CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	388-0	405-4	17-4	4.5%	386-4
High	402-0	406-4	4-4	1.1%	406-4
Low	393-0	402-6	9-6	2.5%	381-6
Close	404-0	406-4	2-4	0.6%	406-4
Range	9-0	3-6	-5-2	-58.3%	24-6
ATR	10-1	9-5	-0-4	-4.5%	0-0
Volume	6,186	15,941	9,755	157.7%	49,639

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	416-4	415-2	408-4
R3	412-6	411-4	407-4
R2	409-0	409-0	407-2
R1	407-6	407-6	406-7	408-3
PP	405-2	405-2	405-2	405-4
S1	404-0	404-0	406-1	404-5
S2	401-4	401-4	405-6
S3	397-6	400-2	405-4
S4	394-0	396-4	404-4

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	472-4	464-2	420-1
R3	447-6	439-4	413-2
R2	423-0	423-0	411-0
R1	414-6	414-6	408-6	418-7
PP	398-2	398-2	398-2	400-2
S1	390-0	390-0	404-2	394-1
S2	373-4	373-4	402-0
S3	348-6	365-2	399-6
S4	324-0	340-4	392-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	406-4	381-6	24-6	6.1%	7-6	1.9%	100%	True	False	9,927
10	406-4	363-4	43-0	10.6%	5-7	1.5%	100%	True	False	8,714
20	406-4	363-4	43-0	10.6%	5-6	1.4%	100%	True	False	7,190
40	431-4	363-4	68-0	16.7%	5-5	1.4%	63%	False	False	5,615

Crabel Price Patterns
NR	True
NR4	True
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	0-2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	422-4
2.618	416-3
1.618	412-5
1.000	410-2
0.618	408-7
HIGH	406-4
0.618	405-1
0.500	404-5
0.382	404-1
LOW	402-6
0.618	400-3
1.000	399-0
1.618	396-5
2.618	392-7
4.250	386-6

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	405-7	402-3
PP	405-2	398-2
S1	404-5	394-1

Download as Excel Spreadsheet

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

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