CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-May-2011 | 03-May-2011 | Change | Change % | Previous Week |  
                        | Open | 667-0 | 667-0 | 0-0 | 0.0% | 676-0 |  
                        | High | 673-0 | 668-4 | -4-4 | -0.7% | 682-6 |  
                        | Low | 660-0 | 654-0 | -6-0 | -0.9% | 637-2 |  
                        | Close | 661-2 | 662-2 | 1-0 | 0.2% | 669-4 |  
                        | Range | 13-0 | 14-4 | 1-4 | 11.5% | 45-4 |  
                        | ATR | 16-7 | 16-5 | -0-1 | -1.0% | 0-0 |  
                        | Volume | 61,795 | 66,767 | 4,972 | 8.0% | 335,183 |  | 
    
| 
        
            | Daily Pivots for day following 03-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 705-1 | 698-1 | 670-2 |  |  
                | R3 | 690-5 | 683-5 | 666-2 |  |  
                | R2 | 676-1 | 676-1 | 664-7 |  |  
                | R1 | 669-1 | 669-1 | 663-5 | 665-3 |  
                | PP | 661-5 | 661-5 | 661-5 | 659-6 |  
                | S1 | 654-5 | 654-5 | 660-7 | 650-7 |  
                | S2 | 647-1 | 647-1 | 659-5 |  |  
                | S3 | 632-5 | 640-1 | 658-2 |  |  
                | S4 | 618-1 | 625-5 | 654-2 |  |  | 
        
            | 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 | 673-0 | 637-2 | 35-6 | 5.4% | 17-7 | 2.7% | 70% | False | False | 73,542 |  
                | 10 | 683-0 | 637-2 | 45-6 | 6.9% | 15-1 | 2.3% | 55% | False | False | 66,867 |  
                | 20 | 683-0 | 627-2 | 55-6 | 8.4% | 13-5 | 2.0% | 63% | False | False | 60,528 |  
                | 40 | 683-0 | 548-0 | 135-0 | 20.4% | 12-6 | 1.9% | 85% | False | False | 56,498 |  
                | 60 | 683-0 | 548-0 | 135-0 | 20.4% | 12-0 | 1.8% | 85% | False | False | 49,091 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 730-1 |  
            | 2.618 | 706-4 |  
            | 1.618 | 692-0 |  
            | 1.000 | 683-0 |  
            | 0.618 | 677-4 |  
            | HIGH | 668-4 |  
            | 0.618 | 663-0 |  
            | 0.500 | 661-2 |  
            | 0.382 | 659-4 |  
            | LOW | 654-0 |  
            | 0.618 | 645-0 |  
            | 1.000 | 639-4 |  
            | 1.618 | 630-4 |  
            | 2.618 | 616-0 |  
            | 4.250 | 592-3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 661-7 | 661-0 |  
                                | PP | 661-5 | 659-7 |  
                                | S1 | 661-2 | 658-5 |  |