CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-May-2011 | 11-May-2011 | Change | Change % | Previous Week |  
                        | Open | 660-4 | 632-0 | -28-4 | -4.3% | 667-0 |  
                        | High | 662-6 | 639-4 | -23-2 | -3.5% | 673-0 |  
                        | Low | 651-0 | 623-2 | -27-6 | -4.3% | 631-4 |  
                        | Close | 652-6 | 626-0 | -26-6 | -4.1% | 640-2 |  
                        | Range | 11-6 | 16-2 | 4-4 | 38.3% | 41-4 |  
                        | ATR | 17-1 | 18-0 | 0-7 | 5.2% | 0-0 |  
                        | Volume | 60,300 | 72,070 | 11,770 | 19.5% | 323,519 |  | 
    
| 
        
            | Daily Pivots for day following 11-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 678-3 | 668-3 | 635-0 |  |  
                | R3 | 662-1 | 652-1 | 630-4 |  |  
                | R2 | 645-7 | 645-7 | 629-0 |  |  
                | R1 | 635-7 | 635-7 | 627-4 | 632-6 |  
                | PP | 629-5 | 629-5 | 629-5 | 628-0 |  
                | S1 | 619-5 | 619-5 | 624-4 | 616-4 |  
                | S2 | 613-3 | 613-3 | 623-0 |  |  
                | S3 | 597-1 | 603-3 | 621-4 |  |  
                | S4 | 580-7 | 587-1 | 617-0 |  |  | 
        
            | 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 | 662-6 | 623-2 | 39-4 | 6.3% | 15-5 | 2.5% | 7% | False | True | 68,282 |  
                | 10 | 673-0 | 623-2 | 49-6 | 7.9% | 17-2 | 2.8% | 6% | False | True | 71,353 |  
                | 20 | 683-0 | 623-2 | 59-6 | 9.5% | 15-0 | 2.4% | 5% | False | True | 65,799 |  
                | 40 | 683-0 | 548-0 | 135-0 | 21.6% | 13-1 | 2.1% | 58% | False | False | 60,076 |  
                | 60 | 683-0 | 548-0 | 135-0 | 21.6% | 12-7 | 2.1% | 58% | False | False | 52,382 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 708-4 |  
            | 2.618 | 682-0 |  
            | 1.618 | 665-6 |  
            | 1.000 | 655-6 |  
            | 0.618 | 649-4 |  
            | HIGH | 639-4 |  
            | 0.618 | 633-2 |  
            | 0.500 | 631-3 |  
            | 0.382 | 629-4 |  
            | LOW | 623-2 |  
            | 0.618 | 613-2 |  
            | 1.000 | 607-0 |  
            | 1.618 | 597-0 |  
            | 2.618 | 580-6 |  
            | 4.250 | 554-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 631-3 | 643-0 |  
                                | PP | 629-5 | 637-3 |  
                                | S1 | 627-6 | 631-5 |  |