CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	394-0	404-6	10-6	2.7%	398-0
High	407-6	410-0	2-2	0.6%	398-6
Low	390-6	398-0	7-2	1.9%	382-0
Close	403-6	402-2	-1-4	-0.4%	389-6
Range	17-0	12-0	-5-0	-29.4%	16-6
ATR	11-0	11-1	0-1	0.6%	0-0
Volume	21,323	17,767	-3,556	-16.7%	67,384

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	439-3	432-7	408-7
R3	427-3	420-7	405-4
R2	415-3	415-3	404-4
R1	408-7	408-7	403-3	406-1
PP	403-3	403-3	403-3	402-0
S1	396-7	396-7	401-1	394-1
S2	391-3	391-3	400-0
S3	379-3	384-7	399-0
S4	367-3	372-7	395-5

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	410-0	382-0	28-0	7.0%	10-4	2.6%	72%	True	False	18,260
10	417-4	382-0	35-4	8.8%	8-6	2.2%	57%	False	False	17,138
20	430-0	382-0	48-0	11.9%	8-3	2.1%	42%	False	False	15,756

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	1-7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	461-0
2.618	441-3
1.618	429-3
1.000	422-0
0.618	417-3
HIGH	410-0
0.618	405-3
0.500	404-0
0.382	402-5
LOW	398-0
0.618	390-5
1.000	386-0
1.618	378-5
2.618	366-5
4.250	347-0

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	404-0	401-0
PP	403-3	399-5
S1	402-7	398-3

Download as Excel Spreadsheet

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

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