CME Pit-Traded Corn Future December 2009

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

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	409-0	419-0	10-0	2.4%	429-4
High	414-4	437-0	22-4	5.4%	437-0
Low	405-0	419-0	14-0	3.5%	404-4
Close	411-0	436-6	25-6	6.3%	436-6
Range	9-4	18-0	8-4	89.5%	32-4
ATR
Volume	10,942	13,477	2,535	23.2%	74,547

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	484-7	478-7	446-5
R3	466-7	460-7	441-6
R2	448-7	448-7	440-0
R1	442-7	442-7	438-3	445-7
PP	430-7	430-7	430-7	432-4
S1	424-7	424-7	435-1	427-7
S2	412-7	412-7	433-4
S3	394-7	406-7	431-6
S4	376-7	388-7	426-7

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	523-5	512-5	454-5
R3	491-1	480-1	445-6
R2	458-5	458-5	442-6
R1	447-5	447-5	439-6	453-1
PP	426-1	426-1	426-1	428-6
S1	415-1	415-1	433-6	420-5
S2	393-5	393-5	430-6
S3	361-1	382-5	427-6
S4	328-5	350-1	418-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	437-0	404-4	32-4	7.4%	11-1	2.5%	99%	True	False	14,909
10	471-4	404-4	67-0	15.3%	10-1	2.3%	48%	False	False	11,897

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	2-2
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	513-4
2.618	484-1
1.618	466-1
1.000	455-0
0.618	448-1
HIGH	437-0
0.618	430-1
0.500	428-0
0.382	425-7
LOW	419-0
0.618	407-7
1.000	401-0
1.618	389-7
2.618	371-7
4.250	342-4

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	433-7	431-3
PP	430-7	426-1
S1	428-0	420-6

Download as Excel Spreadsheet

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

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