CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	417-6	424-2	6-4	1.6%	420-6
High	417-6	425-6	8-0	1.9%	421-0
Low	413-0	419-4	6-4	1.6%	404-6
Close	415-2	422-0	6-6	1.6%	407-0
Range	4-6	6-2	1-4	31.6%	16-2
ATR	8-4	8-5	0-1	1.7%	0-0
Volume	8,020	9,876	1,856	23.1%	30,338

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	441-1	437-7	425-4
R3	434-7	431-5	423-6
R2	428-5	428-5	423-1
R1	425-3	425-3	422-5	423-7
PP	422-3	422-3	422-3	421-6
S1	419-1	419-1	421-3	417-5
S2	416-1	416-1	420-7
S3	409-7	412-7	420-2
S4	403-5	406-5	418-4

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	425-6	400-4	25-2	6.0%	7-4	1.8%	85%	True	False	7,124
10	425-6	400-4	25-2	6.0%	5-2	1.3%	85%	True	False	6,963
20	425-6	378-0	47-6	11.3%	5-6	1.4%	92%	True	False	7,888
40	425-6	363-4	62-2	14.8%	5-2	1.3%	94%	True	False	6,931
60	450-0	363-4	86-4	20.5%	5-4	1.3%	68%	False	False	5,772

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

Fibonacci Retracements and Extensions
4.250	452-2
2.618	442-1
1.618	435-7
1.000	432-0
0.618	429-5
HIGH	425-6
0.618	423-3
0.500	422-5
0.382	421-7
LOW	419-4
0.618	415-5
1.000	413-2
1.618	409-3
2.618	403-1
4.250	393-0

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	422-5	419-4
PP	422-3	417-1
S1	422-2	414-5

Download as Excel Spreadsheet

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

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