CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-May-2011 | 16-May-2011 | Change | Change % | Previous Week |  
                        | Open | 635-4 | 634-4 | -1-0 | -0.2% | 646-0 |  
                        | High | 637-4 | 644-4 | 7-0 | 1.1% | 662-6 |  
                        | Low | 626-0 | 633-4 | 7-4 | 1.2% | 619-2 |  
                        | Close | 627-0 | 635-4 | 8-4 | 1.4% | 627-0 |  
                        | Range | 11-4 | 11-0 | -0-4 | -4.3% | 43-4 |  
                        | ATR | 17-3 | 17-3 | 0-0 | 0.1% | 0-0 |  
                        | Volume | 86,565 | 66,098 | -20,467 | -23.6% | 416,077 |  | 
    
| 
        
            | Daily Pivots for day following 16-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 670-7 | 664-1 | 641-4 |  |  
                | R3 | 659-7 | 653-1 | 638-4 |  |  
                | R2 | 648-7 | 648-7 | 637-4 |  |  
                | R1 | 642-1 | 642-1 | 636-4 | 645-4 |  
                | PP | 637-7 | 637-7 | 637-7 | 639-4 |  
                | S1 | 631-1 | 631-1 | 634-4 | 634-4 |  
                | S2 | 626-7 | 626-7 | 633-4 |  |  
                | S3 | 615-7 | 620-1 | 632-4 |  |  
                | S4 | 604-7 | 609-1 | 629-4 |  |  | 
        
            | Weekly Pivots for week ending 13-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 766-7 | 740-3 | 650-7 |  |  
                | R3 | 723-3 | 696-7 | 639-0 |  |  
                | R2 | 679-7 | 679-7 | 635-0 |  |  
                | R1 | 653-3 | 653-3 | 631-0 | 644-7 |  
                | PP | 636-3 | 636-3 | 636-3 | 632-0 |  
                | S1 | 609-7 | 609-7 | 623-0 | 601-3 |  
                | S2 | 592-7 | 592-7 | 619-0 |  |  
                | S3 | 549-3 | 566-3 | 615-0 |  |  
                | S4 | 505-7 | 522-7 | 603-1 |  |  | 
    
    | 
            
                | 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 | 6.8% | 13-1 | 2.1% | 37% | False | False | 78,943 |  
                | 10 | 668-4 | 619-2 | 49-2 | 7.7% | 14-4 | 2.3% | 33% | False | False | 74,389 |  
                | 20 | 683-0 | 619-2 | 63-6 | 10.0% | 14-6 | 2.3% | 25% | False | False | 70,139 |  
                | 40 | 683-0 | 592-0 | 91-0 | 14.3% | 12-5 | 2.0% | 48% | False | False | 61,490 |  
                | 60 | 683-0 | 548-0 | 135-0 | 21.2% | 12-6 | 2.0% | 65% | False | False | 54,857 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 691-2 |  
            | 2.618 | 673-2 |  
            | 1.618 | 662-2 |  
            | 1.000 | 655-4 |  
            | 0.618 | 651-2 |  
            | HIGH | 644-4 |  
            | 0.618 | 640-2 |  
            | 0.500 | 639-0 |  
            | 0.382 | 637-6 |  
            | LOW | 633-4 |  
            | 0.618 | 626-6 |  
            | 1.000 | 622-4 |  
            | 1.618 | 615-6 |  
            | 2.618 | 604-6 |  
            | 4.250 | 586-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 639-0 | 634-2 |  
                                | PP | 637-7 | 633-1 |  
                                | S1 | 636-5 | 631-7 |  |