CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 397-6 397-4 -0-2 -0.1% 428-4
High 397-6 397-4 -0-2 -0.1% 430-2
Low 392-0 392-0 0-0 0.0% 407-0
Close 393-2 389-0 -4-2 -1.1% 411-6
Range 5-6 5-4 -0-2 -4.3% 23-2
ATR 10-0 9-6 -0-3 -3.2% 0-0
Volume 3,370 3,327 -43 -1.3% 10,683
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 409-3 404-5 392-0
R3 403-7 399-1 390-4
R2 398-3 398-3 390-0
R1 393-5 393-5 389-4 393-2
PP 392-7 392-7 392-7 392-5
S1 388-1 388-1 388-4 387-6
S2 387-3 387-3 388-0
S3 381-7 382-5 387-4
S4 376-3 377-1 386-0
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 486-1 472-1 424-4
R3 462-7 448-7 418-1
R2 439-5 439-5 416-0
R1 425-5 425-5 413-7 421-0
PP 416-3 416-3 416-3 414-0
S1 402-3 402-3 409-5 397-6
S2 393-1 393-1 407-4
S3 369-7 379-1 405-3
S4 346-5 355-7 399-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 416-0 392-0 24-0 6.2% 4-2 1.1% -13% False True 2,248
10 430-4 392-0 38-4 9.9% 4-2 1.1% -8% False True 2,943
20 450-0 392-0 58-0 14.9% 5-6 1.5% -5% False True 3,455
Crabel Price Patterns
NR True
NR4 False
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 0-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 420-7
2.618 411-7
1.618 406-3
1.000 403-0
0.618 400-7
HIGH 397-4
0.618 395-3
0.500 394-6
0.382 394-1
LOW 392-0
0.618 388-5
1.000 386-4
1.618 383-1
2.618 377-5
4.250 368-5
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 394-6 398-0
PP 392-7 395-0
S1 390-7 392-0

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

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