CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-May-2011 | 26-May-2011 | Change | Change % | Previous Week |  
                        | Open | 666-0 | 675-4 | 9-4 | 1.4% | 634-4 |  
                        | High | 670-2 | 683-6 | 13-4 | 2.0% | 676-4 |  
                        | Low | 662-0 | 675-4 | 13-4 | 2.0% | 633-4 |  
                        | Close | 670-6 | 676-2 | 5-4 | 0.8% | 666-4 |  
                        | Range | 8-2 | 8-2 | 0-0 | 0.0% | 43-0 |  
                        | ATR | 17-2 | 16-7 | -0-2 | -1.7% | 0-0 |  
                        | Volume | 82,377 | 54,854 | -27,523 | -33.4% | 334,156 |  | 
    
| 
        
            | Daily Pivots for day following 26-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 703-2 | 698-0 | 680-6 |  |  
                | R3 | 695-0 | 689-6 | 678-4 |  |  
                | R2 | 686-6 | 686-6 | 677-6 |  |  
                | R1 | 681-4 | 681-4 | 677-0 | 684-1 |  
                | PP | 678-4 | 678-4 | 678-4 | 679-6 |  
                | S1 | 673-2 | 673-2 | 675-4 | 675-7 |  
                | S2 | 670-2 | 670-2 | 674-6 |  |  
                | S3 | 662-0 | 665-0 | 674-0 |  |  
                | S4 | 653-6 | 656-6 | 671-6 |  |  | 
        
            | 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 | 683-6 | 654-4 | 29-2 | 4.3% | 14-1 | 2.1% | 74% | True | False | 63,742 |  
                | 10 | 683-6 | 626-0 | 57-6 | 8.5% | 14-1 | 2.1% | 87% | True | False | 67,698 |  
                | 20 | 683-6 | 619-2 | 64-4 | 9.5% | 15-1 | 2.2% | 88% | True | False | 71,150 |  
                | 40 | 683-6 | 619-2 | 64-4 | 9.5% | 13-4 | 2.0% | 88% | True | False | 65,729 |  
                | 60 | 683-6 | 548-0 | 135-6 | 20.1% | 13-1 | 1.9% | 94% | True | False | 59,372 |  
                | 80 | 683-6 | 548-0 | 135-6 | 20.1% | 12-4 | 1.8% | 94% | True | False | 53,033 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 718-6 |  
            | 2.618 | 705-3 |  
            | 1.618 | 697-1 |  
            | 1.000 | 692-0 |  
            | 0.618 | 688-7 |  
            | HIGH | 683-6 |  
            | 0.618 | 680-5 |  
            | 0.500 | 679-5 |  
            | 0.382 | 678-5 |  
            | LOW | 675-4 |  
            | 0.618 | 670-3 |  
            | 1.000 | 667-2 |  
            | 1.618 | 662-1 |  
            | 2.618 | 653-7 |  
            | 4.250 | 640-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 679-5 | 674-0 |  
                                | PP | 678-4 | 671-7 |  
                                | S1 | 677-3 | 669-5 |  |