CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-May-2011 | 04-May-2011 | Change | Change % | Previous Week |  
                        | Open | 667-0 | 658-4 | -8-4 | -1.3% | 676-0 |  
                        | High | 668-4 | 667-4 | -1-0 | -0.1% | 682-6 |  
                        | Low | 654-0 | 653-0 | -1-0 | -0.2% | 637-2 |  
                        | Close | 662-2 | 665-2 | 3-0 | 0.5% | 669-4 |  
                        | Range | 14-4 | 14-4 | 0-0 | 0.0% | 45-4 |  
                        | ATR | 16-5 | 16-4 | -0-1 | -0.9% | 0-0 |  
                        | Volume | 66,767 | 73,374 | 6,607 | 9.9% | 335,183 |  | 
    
| 
        
            | Daily Pivots for day following 04-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 705-3 | 699-7 | 673-2 |  |  
                | R3 | 690-7 | 685-3 | 669-2 |  |  
                | R2 | 676-3 | 676-3 | 667-7 |  |  
                | R1 | 670-7 | 670-7 | 666-5 | 673-5 |  
                | PP | 661-7 | 661-7 | 661-7 | 663-2 |  
                | S1 | 656-3 | 656-3 | 663-7 | 659-1 |  
                | S2 | 647-3 | 647-3 | 662-5 |  |  
                | S3 | 632-7 | 641-7 | 661-2 |  |  
                | S4 | 618-3 | 627-3 | 657-2 |  |  | 
        
            | 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% | 18-7 | 2.8% | 78% | False | False | 74,424 |  
                | 10 | 683-0 | 637-2 | 45-6 | 6.9% | 15-7 | 2.4% | 61% | False | False | 68,245 |  
                | 20 | 683-0 | 627-2 | 55-6 | 8.4% | 13-7 | 2.1% | 68% | False | False | 60,905 |  
                | 40 | 683-0 | 548-0 | 135-0 | 20.3% | 12-7 | 1.9% | 87% | False | False | 57,548 |  
                | 60 | 683-0 | 548-0 | 135-0 | 20.3% | 12-2 | 1.8% | 87% | False | False | 49,815 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 729-1 |  
            | 2.618 | 705-4 |  
            | 1.618 | 691-0 |  
            | 1.000 | 682-0 |  
            | 0.618 | 676-4 |  
            | HIGH | 667-4 |  
            | 0.618 | 662-0 |  
            | 0.500 | 660-2 |  
            | 0.382 | 658-4 |  
            | LOW | 653-0 |  
            | 0.618 | 644-0 |  
            | 1.000 | 638-4 |  
            | 1.618 | 629-4 |  
            | 2.618 | 615-0 |  
            | 4.250 | 591-3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 663-5 | 664-4 |  
                                | PP | 661-7 | 663-6 |  
                                | S1 | 660-2 | 663-0 |  |