CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	425-0	418-4	-6-4	-1.5%	445-0
High	430-0	418-4	-11-4	-2.7%	445-4
Low	425-0	410-0	-15-0	-3.5%	419-0
Close	425-0	416-0	-9-0	-2.1%	425-0
Range	5-0	8-4	3-4	70.0%	26-4
ATR	13-0	13-1	0-1	1.1%	0-0
Volume	7,092	9,499	2,407	33.9%	68,029

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	440-3	436-5	420-5
R3	431-7	428-1	418-3
R2	423-3	423-3	417-4
R1	419-5	419-5	416-6	417-2
PP	414-7	414-7	414-7	413-5
S1	411-1	411-1	415-2	408-6
S2	406-3	406-3	414-4
S3	397-7	402-5	413-5
S4	389-3	394-1	411-3

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	432-0	410-0	22-0	5.3%	7-5	1.8%	27%	False	True	12,892
10	447-4	410-0	37-4	9.0%	10-3	2.5%	16%	False	True	15,090
20	471-4	404-4	67-0	16.1%	10-2	2.5%	17%	False	False	13,493

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 3 trading days

Fibonacci Retracements and Extensions
4.250	454-5
2.618	440-6
1.618	432-2
1.000	427-0
0.618	423-6
HIGH	418-4
0.618	415-2
0.500	414-2
0.382	413-2
LOW	410-0
0.618	404-6
1.000	401-4
1.618	396-2
2.618	387-6
4.250	373-7

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	415-3	420-0
PP	414-7	418-5
S1	414-2	417-3

Download as Excel Spreadsheet

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

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