5%	105%	True	False	7,536
20	404-0	363-4	40-4	10.0%	5-6	1.4%	100%	False	False	6,739
40	431-4	363-4	68-0	16.8%	5-4	1.4%	60%	False	False	5,266

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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	440-2
2.618	425-4
1.618	416-4
1.000	411-0
0.618	407-4
HIGH	402-0
0.618	398-4
0.500	397-4
0.382	396-4
LOW	393-0
0.618	387-4
1.000	384-0
1.618	378-4
2.618	369-4
4.250	354-6

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	401-7	400-0
PP	399-5	395-7
S1	397-4	391-7

Download as Excel Spreadsheet

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

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