CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	420-4	421-4	1-0	0.2%	419-4
High	421-0	423-4	2-4	0.6%	434-0
Low	416-6	420-0	3-2	0.8%	416-0
Close	417-4	422-6	5-2	1.3%	428-0
Range	4-2	3-4	-0-6	-17.6%	18-0
ATR	9-5	9-3	-0-2	-2.7%	0-0
Volume	23,202	26,480	3,278	14.1%	143,826

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	432-5	431-1	424-5
R3	429-1	427-5	423-6
R2	425-5	425-5	423-3
R1	424-1	424-1	423-1	424-7
PP	422-1	422-1	422-1	422-4
S1	420-5	420-5	422-3	421-3
S2	418-5	418-5	422-1
S3	415-1	417-1	421-6
S4	411-5	413-5	420-7

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	4.2%	4-6	1.1%	34%	False	False	24,783
10	434-4	413-4	21-0	5.0%	5-5	1.3%	44%	False	False	26,643
20	434-4	375-4	59-0	14.0%	6-7	1.6%	80%	False	False	22,661
40	434-4	375-4	59-0	14.0%	7-5	1.8%	80%	False	False	19,208

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

Fibonacci Retracements and Extensions
4.250	438-3
2.618	432-5
1.618	429-1
1.000	427-0
0.618	425-5
HIGH	423-4
0.618	422-1
0.500	421-6
0.382	421-3
LOW	420-0
0.618	417-7
1.000	416-4
1.618	414-3
2.618	410-7
4.250	405-1

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	422-3	422-5
PP	422-1	422-4
S1	421-6	422-3

Download as Excel Spreadsheet

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

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