CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	403-6	418-4	14-6	3.7%	418-4
High	415-0	423-4	8-4	2.0%	423-4
Low	403-6	416-2	12-4	3.1%	401-4
Close	415-2	421-6	6-4	1.6%	421-6
Range	11-2	7-2	-4-0	-35.6%	22-0
ATR	13-0	12-6	-0-3	-2.6%	0-0
Volume	24,195	15,674	-8,521	-35.2%	89,584

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	442-2	439-2	425-6
R3	435-0	432-0	423-6
R2	427-6	427-6	423-1
R1	424-6	424-6	422-3	426-2
PP	420-4	420-4	420-4	421-2
S1	417-4	417-4	421-1	419-0
S2	413-2	413-2	420-3
S3	406-0	410-2	419-6
S4	398-6	403-0	417-6

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	481-5	473-5	433-7
R3	459-5	451-5	427-6
R2	437-5	437-5	425-6
R1	429-5	429-5	423-6	433-5
PP	415-5	415-5	415-5	417-4
S1	407-5	407-5	419-6	411-5
S2	393-5	393-5	417-6
S3	371-5	385-5	415-6
S4	349-5	363-5	409-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	423-4	401-4	22-0	5.2%	9-3	2.2%	92%	True	False	17,916
10	445-4	401-4	44-0	10.4%	8-4	2.0%	46%	False	False	15,761
20	459-4	401-4	58-0	13.8%	10-2	2.4%	35%	False	False	15,708

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	454-2
2.618	442-4
1.618	435-2
1.000	430-6
0.618	428-0
HIGH	423-4
0.618	420-6
0.500	419-7
0.382	419-0
LOW	416-2
0.618	411-6
1.000	409-0
1.618	404-4
2.618	397-2
4.250	385-4

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	421-1	418-5
PP	420-4	415-5
S1	419-7	412-4

Download as Excel Spreadsheet

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

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