CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	422-4	419-0	-3-4	-0.8%	399-0
High	424-0	421-4	-2-4	-0.6%	419-0
Low	419-0	416-0	-3-0	-0.7%	395-0
Close	420-6	418-6	-2-0	-0.5%	418-0
Range	5-0	5-4	0-4	10.0%	24-0
ATR	10-7	10-4	-0-3	-3.5%	0-0
Volume	32,732	24,781	-7,951	-24.3%	125,632

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	435-2	432-4	421-6
R3	429-6	427-0	420-2
R2	424-2	424-2	419-6
R1	421-4	421-4	419-2	420-1
PP	418-6	418-6	418-6	418-0
S1	416-0	416-0	418-2	414-5
S2	413-2	413-2	417-6
S3	407-6	410-4	417-2
S4	402-2	405-0	415-6

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	399-6	27-0	6.4%	8-4	2.0%	70%	False	False	28,807
10	426-6	386-4	40-2	9.6%	7-6	1.9%	80%	False	False	24,244
20	426-6	375-4	51-2	12.2%	8-1	1.9%	84%	False	False	20,800
40	445-4	375-4	70-0	16.7%	8-3	2.0%	62%	False	False	18,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	1-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	444-7
2.618	435-7
1.618	430-3
1.000	427-0
0.618	424-7
HIGH	421-4
0.618	419-3
0.500	418-6
0.382	418-1
LOW	416-0
0.618	412-5
1.000	410-4
1.618	407-1
2.618	401-5
4.250	392-5

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	418-6	421-3
PP	418-6	420-4
S1	418-6	419-5

Download as Excel Spreadsheet

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

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