CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	420-6	413-6	-7-0	-1.7%	407-2
High	421-0	414-0	-7-0	-1.7%	420-0
Low	413-4	413-6	0-2	0.1%	406-0
Close	415-4	413-2	-2-2	-0.5%	416-0
Range	7-4	0-2	-7-2	-96.7%	14-0
ATR	8-2	7-7	-0-4	-5.6%	0-0
Volume	3,024	4,927	1,903	62.9%	39,678

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	414-3	414-1	413-3
R3	414-1	413-7	413-3
R2	413-7	413-7	413-2
R1	413-5	413-5	413-2	413-5
PP	413-5	413-5	413-5	413-6
S1	413-3	413-3	413-2	413-3
S2	413-3	413-3	413-2
S3	413-1	413-1	413-1
S4	412-7	412-7	413-1

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	421-0	406-0	15-0	3.6%	3-6	0.9%	48%	False	False	6,464
10	421-0	381-6	39-2	9.5%	5-6	1.4%	80%	False	False	7,912
20	421-0	363-4	57-4	13.9%	5-5	1.4%	87%	False	False	7,392
40	421-0	363-4	57-4	13.9%	5-1	1.2%	87%	False	False	6,014

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-1
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	415-0
2.618	414-5
1.618	414-3
1.000	414-2
0.618	414-1
HIGH	414-0
0.618	413-7
0.500	413-7
0.382	413-7
LOW	413-6
0.618	413-5
1.000	413-4
1.618	413-3
2.618	413-1
4.250	412-6

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	413-7	417-2
PP	413-5	415-7
S1	413-4	414-5

Download as Excel Spreadsheet

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

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