CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Apr-2011 | 27-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 675-0 | 662-4 | -12-4 | -1.9% | 658-0 |  
                        | High | 679-0 | 668-0 | -11-0 | -1.6% | 683-0 |  
                        | Low | 672-0 | 658-4 | -13-4 | -2.0% | 652-4 |  
                        | Close | 675-6 | 667-2 | -8-4 | -1.3% | 665-4 |  
                        | Range | 7-0 | 9-4 | 2-4 | 35.7% | 30-4 |  
                        | ATR | 14-5 | 14-7 | 0-1 | 1.3% | 0-0 |  
                        | Volume | 52,949 | 68,960 | 16,011 | 30.2% | 261,919 |  | 
    
| 
        
            | Daily Pivots for day following 27-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 693-1 | 689-5 | 672-4 |  |  
                | R3 | 683-5 | 680-1 | 669-7 |  |  
                | R2 | 674-1 | 674-1 | 669-0 |  |  
                | R1 | 670-5 | 670-5 | 668-1 | 672-3 |  
                | PP | 664-5 | 664-5 | 664-5 | 665-4 |  
                | S1 | 661-1 | 661-1 | 666-3 | 662-7 |  
                | S2 | 655-1 | 655-1 | 665-4 |  |  
                | S3 | 645-5 | 651-5 | 664-5 |  |  
                | S4 | 636-1 | 642-1 | 662-0 |  |  | 
        
            | 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 | 4.6% | 12-7 | 1.9% | 48% | False | False | 62,066 |  
                | 10 | 683-0 | 635-0 | 48-0 | 7.2% | 12-6 | 1.9% | 67% | False | False | 60,245 |  
                | 20 | 683-0 | 592-0 | 91-0 | 13.6% | 11-1 | 1.7% | 83% | False | False | 58,416 |  
                | 40 | 683-0 | 548-0 | 135-0 | 20.2% | 11-6 | 1.8% | 88% | False | False | 52,156 |  
                | 60 | 683-0 | 548-0 | 135-0 | 20.2% | 11-2 | 1.7% | 88% | False | False | 46,213 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 708-3 |  
            | 2.618 | 692-7 |  
            | 1.618 | 683-3 |  
            | 1.000 | 677-4 |  
            | 0.618 | 673-7 |  
            | HIGH | 668-0 |  
            | 0.618 | 664-3 |  
            | 0.500 | 663-2 |  
            | 0.382 | 662-1 |  
            | LOW | 658-4 |  
            | 0.618 | 652-5 |  
            | 1.000 | 649-0 |  
            | 1.618 | 643-1 |  
            | 2.618 | 633-5 |  
            | 4.250 | 618-1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 665-7 | 670-5 |  
                                | PP | 664-5 | 669-4 |  
                                | S1 | 663-2 | 668-3 |  |