CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	418-4	410-0	-8-4	-2.0%	445-0
High	418-4	411-0	-7-4	-1.8%	445-4
Low	410-0	401-6	-8-2	-2.0%	419-0
Close	416-0	406-2	-9-6	-2.3%	425-0
Range	8-4	9-2	0-6	8.8%	26-4
ATR	13-1	13-2	0-1	0.6%	0-0
Volume	9,499	11,266	1,767	18.6%	68,029

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	434-1	429-3	411-3
R3	424-7	420-1	408-6
R2	415-5	415-5	408-0
R1	410-7	410-7	407-1	408-5
PP	406-3	406-3	406-3	405-2
S1	401-5	401-5	405-3	399-3
S2	397-1	397-1	404-4
S3	387-7	392-3	403-6
S4	378-5	383-1	401-1

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	430-2	401-6	28-4	7.0%	7-4	1.9%	16%	False	True	13,136
10	445-4	401-6	43-6	10.8%	9-0	2.2%	10%	False	True	14,734
20	471-4	401-6	69-6	17.2%	10-2	2.5%	6%	False	True	13,841

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	450-2
2.618	435-2
1.618	426-0
1.000	420-2
0.618	416-6
HIGH	411-0
0.618	407-4
0.500	406-3
0.382	405-2
LOW	401-6
0.618	396-0
1.000	392-4
1.618	386-6
2.618	377-4
4.250	362-4

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	406-3	415-7
PP	406-3	412-5
S1	406-2	409-4

Download as Excel Spreadsheet

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

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