CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-May-2011 | 24-May-2011 | Change | Change % | Previous Week |  
                        | Open | 660-0 | 674-0 | 14-0 | 2.1% | 634-4 |  
                        | High | 672-0 | 678-4 | 6-4 | 1.0% | 676-4 |  
                        | Low | 657-4 | 655-4 | -2-0 | -0.3% | 633-4 |  
                        | Close | 670-4 | 662-4 | -8-0 | -1.2% | 666-4 |  
                        | Range | 14-4 | 23-0 | 8-4 | 58.6% | 43-0 |  
                        | ATR | 17-4 | 17-7 | 0-3 | 2.2% | 0-0 |  
                        | Volume | 51,705 | 67,332 | 15,627 | 30.2% | 334,156 |  | 
    
| 
        
            | Daily Pivots for day following 24-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 734-4 | 721-4 | 675-1 |  |  
                | R3 | 711-4 | 698-4 | 668-7 |  |  
                | R2 | 688-4 | 688-4 | 666-6 |  |  
                | R1 | 675-4 | 675-4 | 664-5 | 670-4 |  
                | PP | 665-4 | 665-4 | 665-4 | 663-0 |  
                | S1 | 652-4 | 652-4 | 660-3 | 647-4 |  
                | S2 | 642-4 | 642-4 | 658-2 |  |  
                | S3 | 619-4 | 629-4 | 656-1 |  |  
                | S4 | 596-4 | 606-4 | 649-7 |  |  | 
        
            | 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 | 678-4 | 654-4 | 24-0 | 3.6% | 17-3 | 2.6% | 33% | True | False | 64,572 |  
                | 10 | 678-4 | 619-2 | 59-2 | 8.9% | 15-5 | 2.4% | 73% | True | False | 72,151 |  
                | 20 | 678-4 | 619-2 | 59-2 | 8.9% | 16-1 | 2.4% | 73% | True | False | 71,596 |  
                | 40 | 683-0 | 592-0 | 91-0 | 13.7% | 13-5 | 2.1% | 77% | False | False | 64,190 |  
                | 60 | 683-0 | 548-0 | 135-0 | 20.4% | 13-2 | 2.0% | 85% | False | False | 57,846 |  
                | 80 | 683-0 | 548-0 | 135-0 | 20.4% | 12-4 | 1.9% | 85% | False | False | 52,064 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 776-2 |  
            | 2.618 | 738-6 |  
            | 1.618 | 715-6 |  
            | 1.000 | 701-4 |  
            | 0.618 | 692-6 |  
            | HIGH | 678-4 |  
            | 0.618 | 669-6 |  
            | 0.500 | 667-0 |  
            | 0.382 | 664-2 |  
            | LOW | 655-4 |  
            | 0.618 | 641-2 |  
            | 1.000 | 632-4 |  
            | 1.618 | 618-2 |  
            | 2.618 | 595-2 |  
            | 4.250 | 557-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 667-0 | 666-4 |  
                                | PP | 665-4 | 665-1 |  
                                | S1 | 664-0 | 663-7 |  |