CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Apr-2011 | 26-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 676-0 | 675-0 | -1-0 | -0.1% | 658-0 |  
                        | High | 682-6 | 679-0 | -3-6 | -0.5% | 683-0 |  
                        | Low | 676-0 | 672-0 | -4-0 | -0.6% | 652-4 |  
                        | Close | 681-4 | 675-6 | -5-6 | -0.8% | 665-4 |  
                        | Range | 6-6 | 7-0 | 0-2 | 3.7% | 30-4 |  
                        | ATR | 15-0 | 14-5 | -0-3 | -2.6% | 0-0 |  
                        | Volume | 43,086 | 52,949 | 9,863 | 22.9% | 261,919 |  | 
    
| 
        
            | Daily Pivots for day following 26-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 696-5 | 693-1 | 679-5 |  |  
                | R3 | 689-5 | 686-1 | 677-5 |  |  
                | R2 | 682-5 | 682-5 | 677-0 |  |  
                | R1 | 679-1 | 679-1 | 676-3 | 680-7 |  
                | PP | 675-5 | 675-5 | 675-5 | 676-4 |  
                | S1 | 672-1 | 672-1 | 675-1 | 673-7 |  
                | S2 | 668-5 | 668-5 | 674-4 |  |  
                | S3 | 661-5 | 665-1 | 673-7 |  |  
                | S4 | 654-5 | 658-1 | 671-7 |  |  | 
        
            | Weekly Pivots for week ending 22-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 758-4 | 742-4 | 682-2 |  |  
                | R3 | 728-0 | 712-0 | 673-7 |  |  
                | R2 | 697-4 | 697-4 | 671-1 |  |  
                | R1 | 681-4 | 681-4 | 668-2 | 689-4 |  
                | PP | 667-0 | 667-0 | 667-0 | 671-0 |  
                | S1 | 651-0 | 651-0 | 662-6 | 659-0 |  
                | S2 | 636-4 | 636-4 | 659-7 |  |  
                | S3 | 606-0 | 620-4 | 657-1 |  |  
                | S4 | 575-4 | 590-0 | 648-6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 683-0 | 652-4 | 30-4 | 4.5% | 12-3 | 1.8% | 76% | False | False | 60,192 |  
                | 10 | 683-0 | 627-2 | 55-6 | 8.3% | 13-6 | 2.0% | 87% | False | False | 57,012 |  
                | 20 | 683-0 | 592-0 | 91-0 | 13.5% | 11-0 | 1.6% | 92% | False | False | 56,783 |  
                | 40 | 683-0 | 548-0 | 135-0 | 20.0% | 11-6 | 1.7% | 95% | False | False | 50,972 |  
                | 60 | 683-0 | 548-0 | 135-0 | 20.0% | 11-2 | 1.7% | 95% | False | False | 45,553 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 708-6 |  
            | 2.618 | 697-3 |  
            | 1.618 | 690-3 |  
            | 1.000 | 686-0 |  
            | 0.618 | 683-3 |  
            | HIGH | 679-0 |  
            | 0.618 | 676-3 |  
            | 0.500 | 675-4 |  
            | 0.382 | 674-5 |  
            | LOW | 672-0 |  
            | 0.618 | 667-5 |  
            | 1.000 | 665-0 |  
            | 1.618 | 660-5 |  
            | 2.618 | 653-5 |  
            | 4.250 | 642-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 675-5 | 673-4 |  
                                | PP | 675-5 | 671-3 |  
                                | S1 | 675-4 | 669-1 |  |