CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 01-Apr-2009

Day Change Summary
	Previous	Current
	31-Mar-2009	01-Apr-2009	Change	Change %	Previous Week
Open	412-6	417-6	5-0	1.2%	420-6
High	424-0	417-6	-6-2	-1.5%	421-0
Low	403-4	413-0	9-4	2.4%	404-6
Close	424-0	415-2	-8-6	-2.1%	407-0
Range	20-4	4-6	-15-6	-76.8%	16-2
ATR	8-3	8-4	0-2	2.3%	0-0
Volume	9,580	8,020	-1,560	-16.3%	30,338

Daily Pivots for day following 01-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	429-5	427-1	417-7
R3	424-7	422-3	416-4
R2	420-1	420-1	416-1
R1	417-5	417-5	415-5	416-4
PP	415-3	415-3	415-3	414-6
S1	412-7	412-7	414-7	411-6
S2	410-5	410-5	414-3
S3	405-7	408-1	414-0
S4	401-1	403-3	412-5

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	5.7%	6-6	1.6%	63%	False	False	7,500
10	424-0	400-4	23-4	5.7%	5-2	1.3%	63%	False	False	6,756
20	424-0	377-0	47-0	11.3%	5-3	1.3%	81%	False	False	7,891
40	424-0	363-4	60-4	14.6%	5-2	1.3%	86%	False	False	6,768
60	455-0	363-4	91-4	22.0%	5-4	1.3%	57%	False	False	5,618

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

Fibonacci Retracements and Extensions
4.250	438-0
2.618	430-1
1.618	425-3
1.000	422-4
0.618	420-5
HIGH	417-6
0.618	415-7
0.500	415-3
0.382	414-7
LOW	413-0
0.618	410-1
1.000	408-2
1.618	405-3
2.618	400-5
4.250	392-6

Fisher Pivots for day following 01-Apr-2009
Pivot	1 day	3 day
R1	415-3	414-2
PP	415-3	413-2
S1	415-2	412-2

Download as Excel Spreadsheet

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

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