CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	388-0	394-0	6-0	1.5%	398-0
High	394-0	407-6	13-6	3.5%	398-6
Low	386-6	390-6	4-0	1.0%	382-0
Close	394-2	403-6	9-4	2.4%	389-6
Range	7-2	17-0	9-6	134.5%	16-6
ATR	10-4	11-0	0-4	4.4%	0-0
Volume	15,131	21,323	6,192	40.9%	67,384

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	451-6	444-6	413-1
R3	434-6	427-6	408-3
R2	417-6	417-6	406-7
R1	410-6	410-6	405-2	414-2
PP	400-6	400-6	400-6	402-4
S1	393-6	393-6	402-2	397-2
S2	383-6	383-6	400-5
S3	366-6	376-6	399-1
S4	349-6	359-6	394-3

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	440-3	431-7	399-0
R3	423-5	415-1	394-3
R2	406-7	406-7	392-7
R1	398-3	398-3	391-2	394-2
PP	390-1	390-1	390-1	388-1
S1	381-5	381-5	388-2	377-4
S2	373-3	373-3	386-5
S3	356-5	364-7	385-1
S4	339-7	348-1	380-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	407-6	382-0	25-6	6.4%	9-0	2.2%	84%	True	False	18,316
10	419-0	382-0	37-0	9.2%	8-4	2.1%	59%	False	False	16,655
20	430-2	382-0	48-2	12.0%	8-3	2.1%	45%	False	False	16,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-6
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	480-0
2.618	452-2
1.618	435-2
1.000	424-6
0.618	418-2
HIGH	407-6
0.618	401-2
0.500	399-2
0.382	397-2
LOW	390-6
0.618	380-2
1.000	373-6
1.618	363-2
2.618	346-2
4.250	318-4

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	402-2	401-5
PP	400-6	399-3
S1	399-2	397-2

Download as Excel Spreadsheet

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

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