CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 08-Apr-2009

Day Change Summary
	Previous	Current
	07-Apr-2009	08-Apr-2009	Change	Change %	Previous Week
Open	420-2	419-6	-0-4	-0.1%	400-4
High	422-4	419-6	-2-6	-0.7%	425-6
Low	415-6	416-4	0-6	0.2%	400-4
Close	416-0	416-2	0-2	0.1%	423-4
Range	6-6	3-2	-3-4	-51.9%	25-2
ATR	8-0	7-6	-0-2	-3.8%	0-0
Volume	7,466	9,303	1,837	24.6%	44,017

Daily Pivots for day following 08-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	427-2	425-0	418-0
R3	424-0	421-6	417-1
R2	420-6	420-6	416-7
R1	418-4	418-4	416-4	418-0
PP	417-4	417-4	417-4	417-2
S1	415-2	415-2	416-0	414-6
S2	414-2	414-2	415-5
S3	411-0	412-0	415-3
S4	407-6	408-6	414-4

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	492-3	483-1	437-3
R3	467-1	457-7	430-4
R2	441-7	441-7	428-1
R1	432-5	432-5	425-7	437-2
PP	416-5	416-5	416-5	418-7
S1	407-3	407-3	421-1	412-0
S2	391-3	391-3	418-7
S3	366-1	382-1	416-4
S4	340-7	356-7	409-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	425-6	415-6	10-0	2.4%	4-6	1.1%	5%	False	False	9,172
10	425-6	400-4	25-2	6.1%	5-6	1.4%	62%	False	False	8,336
20	425-6	393-0	32-6	7.9%	5-0	1.2%	71%	False	False	7,988
40	425-6	363-4	62-2	15.0%	5-2	1.3%	85%	False	False	7,410
60	431-4	363-4	68-0	16.3%	5-4	1.3%	78%	False	False	6,107

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

Fibonacci Retracements and Extensions
4.250	433-4
2.618	428-2
1.618	425-0
1.000	423-0
0.618	421-6
HIGH	419-6
0.618	418-4
0.500	418-1
0.382	417-6
LOW	416-4
0.618	414-4
1.000	413-2
1.618	411-2
2.618	408-0
4.250	402-6

Fisher Pivots for day following 08-Apr-2009
Pivot	1 day	3 day
R1	418-1	420-1
PP	417-4	418-7
S1	416-7	417-4

Download as Excel Spreadsheet

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

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