CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	430-0	435-0	5-0	1.2%	433-0
High	432-0	437-4	5-4	1.3%	434-4
Low	424-0	431-0	7-0	1.7%	416-6
Close	427-2	433-6	6-4	1.5%	419-2
Range	8-0	6-4	-1-4	-18.8%	17-6
ATR	10-1	10-1	0-0	0.1%	0-0
Volume	41,419	27,473	-13,946	-33.7%	104,775

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	453-5	450-1	437-3
R3	447-1	443-5	435-4
R2	440-5	440-5	435-0
R1	437-1	437-1	434-3	435-5
PP	434-1	434-1	434-1	433-2
S1	430-5	430-5	433-1	429-1
S2	427-5	427-5	432-4
S3	421-1	424-1	432-0
S4	414-5	417-5	430-1

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	437-4	411-4	26-0	6.0%	9-5	2.2%	86%	True	False	25,312
10	437-4	411-4	26-0	6.0%	7-2	1.7%	86%	True	False	25,047
20	437-4	389-4	48-0	11.1%	7-5	1.8%	92%	True	False	24,844
40	437-4	375-4	62-0	14.3%	7-7	1.8%	94%	True	False	20,638
60	463-4	375-4	88-0	20.3%	8-5	2.0%	66%	False	False	18,762

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	465-1
2.618	454-4
1.618	448-0
1.000	444-0
0.618	441-4
HIGH	437-4
0.618	435-0
0.500	434-2
0.382	433-4
LOW	431-0
0.618	427-0
1.000	424-4
1.618	420-4
2.618	414-0
4.250	403-3

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	434-2	431-1
PP	434-1	428-3
S1	433-7	425-6

Download as Excel Spreadsheet

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

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