CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	425-4	420-4	-5-0	-1.2%	419-4
High	428-0	421-0	-7-0	-1.6%	434-0
Low	424-0	416-6	-7-2	-1.7%	416-0
Close	425-2	417-4	-7-6	-1.8%	428-0
Range	4-0	4-2	0-2	6.3%	18-0
ATR	9-6	9-5	-0-1	-0.9%	0-0
Volume	22,344	23,202	858	3.8%	143,826

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	431-1	428-5	419-7
R3	426-7	424-3	418-5
R2	422-5	422-5	418-2
R1	420-1	420-1	417-7	419-2
PP	418-3	418-3	418-3	418-0
S1	415-7	415-7	417-1	415-0
S2	414-1	414-1	416-6
S3	409-7	411-5	416-3
S4	405-5	407-3	415-1

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	416-6	17-6	4.3%	5-6	1.4%	4%	False	True	24,016
10	434-4	399-6	34-6	8.3%	7-1	1.7%	51%	False	False	26,411
20	434-4	375-4	59-0	14.1%	7-2	1.7%	71%	False	False	22,225
40	434-4	375-4	59-0	14.1%	7-7	1.9%	71%	False	False	19,178

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	True
Bear Hook	False
Bull Hook	False
Stretch	1-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	439-0
2.618	432-1
1.618	427-7
1.000	425-2
0.618	423-5
HIGH	421-0
0.618	419-3
0.500	418-7
0.382	418-3
LOW	416-6
0.618	414-1
1.000	412-4
1.618	409-7
2.618	405-5
4.250	398-6

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	418-7	425-5
PP	418-3	422-7
S1	418-0	420-2

Download as Excel Spreadsheet

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

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