CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	407-2	410-0	2-6	0.7%	386-4
High	415-0	411-0	-4-0	-1.0%	406-4
Low	407-2	409-2	2-0	0.5%	381-6
Close	410-0	409-2	-0-6	-0.2%	406-4
Range	7-6	1-6	-6-0	-77.4%	24-6
ATR	9-4	9-0	-0-4	-5.8%	0-0
Volume	8,379	6,929	-1,450	-17.3%	49,639

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	415-1	413-7	410-2
R3	413-3	412-1	409-6
R2	411-5	411-5	409-5
R1	410-3	410-3	409-3	410-1
PP	409-7	409-7	409-7	409-6
S1	408-5	408-5	409-1	408-3
S2	408-1	408-1	408-7
S3	406-3	406-7	408-6
S4	404-5	405-1	408-2

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	415-0	381-6	33-2	8.1%	7-6	1.9%	83%	False	False	9,361
10	415-0	376-2	38-6	9.5%	5-6	1.4%	85%	False	False	8,928
20	415-0	363-4	51-4	12.6%	5-7	1.4%	89%	False	False	7,582
40	431-4	363-4	68-0	16.6%	5-3	1.3%	67%	False	False	5,831

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

Fibonacci Retracements and Extensions
4.250	418-4
2.618	415-5
1.618	413-7
1.000	412-6
0.618	412-1
HIGH	411-0
0.618	410-3
0.500	410-1
0.382	409-7
LOW	409-2
0.618	408-1
1.000	407-4
1.618	406-3
2.618	404-5
4.250	401-6

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	410-1	409-1
PP	409-7	409-0
S1	409-4	408-7

Download as Excel Spreadsheet

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

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