CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	445-0	430-4	-14-4	-3.3%	444-0
High	445-4	432-0	-13-4	-3.0%	447-4
Low	437-0	422-4	-14-4	-3.3%	424-0
Close	439-0	423-0	-16-0	-3.6%	436-0
Range	8-4	9-4	1-0	11.8%	23-4
ATR	14-2	14-4	0-1	1.1%	0-0
Volume	13,065	10,049	-3,016	-23.1%	73,372

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	454-3	448-1	428-2
R3	444-7	438-5	425-5
R2	435-3	435-3	424-6
R1	429-1	429-1	423-7	427-4
PP	425-7	425-7	425-7	425-0
S1	419-5	419-5	422-1	418-0
S2	416-3	416-3	421-2
S3	406-7	410-1	420-3
S4	397-3	400-5	417-6

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	445-4	422-4	23-0	5.4%	10-4	2.5%	2%	False	True	16,333
10	447-4	404-4	43-0	10.2%	12-4	3.0%	43%	False	False	14,737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	472-3
2.618	456-7
1.618	447-3
1.000	441-4
0.618	437-7
HIGH	432-0
0.618	428-3
0.500	427-2
0.382	426-1
LOW	422-4
0.618	416-5
1.000	413-0
1.618	407-1
2.618	397-5
4.250	382-1

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	427-2	434-0
PP	425-7	430-3
S1	424-3	426-5

Download as Excel Spreadsheet

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

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