CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	406-0	408-0	2-0	0.5%	382-0
High	412-4	410-2	-2-2	-0.5%	395-0
Low	406-0	395-0	-11-0	-2.7%	375-4
Close	406-6	396-0	-10-6	-2.6%	390-6
Range	6-4	15-2	8-6	134.6%	19-4
ATR	11-0	11-2	0-2	2.8%	0-0
Volume	15,712	32,101	16,389	104.3%	82,037

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	446-1	436-3	404-3
R3	430-7	421-1	400-2
R2	415-5	415-5	398-6
R1	405-7	405-7	397-3	403-1
PP	400-3	400-3	400-3	399-0
S1	390-5	390-5	394-5	387-7
S2	385-1	385-1	393-2
S3	369-7	375-3	391-6
S4	354-5	360-1	387-5

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	6.6%	7-0	1.8%	37%	False	False	19,682
10	412-4	375-4	37-0	9.3%	7-4	1.9%	55%	False	False	18,040
20	419-0	375-4	43-4	11.0%	8-0	2.0%	47%	False	False	17,347
40	447-4	375-4	72-0	18.2%	9-2	2.3%	28%	False	False	16,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	475-0
2.618	450-1
1.618	434-7
1.000	425-4
0.618	419-5
HIGH	410-2
0.618	404-3
0.500	402-5
0.382	400-7
LOW	395-0
0.618	385-5
1.000	379-6
1.618	370-3
2.618	355-1
4.250	330-2

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	402-5	403-6
PP	400-3	401-1
S1	398-2	398-5

Download as Excel Spreadsheet

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

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