CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-May-2011 | 12-May-2011 | Change | Change % | Previous Week |  
                        | Open | 632-0 | 620-0 | -12-0 | -1.9% | 667-0 |  
                        | High | 639-4 | 634-4 | -5-0 | -0.8% | 673-0 |  
                        | Low | 623-2 | 619-2 | -4-0 | -0.6% | 631-4 |  
                        | Close | 626-0 | 630-4 | 4-4 | 0.7% | 640-2 |  
                        | Range | 16-2 | 15-2 | -1-0 | -6.2% | 41-4 |  
                        | ATR | 18-0 | 17-6 | -0-2 | -1.1% | 0-0 |  
                        | Volume | 72,070 | 109,685 | 37,615 | 52.2% | 323,519 |  | 
    
| 
        
            | Daily Pivots for day following 12-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 673-7 | 667-3 | 638-7 |  |  
                | R3 | 658-5 | 652-1 | 634-6 |  |  
                | R2 | 643-3 | 643-3 | 633-2 |  |  
                | R1 | 636-7 | 636-7 | 631-7 | 640-1 |  
                | PP | 628-1 | 628-1 | 628-1 | 629-6 |  
                | S1 | 621-5 | 621-5 | 629-1 | 624-7 |  
                | S2 | 612-7 | 612-7 | 627-6 |  |  
                | S3 | 597-5 | 606-3 | 626-2 |  |  
                | S4 | 582-3 | 591-1 | 622-1 |  |  | 
        
            | 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 | 619-2 | 43-4 | 6.9% | 17-0 | 2.7% | 26% | False | True | 80,482 |  
                | 10 | 673-0 | 619-2 | 53-6 | 8.5% | 16-1 | 2.6% | 21% | False | True | 74,601 |  
                | 20 | 683-0 | 619-2 | 63-6 | 10.1% | 14-7 | 2.4% | 18% | False | True | 68,297 |  
                | 40 | 683-0 | 572-0 | 111-0 | 17.6% | 13-0 | 2.1% | 53% | False | False | 61,232 |  
                | 60 | 683-0 | 548-0 | 135-0 | 21.4% | 12-6 | 2.0% | 61% | False | False | 53,629 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 699-2 |  
            | 2.618 | 674-3 |  
            | 1.618 | 659-1 |  
            | 1.000 | 649-6 |  
            | 0.618 | 643-7 |  
            | HIGH | 634-4 |  
            | 0.618 | 628-5 |  
            | 0.500 | 626-7 |  
            | 0.382 | 625-1 |  
            | LOW | 619-2 |  
            | 0.618 | 609-7 |  
            | 1.000 | 604-0 |  
            | 1.618 | 594-5 |  
            | 2.618 | 579-3 |  
            | 4.250 | 554-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 629-2 | 641-0 |  
                                | PP | 628-1 | 637-4 |  
                                | S1 | 626-7 | 634-0 |  |