CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	428-2	433-4	5-2	1.2%	429-4
High	434-4	433-6	-0-6	-0.2%	437-0
Low	424-0	424-4	0-4	0.1%	404-4
Close	435-6	433-4	-2-2	-0.5%	436-6
Range	10-4	9-2	-1-2	-11.9%	32-4
ATR	0-0	14-5	14-5		0-0
Volume	28,284	17,938	-10,346	-36.6%	74,547

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	458-3	455-1	438-5
R3	449-1	445-7	436-0
R2	439-7	439-7	435-2
R1	436-5	436-5	434-3	438-1
PP	430-5	430-5	430-5	431-2
S1	427-3	427-3	432-5	428-7
S2	421-3	421-3	431-6
S3	412-1	418-1	431-0
S4	402-7	408-7	428-3

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	447-4	405-0	42-4	9.8%	14-0	3.2%	67%	False	False	17,092
10	459-4	404-4	55-0	12.7%	11-4	2.7%	53%	False	False	15,361

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	2-4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	473-0
2.618	458-0
1.618	448-6
1.000	443-0
0.618	439-4
HIGH	433-6
0.618	430-2
0.500	429-1
0.382	428-0
LOW	424-4
0.618	418-6
1.000	415-2
1.618	409-4
2.618	400-2
4.250	385-2

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	432-0	435-6
PP	430-5	435-0
S1	429-1	434-2

Download as Excel Spreadsheet

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

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