CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-May-2011 | 20-May-2011 | Change | Change % | Previous Week |  
                        | Open | 676-0 | 655-0 | -21-0 | -3.1% | 634-4 |  
                        | High | 676-4 | 671-0 | -5-4 | -0.8% | 676-4 |  
                        | Low | 658-6 | 654-4 | -4-2 | -0.6% | 633-4 |  
                        | Close | 662-0 | 666-4 | 4-4 | 0.7% | 666-4 |  
                        | Range | 17-6 | 16-4 | -1-2 | -7.0% | 43-0 |  
                        | ATR | 17-7 | 17-6 | -0-1 | -0.5% | 0-0 |  
                        | Volume | 75,393 | 62,446 | -12,947 | -17.2% | 334,156 |  | 
    
| 
        
            | Daily Pivots for day following 20-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 713-4 | 706-4 | 675-5 |  |  
                | R3 | 697-0 | 690-0 | 671-0 |  |  
                | R2 | 680-4 | 680-4 | 669-4 |  |  
                | R1 | 673-4 | 673-4 | 668-0 | 677-0 |  
                | PP | 664-0 | 664-0 | 664-0 | 665-6 |  
                | S1 | 657-0 | 657-0 | 665-0 | 660-4 |  
                | S2 | 647-4 | 647-4 | 663-4 |  |  
                | S3 | 631-0 | 640-4 | 662-0 |  |  
                | S4 | 614-4 | 624-0 | 657-3 |  |  | 
        
            | Weekly Pivots for week ending 20-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 787-7 | 770-1 | 690-1 |  |  
                | R3 | 744-7 | 727-1 | 678-3 |  |  
                | R2 | 701-7 | 701-7 | 674-3 |  |  
                | R1 | 684-1 | 684-1 | 670-4 | 693-0 |  
                | PP | 658-7 | 658-7 | 658-7 | 663-2 |  
                | S1 | 641-1 | 641-1 | 662-4 | 650-0 |  
                | S2 | 615-7 | 615-7 | 658-5 |  |  
                | S3 | 572-7 | 598-1 | 654-5 |  |  
                | S4 | 529-7 | 555-1 | 642-7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 676-4 | 633-4 | 43-0 | 6.5% | 15-1 | 2.3% | 77% | False | False | 66,831 |  
                | 10 | 676-4 | 619-2 | 57-2 | 8.6% | 14-2 | 2.1% | 83% | False | False | 75,023 |  
                | 20 | 682-6 | 619-2 | 63-4 | 9.5% | 14-7 | 2.2% | 74% | False | False | 70,446 |  
                | 40 | 683-0 | 592-0 | 91-0 | 13.7% | 13-3 | 2.0% | 82% | False | False | 63,787 |  
                | 60 | 683-0 | 548-0 | 135-0 | 20.3% | 13-0 | 2.0% | 88% | False | False | 56,919 |  
                | 80 | 683-0 | 548-0 | 135-0 | 20.3% | 12-2 | 1.8% | 88% | False | False | 51,179 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 741-1 |  
            | 2.618 | 714-2 |  
            | 1.618 | 697-6 |  
            | 1.000 | 687-4 |  
            | 0.618 | 681-2 |  
            | HIGH | 671-0 |  
            | 0.618 | 664-6 |  
            | 0.500 | 662-6 |  
            | 0.382 | 660-6 |  
            | LOW | 654-4 |  
            | 0.618 | 644-2 |  
            | 1.000 | 638-0 |  
            | 1.618 | 627-6 |  
            | 2.618 | 611-2 |  
            | 4.250 | 584-3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 665-2 | 666-1 |  
                                | PP | 664-0 | 665-7 |  
                                | S1 | 662-6 | 665-4 |  |