CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-May-2011 | 06-May-2011 | Change | Change % | Previous Week |  
                        | Open | 655-0 | 653-0 | -2-0 | -0.3% | 667-0 |  
                        | High | 656-6 | 661-0 | 4-2 | 0.6% | 673-0 |  
                        | Low | 648-0 | 631-4 | -16-4 | -2.5% | 631-4 |  
                        | Close | 655-6 | 640-2 | -15-4 | -2.4% | 640-2 |  
                        | Range | 8-6 | 29-4 | 20-6 | 237.1% | 41-4 |  
                        | ATR | 16-5 | 17-4 | 0-7 | 5.6% | 0-0 |  
                        | Volume | 48,684 | 72,899 | 24,215 | 49.7% | 323,519 |  | 
    
| 
        
            | Daily Pivots for day following 06-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 732-6 | 716-0 | 656-4 |  |  
                | R3 | 703-2 | 686-4 | 648-3 |  |  
                | R2 | 673-6 | 673-6 | 645-5 |  |  
                | R1 | 657-0 | 657-0 | 643-0 | 650-5 |  
                | PP | 644-2 | 644-2 | 644-2 | 641-0 |  
                | S1 | 627-4 | 627-4 | 637-4 | 621-1 |  
                | S2 | 614-6 | 614-6 | 634-7 |  |  
                | S3 | 585-2 | 598-0 | 632-1 |  |  
                | S4 | 555-6 | 568-4 | 624-0 |  |  | 
        
            | Weekly Pivots for week ending 06-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 772-6 | 748-0 | 663-1 |  |  
                | R3 | 731-2 | 706-4 | 651-5 |  |  
                | R2 | 689-6 | 689-6 | 647-7 |  |  
                | R1 | 665-0 | 665-0 | 644-0 | 656-5 |  
                | PP | 648-2 | 648-2 | 648-2 | 644-0 |  
                | S1 | 623-4 | 623-4 | 636-4 | 615-1 |  
                | S2 | 606-6 | 606-6 | 632-5 |  |  
                | S3 | 565-2 | 582-0 | 628-7 |  |  
                | S4 | 523-6 | 540-4 | 617-3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 673-0 | 631-4 | 41-4 | 6.5% | 16-0 | 2.5% | 21% | False | True | 64,703 |  
                | 10 | 682-6 | 631-4 | 51-2 | 8.0% | 15-5 | 2.4% | 17% | False | True | 65,870 |  
                | 20 | 683-0 | 627-2 | 55-6 | 8.7% | 15-0 | 2.3% | 23% | False | False | 62,179 |  
                | 40 | 683-0 | 548-0 | 135-0 | 21.1% | 13-2 | 2.1% | 68% | False | False | 58,153 |  
                | 60 | 683-0 | 548-0 | 135-0 | 21.1% | 12-5 | 2.0% | 68% | False | False | 50,756 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 786-3 |  
            | 2.618 | 738-2 |  
            | 1.618 | 708-6 |  
            | 1.000 | 690-4 |  
            | 0.618 | 679-2 |  
            | HIGH | 661-0 |  
            | 0.618 | 649-6 |  
            | 0.500 | 646-2 |  
            | 0.382 | 642-6 |  
            | LOW | 631-4 |  
            | 0.618 | 613-2 |  
            | 1.000 | 602-0 |  
            | 1.618 | 583-6 |  
            | 2.618 | 554-2 |  
            | 4.250 | 506-1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 646-2 | 649-4 |  
                                | PP | 644-2 | 646-3 |  
                                | S1 | 642-2 | 643-3 |  |