CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	408-0	400-0	-8-0	-2.0%	382-0
High	410-2	417-4	7-2	1.8%	395-0
Low	395-0	399-6	4-6	1.2%	375-4
Close	396-0	415-6	19-6	5.0%	390-6
Range	15-2	17-6	2-4	16.4%	19-4
ATR	11-2	12-0	0-6	6.5%	0-0
Volume	32,101	24,164	-7,937	-24.7%	82,037

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	464-2	457-6	425-4
R3	446-4	440-0	420-5
R2	428-6	428-6	419-0
R1	422-2	422-2	417-3	425-4
PP	411-0	411-0	411-0	412-5
S1	404-4	404-4	414-1	407-6
S2	393-2	393-2	412-4
S3	375-4	386-6	410-7
S4	357-6	369-0	406-0

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	417-4	389-4	28-0	6.7%	9-5	2.3%	94%	True	False	20,779
10	417-4	375-4	42-0	10.1%	8-0	1.9%	96%	True	False	18,679
20	417-4	375-4	42-0	10.1%	8-3	2.0%	96%	True	False	17,909
40	447-4	375-4	72-0	17.3%	9-2	2.2%	56%	False	False	16,579

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	1-1
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	493-0
2.618	464-0
1.618	446-2
1.000	435-2
0.618	428-4
HIGH	417-4
0.618	410-6
0.500	408-5
0.382	406-4
LOW	399-6
0.618	388-6
1.000	382-0
1.618	371-0
2.618	353-2
4.250	324-2

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	413-3	412-5
PP	411-0	409-3
S1	408-5	406-2

Download as Excel Spreadsheet

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

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