CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Apr-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Apr-2011 | 28-Apr-2011 | Change | Change % | Previous Week |  
                        | Open | 662-4 | 662-0 | -0-4 | -0.1% | 658-0 |  
                        | High | 668-0 | 663-2 | -4-6 | -0.7% | 683-0 |  
                        | Low | 658-4 | 637-2 | -21-2 | -3.2% | 652-4 |  
                        | Close | 667-2 | 637-4 | -29-6 | -4.5% | 665-4 |  
                        | Range | 9-4 | 26-0 | 16-4 | 173.7% | 30-4 |  
                        | ATR | 14-7 | 15-7 | 1-1 | 7.3% | 0-0 |  
                        | Volume | 68,960 | 77,204 | 8,244 | 12.0% | 261,919 |  | 
    
| 
        
            | Daily Pivots for day following 28-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 724-0 | 706-6 | 651-6 |  |  
                | R3 | 698-0 | 680-6 | 644-5 |  |  
                | R2 | 672-0 | 672-0 | 642-2 |  |  
                | R1 | 654-6 | 654-6 | 639-7 | 650-3 |  
                | PP | 646-0 | 646-0 | 646-0 | 643-6 |  
                | S1 | 628-6 | 628-6 | 635-1 | 624-3 |  
                | S2 | 620-0 | 620-0 | 632-6 |  |  
                | S3 | 594-0 | 602-6 | 630-3 |  |  
                | S4 | 568-0 | 576-6 | 623-2 |  |  | 
        
            | 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 | 682-6 | 637-2 | 45-4 | 7.1% | 12-0 | 1.9% | 1% | False | True | 64,496 |  
                | 10 | 683-0 | 637-2 | 45-6 | 7.2% | 13-5 | 2.1% | 1% | False | True | 61,992 |  
                | 20 | 683-0 | 625-2 | 57-6 | 9.1% | 12-0 | 1.9% | 21% | False | False | 60,307 |  
                | 40 | 683-0 | 548-0 | 135-0 | 21.2% | 12-1 | 1.9% | 66% | False | False | 53,483 |  
                | 60 | 683-0 | 548-0 | 135-0 | 21.2% | 11-5 | 1.8% | 66% | False | False | 46,994 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 773-6 |  
            | 2.618 | 731-3 |  
            | 1.618 | 705-3 |  
            | 1.000 | 689-2 |  
            | 0.618 | 679-3 |  
            | HIGH | 663-2 |  
            | 0.618 | 653-3 |  
            | 0.500 | 650-2 |  
            | 0.382 | 647-1 |  
            | LOW | 637-2 |  
            | 0.618 | 621-1 |  
            | 1.000 | 611-2 |  
            | 1.618 | 595-1 |  
            | 2.618 | 569-1 |  
            | 4.250 | 526-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Apr-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 650-2 | 658-1 |  
                                | PP | 646-0 | 651-2 |  
                                | S1 | 641-6 | 644-3 |  |