CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 15-Apr-2009

Day Change Summary
	Previous	Current
	14-Apr-2009	15-Apr-2009	Change	Change %	Previous Week
Open	415-2	411-6	-3-4	-0.8%	421-0
High	415-2	411-6	-3-4	-0.8%	424-4
Low	410-4	403-0	-7-4	-1.8%	409-4
Close	413-2	403-6	-9-4	-2.3%	409-4
Range	4-6	8-6	4-0	84.2%	15-0
ATR	7-5	7-7	0-1	2.4%	0-0
Volume	6,859	21,037	14,178	206.7%	37,941

Daily Pivots for day following 15-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	432-3	426-7	408-4
R3	423-5	418-1	406-1
R2	414-7	414-7	405-3
R1	409-3	409-3	404-4	407-6
PP	406-1	406-1	406-1	405-3
S1	400-5	400-5	403-0	399-0
S2	397-3	397-3	402-1
S3	388-5	391-7	401-3
S4	379-7	383-1	399-0

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	459-4	449-4	417-6
R3	444-4	434-4	413-5
R2	429-4	429-4	412-2
R1	419-4	419-4	410-7	417-0
PP	414-4	414-4	414-4	413-2
S1	404-4	404-4	408-1	402-0
S2	399-4	399-4	406-6
S3	384-4	389-4	405-3
S4	369-4	374-4	401-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	419-6	402-4	17-2	4.3%	4-2	1.1%	7%	False	False	13,869
10	425-6	402-4	23-2	5.8%	4-5	1.2%	5%	False	False	11,392
20	425-6	400-4	25-2	6.3%	4-7	1.2%	13%	False	False	9,118
40	425-6	363-4	62-2	15.4%	5-3	1.3%	65%	False	False	8,350
60	431-4	363-4	68-0	16.8%	5-1	1.3%	59%	False	False	6,927

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	0-4
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	449-0
2.618	434-5
1.618	425-7
1.000	420-4
0.618	417-1
HIGH	411-6
0.618	408-3
0.500	407-3
0.382	406-3
LOW	403-0
0.618	397-5
1.000	394-2
1.618	388-7
2.618	380-1
4.250	365-6

Fisher Pivots for day following 15-Apr-2009
Pivot	1 day	3 day
R1	407-3	408-7
PP	406-1	407-1
S1	405-0	405-4

Download as Excel Spreadsheet

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

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