CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-May-2011 | 05-May-2011 | Change | Change % | Previous Week |  
                        | Open | 658-4 | 655-0 | -3-4 | -0.5% | 676-0 |  
                        | High | 667-4 | 656-6 | -10-6 | -1.6% | 682-6 |  
                        | Low | 653-0 | 648-0 | -5-0 | -0.8% | 637-2 |  
                        | Close | 665-2 | 655-6 | -9-4 | -1.4% | 669-4 |  
                        | Range | 14-4 | 8-6 | -5-6 | -39.7% | 45-4 |  
                        | ATR | 16-4 | 16-5 | 0-0 | 0.3% | 0-0 |  
                        | Volume | 73,374 | 48,684 | -24,690 | -33.6% | 335,183 |  | 
    
| 
        
            | Daily Pivots for day following 05-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 679-6 | 676-4 | 660-4 |  |  
                | R3 | 671-0 | 667-6 | 658-1 |  |  
                | R2 | 662-2 | 662-2 | 657-3 |  |  
                | R1 | 659-0 | 659-0 | 656-4 | 660-5 |  
                | PP | 653-4 | 653-4 | 653-4 | 654-2 |  
                | S1 | 650-2 | 650-2 | 655-0 | 651-7 |  
                | S2 | 644-6 | 644-6 | 654-1 |  |  
                | S3 | 636-0 | 641-4 | 653-3 |  |  
                | S4 | 627-2 | 632-6 | 651-0 |  |  | 
        
            | 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 | 644-2 | 28-6 | 4.4% | 15-3 | 2.3% | 40% | False | False | 68,720 |  
                | 10 | 682-6 | 637-2 | 45-4 | 6.9% | 13-5 | 2.1% | 41% | False | False | 66,608 |  
                | 20 | 683-0 | 627-2 | 55-6 | 8.5% | 14-0 | 2.1% | 51% | False | False | 60,732 |  
                | 40 | 683-0 | 548-0 | 135-0 | 20.6% | 12-7 | 2.0% | 80% | False | False | 57,564 |  
                | 60 | 683-0 | 548-0 | 135-0 | 20.6% | 12-2 | 1.9% | 80% | False | False | 50,128 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 694-0 |  
            | 2.618 | 679-5 |  
            | 1.618 | 670-7 |  
            | 1.000 | 665-4 |  
            | 0.618 | 662-1 |  
            | HIGH | 656-6 |  
            | 0.618 | 653-3 |  
            | 0.500 | 652-3 |  
            | 0.382 | 651-3 |  
            | LOW | 648-0 |  
            | 0.618 | 642-5 |  
            | 1.000 | 639-2 |  
            | 1.618 | 633-7 |  
            | 2.618 | 625-1 |  
            | 4.250 | 610-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 654-5 | 658-2 |  
                                | PP | 653-4 | 657-3 |  
                                | S1 | 652-3 | 656-5 |  |