CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	430-4	419-0	-11-4	-2.7%	444-0
High	432-0	430-2	-1-6	-0.4%	447-4
Low	422-4	419-0	-3-4	-0.8%	424-0
Close	423-0	430-0	7-0	1.7%	436-0
Range	9-4	11-2	1-6	18.4%	23-4
ATR	14-4	14-2	-0-2	-1.6%	0-0
Volume	10,049	25,272	15,223	151.5%	73,372

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	460-1	456-3	436-2
R3	448-7	445-1	433-1
R2	437-5	437-5	432-0
R1	433-7	433-7	431-0	435-6
PP	426-3	426-3	426-3	427-3
S1	422-5	422-5	429-0	424-4
S2	415-1	415-1	428-0
S3	403-7	411-3	426-7
S4	392-5	400-1	423-6

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	419-0	26-4	6.2%	10-5	2.5%	42%	False	True	15,730
10	447-4	404-4	43-0	10.0%	12-2	2.8%	59%	False	False	16,126

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	1-6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	478-0
2.618	459-6
1.618	448-4
1.000	441-4
0.618	437-2
HIGH	430-2
0.618	426-0
0.500	424-5
0.382	423-2
LOW	419-0
0.618	412-0
1.000	407-6
1.618	400-6
2.618	389-4
4.250	371-2

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	428-2	432-2
PP	426-3	431-4
S1	424-5	430-6

Download as Excel Spreadsheet

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

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