CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	407-6	407-4	-0-2	-0.1%	407-2
High	408-2	410-0	1-6	0.4%	420-0
Low	404-6	407-4	2-6	0.7%	406-0
Close	405-2	410-4	5-2	1.3%	416-0
Range	3-4	2-4	-1-0	-28.6%	14-0
ATR	7-7	7-5	-0-2	-2.8%	0-0
Volume	6,651	11,757	5,106	76.8%	39,678

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	416-7	416-1	411-7
R3	414-3	413-5	411-2
R2	411-7	411-7	411-0
R1	411-1	411-1	410-6	411-4
PP	409-3	409-3	409-3	409-4
S1	408-5	408-5	410-2	409-0
S2	406-7	406-7	410-0
S3	404-3	406-1	409-6
S4	401-7	403-5	409-1

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	404-6	16-2	4.0%	3-1	0.8%	35%	False	False	6,802
10	421-0	402-6	18-2	4.4%	3-6	0.9%	42%	False	False	8,197
20	421-0	363-4	57-4	14.0%	5-0	1.2%	82%	False	False	7,867
40	421-0	363-4	57-4	14.0%	4-7	1.2%	82%	False	False	6,322

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	420-5
2.618	416-4
1.618	414-0
1.000	412-4
0.618	411-4
HIGH	410-0
0.618	409-0
0.500	408-6
0.382	408-4
LOW	407-4
0.618	406-0
1.000	405-0
1.618	403-4
2.618	401-0
4.250	396-7

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	409-7	410-1
PP	409-3	409-6
S1	408-6	409-3

Download as Excel Spreadsheet

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

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