CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	430-4	445-0	14-4	3.4%	444-0
High	445-0	445-4	0-4	0.1%	447-4
Low	430-4	437-0	6-4	1.5%	424-0
Close	436-0	439-0	3-0	0.7%	436-0
Range	14-4	8-4	-6-0	-41.4%	23-4
ATR	14-5	14-2	-0-3	-2.5%	0-0
Volume	12,330	13,065	735	6.0%	73,372

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	466-0	461-0	443-5
R3	457-4	452-4	441-3
R2	449-0	449-0	440-4
R1	444-0	444-0	439-6	442-2
PP	440-4	440-4	440-4	439-5
S1	435-4	435-4	438-2	433-6
S2	432-0	432-0	437-4
S3	423-4	427-0	436-5
S4	415-0	418-4	434-3

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	506-3	494-5	448-7
R3	482-7	471-1	442-4
R2	459-3	459-3	440-2
R1	447-5	447-5	438-1	441-6
PP	435-7	435-7	435-7	432-7
S1	424-1	424-1	433-7	418-2
S2	412-3	412-3	431-6
S3	388-7	400-5	429-4
S4	365-3	377-1	423-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	447-4	424-0	23-4	5.4%	13-1	3.0%	64%	False	False	17,287
10	447-4	404-4	43-0	9.8%	12-1	2.8%	80%	False	False	16,098

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2-1
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	481-5
2.618	467-6
1.618	459-2
1.000	454-0
0.618	450-6
HIGH	445-4
0.618	442-2
0.500	441-2
0.382	440-2
LOW	437-0
0.618	431-6
1.000	428-4
1.618	423-2
2.618	414-6
4.250	400-7

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	441-2	437-5
PP	440-4	436-3
S1	439-6	435-0

Download as Excel Spreadsheet

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

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