CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 16-Apr-2009

Day Change Summary
	Previous	Current
	15-Apr-2009	16-Apr-2009	Change	Change %	Previous Week
Open	411-6	404-4	-7-2	-1.8%	421-0
High	411-6	405-0	-6-6	-1.6%	424-4
Low	403-0	401-0	-2-0	-0.5%	409-4
Close	403-6	405-0	1-2	0.3%	409-4
Range	8-6	4-0	-4-6	-54.3%	15-0
ATR	7-7	7-5	-0-2	-3.5%	0-0
Volume	21,037	13,013	-8,024	-38.1%	37,941

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	415-5	414-3	407-2
R3	411-5	410-3	406-1
R2	407-5	407-5	405-6
R1	406-3	406-3	405-3	407-0
PP	403-5	403-5	403-5	404-0
S1	402-3	402-3	404-5	403-0
S2	399-5	399-5	404-2
S3	395-5	398-3	403-7
S4	391-5	394-3	402-6

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	415-2	401-0	14-2	3.5%	4-4	1.1%	28%	False	True	14,611
10	425-6	401-0	24-6	6.1%	4-5	1.1%	16%	False	True	11,891
20	425-6	400-4	25-2	6.2%	4-7	1.2%	18%	False	False	9,324
40	425-6	363-4	62-2	15.4%	5-3	1.3%	67%	False	False	8,532
60	430-4	363-4	67-0	16.5%	5-0	1.2%	62%	False	False	7,124

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	422-0
2.618	415-4
1.618	411-4
1.000	409-0
0.618	407-4
HIGH	405-0
0.618	403-4
0.500	403-0
0.382	402-4
LOW	401-0
0.618	398-4
1.000	397-0
1.618	394-4
2.618	390-4
4.250	384-0

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	404-3	408-1
PP	403-5	407-1
S1	403-0	406-0

Download as Excel Spreadsheet

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

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