CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	395-0	382-0	-13-0	-3.3%	396-4
High	397-0	382-0	-15-0	-3.8%	410-0
Low	389-0	375-4	-13-4	-3.5%	386-6
Close	391-0	380-2	-10-6	-2.7%	391-0
Range	8-0	6-4	-1-4	-18.8%	23-2
ATR	11-2	11-4	0-2	2.7%	0-0
Volume	15,570	13,656	-1,914	-12.3%	86,497

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	398-6	396-0	383-7
R3	392-2	389-4	382-0
R2	385-6	385-6	381-4
R1	383-0	383-0	380-7	381-1
PP	379-2	379-2	379-2	378-2
S1	376-4	376-4	379-5	374-5
S2	372-6	372-6	379-0
S3	366-2	370-0	378-4
S4	359-6	363-4	376-5

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	375-4	34-4	9.1%	10-1	2.7%	14%	False	True	16,689
10	410-0	375-4	34-4	9.1%	8-6	2.3%	14%	False	True	16,753
20	426-6	375-4	51-2	13.5%	8-6	2.3%	9%	False	True	16,235

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	1-5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	409-5
2.618	399-0
1.618	392-4
1.000	388-4
0.618	386-0
HIGH	382-0
0.618	379-4
0.500	378-6
0.382	378-0
LOW	375-4
0.618	371-4
1.000	369-0
1.618	365-0
2.618	358-4
4.250	347-7

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	379-6	392-6
PP	379-2	388-5
S1	378-6	384-3

Download as Excel Spreadsheet

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

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