CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	418-0	412-0	-6-0	-1.4%	433-0
High	420-4	419-0	-1-4	-0.4%	434-4
Low	417-2	411-4	-5-6	-1.4%	416-6
Close	419-2	418-2	-1-0	-0.2%	419-2
Range	3-2	7-4	4-2	130.8%	17-6
ATR	9-1	9-0	-0-1	-1.1%	0-0
Volume	18,610	11,894	-6,716	-36.1%	104,775

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	438-6	436-0	422-3
R3	431-2	428-4	420-2
R2	423-6	423-6	419-5
R1	421-0	421-0	419-0	422-3
PP	416-2	416-2	416-2	417-0
S1	413-4	413-4	417-4	414-7
S2	408-6	408-6	416-7
S3	401-2	406-0	416-2
S4	393-6	398-4	414-1

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	476-6	465-6	429-0
R3	459-0	448-0	424-1
R2	441-2	441-2	422-4
R1	430-2	430-2	420-7	426-7
PP	423-4	423-4	423-4	421-6
S1	412-4	412-4	417-5	409-1
S2	405-6	405-6	416-0
S3	388-0	394-6	414-3
S4	370-2	377-0	409-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	428-0	411-4	16-4	3.9%	4-4	1.1%	41%	False	True	20,506
10	434-4	411-4	23-0	5.5%	5-3	1.3%	29%	False	True	23,457
20	434-4	378-2	56-2	13.4%	6-5	1.6%	71%	False	False	22,725
40	434-4	375-4	59-0	14.1%	7-6	1.8%	72%	False	False	19,480

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	450-7
2.618	438-5
1.618	431-1
1.000	426-4
0.618	423-5
HIGH	419-0
0.618	416-1
0.500	415-2
0.382	414-3
LOW	411-4
0.618	406-7
1.000	404-0
1.618	399-3
2.618	391-7
4.250	379-5

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	417-2	418-0
PP	416-2	417-6
S1	415-2	417-4

Download as Excel Spreadsheet

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

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