CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	405-6	400-4	-5-2	-1.3%	420-6
High	407-4	404-4	-3-0	-0.7%	421-0
Low	405-6	400-4	-5-2	-1.3%	404-6
Close	407-0	406-0	-1-0	-0.2%	407-0
Range	1-6	4-0	2-2	128.6%	16-2
ATR	7-4	7-3	-0-1	-0.9%	0-0
Volume	3,979	4,165	186	4.7%	30,338

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	415-5	414-7	408-2
R3	411-5	410-7	407-1
R2	407-5	407-5	406-6
R1	406-7	406-7	406-3	407-2
PP	403-5	403-5	403-5	403-7
S1	402-7	402-7	405-5	403-2
S2	399-5	399-5	405-2
S3	395-5	398-7	404-7
S4	391-5	394-7	403-6

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	414-0	400-4	13-4	3.3%	2-3	0.6%	41%	False	True	6,295
10	421-0	400-4	20-4	5.0%	3-2	0.8%	27%	False	True	6,580
20	421-0	367-0	54-0	13.3%	4-5	1.1%	72%	False	False	7,845
40	421-0	363-4	57-4	14.2%	4-7	1.2%	74%	False	False	6,467

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	421-4
2.618	415-0
1.618	411-0
1.000	408-4
0.618	407-0
HIGH	404-4
0.618	403-0
0.500	402-4
0.382	402-0
LOW	400-4
0.618	398-0
1.000	396-4
1.618	394-0
2.618	390-0
4.250	383-4

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	404-7	405-6
PP	403-5	405-4
S1	402-4	405-2

Download as Excel Spreadsheet

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

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