CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	387-4	389-0	1-4	0.4%	396-4
High	395-0	391-4	-3-4	-0.9%	410-0
Low	387-4	386-4	-1-0	-0.3%	386-6
Close	393-6	387-6	-6-0	-1.5%	391-0
Range	7-4	5-0	-2-4	-33.3%	23-2
ATR	11-2	11-0	-0-2	-2.6%	0-0
Volume	15,538	18,678	3,140	20.2%	86,497

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	403-5	400-5	390-4
R3	398-5	395-5	389-1
R2	393-5	393-5	388-5
R1	390-5	390-5	388-2	389-5
PP	388-5	388-5	388-5	388-0
S1	385-5	385-5	387-2	384-5
S2	383-5	383-5	386-7
S3	378-5	380-5	386-3
S4	373-5	375-5	385-0

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	397-0	375-4	21-4	5.5%	6-4	1.7%	57%	False	False	16,580
10	410-0	375-4	34-4	8.9%	8-4	2.2%	36%	False	False	17,420
20	426-6	375-4	51-2	13.2%	8-1	2.1%	24%	False	False	16,433
40	463-4	375-4	88-0	22.7%	9-1	2.4%	14%	False	False	15,721

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	412-6
2.618	404-5
1.618	399-5
1.000	396-4
0.618	394-5
HIGH	391-4
0.618	389-5
0.500	389-0
0.382	388-3
LOW	386-4
0.618	383-3
1.000	381-4
1.618	378-3
2.618	373-3
4.250	365-2

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	389-0	387-3
PP	388-5	387-0
S1	388-1	386-5

Download as Excel Spreadsheet

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

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