CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	388-0	391-4	3-4	0.9%	422-0
High	391-2	395-4	4-2	1.1%	426-6
Low	386-0	390-6	4-6	1.2%	405-4
Close	387-4	393-6	6-2	1.6%	405-4
Range	5-2	4-6	-0-4	-9.5%	21-2
ATR	11-2	11-0	-0-2	-2.1%	0-0
Volume	19,343	18,050	-1,293	-6.7%	67,582

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	407-5	405-3	396-3
R3	402-7	400-5	395-0
R2	398-1	398-1	394-5
R1	395-7	395-7	394-1	397-0
PP	393-3	393-3	393-3	393-7
S1	391-1	391-1	393-3	392-2
S2	388-5	388-5	392-7
S3	383-7	386-3	392-4
S4	379-1	381-5	391-1

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	476-3	462-1	417-2
R3	455-1	440-7	411-3
R2	433-7	433-7	409-3
R1	419-5	419-5	407-4	416-1
PP	412-5	412-5	412-5	410-6
S1	398-3	398-3	403-4	394-7
S2	391-3	391-3	401-5
S3	370-1	377-1	399-5
S4	348-7	355-7	393-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	417-4	386-0	31-4	8.0%	7-1	1.8%	25%	False	False	16,016
10	426-6	386-0	40-6	10.3%	7-7	2.0%	19%	False	False	15,446
20	445-4	386-0	59-4	15.1%	8-4	2.1%	13%	False	False	15,123

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	1-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	415-6
2.618	407-7
1.618	403-1
1.000	400-2
0.618	398-3
HIGH	395-4
0.618	393-5
0.500	393-1
0.382	392-5
LOW	390-6
0.618	387-7
1.000	386-0
1.618	383-1
2.618	378-3
4.250	370-4

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	393-4	393-2
PP	393-3	392-7
S1	393-1	392-3

Download as Excel Spreadsheet

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

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