CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	399-0	406-0	7-0	1.8%	382-0
High	399-4	412-4	13-0	3.3%	395-0
Low	395-4	406-0	10-4	2.7%	375-4
Close	396-0	406-6	10-6	2.7%	390-6
Range	4-0	6-4	2-4	62.5%	19-4
ATR	10-4	11-0	0-3	4.0%	0-0
Volume	17,213	15,712	-1,501	-8.7%	82,037

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	427-7	423-7	410-3
R3	421-3	417-3	408-4
R2	414-7	414-7	408-0
R1	410-7	410-7	407-3	412-7
PP	408-3	408-3	408-3	409-4
S1	404-3	404-3	406-1	406-3
S2	401-7	401-7	405-4
S3	395-3	397-7	405-0
S4	388-7	391-3	403-1

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	412-4	386-4	26-0	6.4%	5-4	1.4%	78%	True	False	16,369
10	412-4	375-4	37-0	9.1%	7-5	1.9%	84%	True	False	16,962
20	423-4	375-4	48-0	11.8%	7-6	1.9%	65%	False	False	16,243
40	447-4	375-4	72-0	17.7%	9-0	2.2%	43%	False	False	16,048

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	440-1
2.618	429-4
1.618	423-0
1.000	419-0
0.618	416-4
HIGH	412-4
0.618	410-0
0.500	409-2
0.382	408-4
LOW	406-0
0.618	402-0
1.000	399-4
1.618	395-4
2.618	389-0
4.250	378-3

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	409-2	404-7
PP	408-3	402-7
S1	407-5	401-0

Download as Excel Spreadsheet

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

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