CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	407-4	405-6	-1-6	-0.4%	420-6
High	410-0	407-4	-2-4	-0.6%	421-0
Low	407-4	405-6	-1-6	-0.4%	404-6
Close	410-4	407-0	-3-4	-0.9%	407-0
Range	2-4	1-6	-0-6	-30.0%	16-2
ATR	7-5	7-4	-0-2	-2.7%	0-0
Volume	11,757	3,979	-7,778	-66.2%	30,338

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	412-0	411-2	408-0
R3	410-2	409-4	407-4
R2	408-4	408-4	407-3
R1	407-6	407-6	407-1	408-1
PP	406-6	406-6	406-6	407-0
S1	406-0	406-0	406-7	406-3
S2	405-0	405-0	406-5
S3	403-2	404-2	406-4
S4	401-4	402-4	406-0

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	459-5	449-5	416-0
R3	443-3	433-3	411-4
R2	427-1	427-1	410-0
R1	417-1	417-1	408-4	414-0
PP	410-7	410-7	410-7	409-3
S1	400-7	400-7	405-4	397-6
S2	394-5	394-5	404-0
S3	378-3	384-5	402-4
S4	362-1	368-3	398-0

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%	14%	False	False	6,067
10	421-0	404-6	16-2	4.0%	3-5	0.9%	14%	False	False	7,001
20	421-0	363-4	57-4	14.1%	4-6	1.2%	76%	False	False	7,857
40	421-0	363-4	57-4	14.1%	4-7	1.2%	76%	False	False	6,402

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	415-0
2.618	412-1
1.618	410-3
1.000	409-2
0.618	408-5
HIGH	407-4
0.618	406-7
0.500	406-5
0.382	406-3
LOW	405-6
0.618	404-5
1.000	404-0
1.618	402-7
2.618	401-1
4.250	398-2

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	406-7	407-3
PP	406-6	407-2
S1	406-5	407-1

Download as Excel Spreadsheet

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

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