CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	404-6	395-0	-9-6	-2.4%	396-4
High	410-0	397-0	-13-0	-3.2%	410-0
Low	398-0	389-0	-9-0	-2.3%	386-6
Close	402-2	391-0	-11-2	-2.8%	391-0
Range	12-0	8-0	-4-0	-33.3%	23-2
ATR	11-1	11-2	0-1	1.4%	0-0
Volume	17,767	15,570	-2,197	-12.4%	86,497

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	416-3	411-5	395-3
R3	408-3	403-5	393-2
R2	400-3	400-3	392-4
R1	395-5	395-5	391-6	394-0
PP	392-3	392-3	392-3	391-4
S1	387-5	387-5	390-2	386-0
S2	384-3	384-3	389-4
S3	376-3	379-5	388-6
S4	368-3	371-5	386-5

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	465-5	451-5	403-6
R3	442-3	428-3	397-3
R2	419-1	419-1	395-2
R1	405-1	405-1	393-1	400-4
PP	395-7	395-7	395-7	393-5
S1	381-7	381-7	388-7	377-2
S2	372-5	372-5	386-6
S3	349-3	358-5	384-5
S4	326-1	335-3	378-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	410-0	386-6	23-2	5.9%	10-1	2.6%	18%	False	False	17,299
10	410-2	382-0	28-2	7.2%	8-5	2.2%	32%	False	False	17,450
20	430-0	382-0	48-0	12.3%	8-5	2.2%	19%	False	False	15,906

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	1-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	431-0
2.618	418-0
1.618	410-0
1.000	405-0
0.618	402-0
HIGH	397-0
0.618	394-0
0.500	393-0
0.382	392-0
LOW	389-0
0.618	384-0
1.000	381-0
1.618	376-0
2.618	368-0
4.250	355-0

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	393-0	399-4
PP	392-3	396-5
S1	391-5	393-7

Download as Excel Spreadsheet

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

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