CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	424-6	425-0	0-2	0.1%	445-0
High	428-2	430-0	1-6	0.4%	445-4
Low	424-4	425-0	0-4	0.1%	419-0
Close	427-2	425-0	-2-2	-0.5%	425-0
Range	3-6	5-0	1-2	33.3%	26-4
ATR	13-5	13-0	-0-5	-4.5%	0-0
Volume	12,551	7,092	-5,459	-43.5%	68,029

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	441-5	438-3	427-6
R3	436-5	433-3	426-3
R2	431-5	431-5	425-7
R1	428-3	428-3	425-4	427-4
PP	426-5	426-5	426-5	426-2
S1	423-3	423-3	424-4	422-4
S2	421-5	421-5	424-1
S3	416-5	418-3	423-5
S4	411-5	413-3	422-2

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	509-3	493-5	439-5
R3	482-7	467-1	432-2
R2	456-3	456-3	429-7
R1	440-5	440-5	427-3	435-2
PP	429-7	429-7	429-7	427-1
S1	414-1	414-1	422-5	408-6
S2	403-3	403-3	420-1
S3	376-7	387-5	417-6
S4	350-3	361-1	410-3

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%	7-5	1.8%	23%	False	False	13,605
10	447-4	419-0	28-4	6.7%	11-3	2.7%	21%	False	False	15,487

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	1-0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	451-2
2.618	443-1
1.618	438-1
1.000	435-0
0.618	433-1
HIGH	430-0
0.618	428-1
0.500	427-4
0.382	426-7
LOW	425-0
0.618	421-7
1.000	420-0
1.618	416-7
2.618	411-7
4.250	403-6

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	427-4	424-7
PP	426-5	424-6
S1	425-7	424-5

Download as Excel Spreadsheet

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

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