CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Apr-2011 | 02-May-2011 | Change | Change % | Previous Week |  
                        | Open | 647-4 | 667-0 | 19-4 | 3.0% | 676-0 |  
                        | High | 670-4 | 673-0 | 2-4 | 0.4% | 682-6 |  
                        | Low | 644-2 | 660-0 | 15-6 | 2.4% | 637-2 |  
                        | Close | 669-4 | 661-2 | -8-2 | -1.2% | 669-4 |  
                        | Range | 26-2 | 13-0 | -13-2 | -50.5% | 45-4 |  
                        | ATR | 17-1 | 16-7 | -0-2 | -1.7% | 0-0 |  
                        | Volume | 92,984 | 61,795 | -31,189 | -33.5% | 335,183 |  | 
    
| 
        
            | Daily Pivots for day following 02-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 703-6 | 695-4 | 668-3 |  |  
                | R3 | 690-6 | 682-4 | 664-7 |  |  
                | R2 | 677-6 | 677-6 | 663-5 |  |  
                | R1 | 669-4 | 669-4 | 662-4 | 667-1 |  
                | PP | 664-6 | 664-6 | 664-6 | 663-4 |  
                | S1 | 656-4 | 656-4 | 660-0 | 654-1 |  
                | S2 | 651-6 | 651-6 | 658-7 |  |  
                | S3 | 638-6 | 643-4 | 657-5 |  |  
                | S4 | 625-6 | 630-4 | 654-1 |  |  | 
        
            | Weekly Pivots for week ending 29-Apr-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 799-5 | 780-1 | 694-4 |  |  
                | R3 | 754-1 | 734-5 | 682-0 |  |  
                | R2 | 708-5 | 708-5 | 677-7 |  |  
                | R1 | 689-1 | 689-1 | 673-5 | 676-1 |  
                | PP | 663-1 | 663-1 | 663-1 | 656-6 |  
                | S1 | 643-5 | 643-5 | 665-3 | 630-5 |  
                | S2 | 617-5 | 617-5 | 661-1 |  |  
                | S3 | 572-1 | 598-1 | 657-0 |  |  
                | S4 | 526-5 | 552-5 | 644-4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 679-0 | 637-2 | 41-6 | 6.3% | 16-3 | 2.5% | 57% | False | False | 70,778 |  
                | 10 | 683-0 | 637-2 | 45-6 | 6.9% | 14-7 | 2.3% | 52% | False | False | 65,889 |  
                | 20 | 683-0 | 627-2 | 55-6 | 8.4% | 13-1 | 2.0% | 61% | False | False | 62,400 |  
                | 40 | 683-0 | 548-0 | 135-0 | 20.4% | 12-5 | 1.9% | 84% | False | False | 55,504 |  
                | 60 | 683-0 | 548-0 | 135-0 | 20.4% | 12-0 | 1.8% | 84% | False | False | 48,469 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 728-2 |  
            | 2.618 | 707-0 |  
            | 1.618 | 694-0 |  
            | 1.000 | 686-0 |  
            | 0.618 | 681-0 |  
            | HIGH | 673-0 |  
            | 0.618 | 668-0 |  
            | 0.500 | 666-4 |  
            | 0.382 | 665-0 |  
            | LOW | 660-0 |  
            | 0.618 | 652-0 |  
            | 1.000 | 647-0 |  
            | 1.618 | 639-0 |  
            | 2.618 | 626-0 |  
            | 4.250 | 604-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 666-4 | 659-2 |  
                                | PP | 664-6 | 657-1 |  
                                | S1 | 663-0 | 655-1 |  |