CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	419-4	422-4	3-0	0.7%	399-0
High	426-6	424-0	-2-6	-0.6%	419-0
Low	418-0	419-0	1-0	0.2%	395-0
Close	421-2	420-6	-0-4	-0.1%	418-0
Range	8-6	5-0	-3-6	-42.9%	24-0
ATR	11-3	10-7	-0-4	-4.0%	0-0
Volume	25,916	32,732	6,816	26.3%	125,632

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	436-2	433-4	423-4
R3	431-2	428-4	422-1
R2	426-2	426-2	421-5
R1	423-4	423-4	421-2	422-3
PP	421-2	421-2	421-2	420-6
S1	418-4	418-4	420-2	417-3
S2	416-2	416-2	419-7
S3	411-2	413-4	419-3
S4	406-2	408-4	418-0

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	482-5	474-3	431-2
R3	458-5	450-3	424-5
R2	434-5	434-5	422-3
R1	426-3	426-3	420-2	430-4
PP	410-5	410-5	410-5	412-6
S1	402-3	402-3	415-6	406-4
S2	386-5	386-5	413-5
S3	362-5	378-3	411-3
S4	338-5	354-3	404-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	426-6	395-0	31-6	7.5%	10-4	2.5%	81%	False	False	30,271
10	426-6	386-4	40-2	9.6%	8-0	1.9%	85%	False	False	23,320
20	426-6	375-4	51-2	12.2%	8-1	1.9%	88%	False	False	20,529
40	447-4	375-4	72-0	17.1%	8-7	2.1%	63%	False	False	17,969

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	445-2
2.618	437-1
1.618	432-1
1.000	429-0
0.618	427-1
HIGH	424-0
0.618	422-1
0.500	421-4
0.382	420-7
LOW	419-0
0.618	415-7
1.000	414-0
1.618	410-7
2.618	405-7
4.250	397-6

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	421-4	420-4
PP	421-2	420-3
S1	421-0	420-1

Download as Excel Spreadsheet

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

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