CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	410-0	406-0	-4-0	-1.0%	386-4
High	411-0	408-6	-2-2	-0.5%	406-4
Low	409-2	406-0	-3-2	-0.8%	381-6
Close	409-2	407-2	-2-0	-0.5%	406-4
Range	1-6	2-6	1-0	57.1%	24-6
ATR	9-0	8-5	-0-3	-4.6%	0-0
Volume	6,929	8,908	1,979	28.6%	49,639

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	415-5	414-1	408-6
R3	412-7	411-3	408-0
R2	410-1	410-1	407-6
R1	408-5	408-5	407-4	409-3
PP	407-3	407-3	407-3	407-6
S1	405-7	405-7	407-0	406-5
S2	404-5	404-5	406-6
S3	401-7	403-1	406-4
S4	399-1	400-3	405-6

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	393-0	22-0	5.4%	5-0	1.2%	65%	False	False	9,268
10	415-0	377-0	38-0	9.3%	5-4	1.4%	80%	False	False	9,027
20	415-0	363-4	51-4	12.6%	5-7	1.4%	85%	False	False	7,741
40	430-4	363-4	67-0	16.5%	5-1	1.2%	65%	False	False	6,024

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

Fibonacci Retracements and Extensions
4.250	420-4
2.618	416-0
1.618	413-2
1.000	411-4
0.618	410-4
HIGH	408-6
0.618	407-6
0.500	407-3
0.382	407-0
LOW	406-0
0.618	404-2
1.000	403-2
1.618	401-4
2.618	398-6
4.250	394-2

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	407-3	410-4
PP	407-3	409-3
S1	407-2	408-3

Download as Excel Spreadsheet

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

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