CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	419-4	416-0	-3-4	-0.8%	407-2
High	420-0	417-0	-3-0	-0.7%	420-0
Low	413-6	415-2	1-4	0.4%	406-0
Close	416-2	416-0	-0-2	-0.1%	416-0
Range	6-2	1-6	-4-4	-72.0%	14-0
ATR	8-7	8-3	-0-4	-5.7%	0-0
Volume	7,809	7,653	-156	-2.0%	39,678

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	421-3	420-3	417-0
R3	419-5	418-5	416-4
R2	417-7	417-7	416-3
R1	416-7	416-7	416-1	416-7
PP	416-1	416-1	416-1	416-0
S1	415-1	415-1	415-7	415-1
S2	414-3	414-3	415-5
S3	412-5	413-3	415-4
S4	410-7	411-5	415-0

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	456-0	450-0	423-6
R3	442-0	436-0	419-7
R2	428-0	428-0	418-5
R1	422-0	422-0	417-2	425-0
PP	414-0	414-0	414-0	415-4
S1	408-0	408-0	414-6	411-0
S2	400-0	400-0	413-3
S3	386-0	394-0	412-1
S4	372-0	380-0	408-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	420-0	406-0	14-0	3.4%	4-0	1.0%	71%	False	False	7,935
10	420-0	381-6	38-2	9.2%	5-7	1.4%	90%	False	False	8,931
20	420-0	363-4	56-4	13.6%	5-6	1.4%	93%	False	False	7,369
40	430-4	363-4	67-0	16.1%	5-1	1.2%	78%	False	False	5,942

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

Fibonacci Retracements and Extensions
4.250	424-4
2.618	421-5
1.618	419-7
1.000	418-6
0.618	418-1
HIGH	417-0
0.618	416-3
0.500	416-1
0.382	415-7
LOW	415-2
0.618	414-1
1.000	413-4
1.618	412-3
2.618	410-5
4.250	407-6

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	416-1	415-0
PP	416-1	414-0
S1	416-0	413-0

Download as Excel Spreadsheet

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

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