CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	419-0	430-0	11-0	2.6%	399-0
High	421-4	434-0	12-4	3.0%	419-0
Low	416-0	426-0	10-0	2.4%	395-0
Close	418-6	428-2	9-4	2.3%	418-0
Range	5-4	8-0	2-4	45.5%	24-0
ATR	10-4	10-7	0-3	3.2%	0-0
Volume	24,781	22,647	-2,134	-8.6%	125,632

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	453-3	448-7	432-5
R3	445-3	440-7	430-4
R2	437-3	437-3	429-6
R1	432-7	432-7	429-0	431-1
PP	429-3	429-3	429-3	428-4
S1	424-7	424-7	427-4	423-1
S2	421-3	421-3	426-6
S3	413-3	416-7	426-0
S4	405-3	408-7	423-7

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	434-0	413-4	20-4	4.8%	6-4	1.5%	72%	True	False	28,503
10	434-0	389-4	44-4	10.4%	8-1	1.9%	87%	True	False	24,641
20	434-0	375-4	58-4	13.7%	8-2	1.9%	90%	True	False	21,030
40	445-4	375-4	70-0	16.3%	8-3	2.0%	75%	False	False	18,077

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	1-4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	468-0
2.618	455-0
1.618	447-0
1.000	442-0
0.618	439-0
HIGH	434-0
0.618	431-0
0.500	430-0
0.382	429-0
LOW	426-0
0.618	421-0
1.000	418-0
1.618	413-0
2.618	405-0
4.250	392-0

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	430-0	427-1
PP	429-3	426-1
S1	428-7	425-0

Download as Excel Spreadsheet

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

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