CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	400-4	412-6	12-2	3.1%	420-6
High	404-4	424-0	19-4	4.8%	421-0
Low	400-4	403-4	3-0	0.7%	404-6
Close	406-0	424-0	18-0	4.4%	407-0
Range	4-0	20-4	16-4	412.5%	16-2
ATR	7-3	8-3	0-7	12.7%	0-0
Volume	4,165	9,580	5,415	130.0%	30,338

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	478-5	471-7	435-2
R3	458-1	451-3	429-5
R2	437-5	437-5	427-6
R1	430-7	430-7	425-7	434-2
PP	417-1	417-1	417-1	418-7
S1	410-3	410-3	422-1	413-6
S2	396-5	396-5	420-2
S3	376-1	389-7	418-3
S4	355-5	369-3	412-6

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	424-0	400-4	23-4	5.5%	6-4	1.5%	100%	True	False	7,226
10	424-0	400-4	23-4	5.5%	5-1	1.2%	100%	True	False	6,845
20	424-0	376-2	47-6	11.3%	5-4	1.3%	100%	True	False	7,886
40	424-0	363-4	60-4	14.3%	5-2	1.3%	100%	True	False	6,652
60	455-0	363-4	91-4	21.6%	5-4	1.3%	66%	False	False	5,512

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	511-1
2.618	477-5
1.618	457-1
1.000	444-4
0.618	436-5
HIGH	424-0
0.618	416-1
0.500	413-6
0.382	411-3
LOW	403-4
0.618	390-7
1.000	383-0
1.618	370-3
2.618	349-7
4.250	316-3

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	420-5	420-1
PP	417-1	416-1
S1	413-6	412-2

Download as Excel Spreadsheet

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

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