CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	416-0	417-4	1-4	0.4%	415-0
High	417-0	417-6	0-6	0.2%	428-2
Low	412-0	406-4	-5-4	-1.3%	406-4
Close	416-6	407-0	-9-6	-2.3%	407-0
Range	5-0	11-2	6-2	125.0%	21-6
ATR	9-3	9-4	0-1	1.5%	0-0
Volume	17,001	25,476	8,475	49.9%	123,259

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	444-1	436-7	413-2
R3	432-7	425-5	410-1
R2	421-5	421-5	409-0
R1	414-3	414-3	408-0	412-3
PP	410-3	410-3	410-3	409-4
S1	403-1	403-1	406-0	401-1
S2	399-1	399-1	405-0
S3	387-7	391-7	403-7
S4	376-5	380-5	400-6

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	479-1	464-7	419-0
R3	457-3	443-1	413-0
R2	435-5	435-5	411-0
R1	421-3	421-3	409-0	417-5
PP	413-7	413-7	413-7	412-0
S1	399-5	399-5	405-0	395-7
S2	392-1	392-1	403-0
S3	370-3	377-7	401-0
S4	348-5	356-1	395-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	428-2	406-4	21-6	5.3%	7-4	1.9%	2%	False	True	24,651
10	437-0	406-4	30-4	7.5%	8-1	2.0%	2%	False	True	23,621
20	437-4	406-4	31-0	7.6%	7-5	1.9%	2%	False	True	24,334
40	437-4	375-4	62-0	15.2%	8-0	2.0%	51%	False	False	22,682
60	445-4	375-4	70-0	17.2%	8-1	2.0%	45%	False	False	20,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	465-4
2.618	447-2
1.618	436-0
1.000	429-0
0.618	424-6
HIGH	417-6
0.618	413-4
0.500	412-1
0.382	410-6
LOW	406-4
0.618	399-4
1.000	395-2
1.618	388-2
2.618	377-0
4.250	358-6

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	412-1	414-4
PP	410-3	412-0
S1	408-6	409-4

Download as Excel Spreadsheet

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

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