CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	433-0	425-4	-7-4	-1.7%	419-4
High	434-4	428-0	-6-4	-1.5%	434-0
Low	425-0	424-0	-1-0	-0.2%	416-0
Close	427-2	425-2	-2-0	-0.5%	428-0
Range	9-4	4-0	-5-4	-57.9%	18-0
ATR	10-2	9-6	-0-4	-4.3%	0-0
Volume	14,139	22,344	8,205	58.0%	143,826

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	437-6	435-4	427-4
R3	433-6	431-4	426-3
R2	429-6	429-6	426-0
R1	427-4	427-4	425-5	426-5
PP	425-6	425-6	425-6	425-2
S1	423-4	423-4	424-7	422-5
S2	421-6	421-6	424-4
S3	417-6	419-4	424-1
S4	413-6	415-4	423-0

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	480-0	472-0	437-7
R3	462-0	454-0	433-0
R2	444-0	444-0	431-2
R1	436-0	436-0	429-5	440-0
PP	426-0	426-0	426-0	428-0
S1	418-0	418-0	426-3	422-0
S2	408-0	408-0	424-6
S3	390-0	400-0	423-0
S4	372-0	382-0	418-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	434-4	416-0	18-4	4.4%	6-0	1.4%	50%	False	False	24,332
10	434-4	395-0	39-4	9.3%	8-2	1.9%	77%	False	False	27,301
20	434-4	375-4	59-0	13.9%	7-7	1.9%	84%	False	False	22,131
40	434-4	375-4	59-0	13.9%	8-0	1.9%	84%	False	False	18,849

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	445-0
2.618	438-4
1.618	434-4
1.000	432-0
0.618	430-4
HIGH	428-0
0.618	426-4
0.500	426-0
0.382	425-4
LOW	424-0
0.618	421-4
1.000	420-0
1.618	417-4
2.618	413-4
4.250	407-0

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	426-0	429-2
PP	425-6	427-7
S1	425-4	426-5

Download as Excel Spreadsheet

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

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