CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	389-0	392-2	3-2	0.8%	382-0
High	391-4	394-0	2-4	0.6%	395-0
Low	386-4	389-4	3-0	0.8%	375-4
Close	387-6	390-6	3-0	0.8%	390-6
Range	5-0	4-4	-0-4	-10.0%	19-4
ATR	11-0	10-5	-0-3	-3.1%	0-0
Volume	18,678	14,707	-3,971	-21.3%	82,037

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	404-7	402-3	393-2
R3	400-3	397-7	392-0
R2	395-7	395-7	391-5
R1	393-3	393-3	391-1	392-3
PP	391-3	391-3	391-3	391-0
S1	388-7	388-7	390-3	387-7
S2	386-7	386-7	389-7
S3	382-3	384-3	389-4
S4	377-7	379-7	388-2

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	445-5	437-5	401-4
R3	426-1	418-1	396-1
R2	406-5	406-5	394-3
R1	398-5	398-5	392-4	402-5
PP	387-1	387-1	387-1	389-0
S1	379-1	379-1	389-0	383-1
S2	367-5	367-5	387-1
S3	348-1	359-5	385-3
S4	328-5	340-1	380-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	395-0	375-4	19-4	5.0%	5-6	1.5%	78%	False	False	16,407
10	410-0	375-4	34-4	8.8%	8-0	2.0%	44%	False	False	16,853
20	426-6	375-4	51-2	13.1%	7-7	2.0%	30%	False	False	15,958
40	459-4	375-4	84-0	21.5%	9-1	2.3%	18%	False	False	15,676

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-6
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	413-1
2.618	405-6
1.618	401-2
1.000	398-4
0.618	396-6
HIGH	394-0
0.618	392-2
0.500	391-6
0.382	391-2
LOW	389-4
0.618	386-6
1.000	385-0
1.618	382-2
2.618	377-6
4.250	370-3

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	391-6	390-6
PP	391-3	390-6
S1	391-1	390-6

Download as Excel Spreadsheet

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

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