CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Jun-2011 | 02-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 669-4 | 680-4 | 11-0 | 1.6% | 660-0 |  
                        | High | 680-0 | 694-0 | 14-0 | 2.1% | 684-0 |  
                        | Low | 667-0 | 680-4 | 13-4 | 2.0% | 655-4 |  
                        | Close | 679-4 | 695-0 | 15-4 | 2.3% | 684-0 |  
                        | Range | 13-0 | 13-4 | 0-4 | 3.8% | 28-4 |  
                        | ATR | 16-3 | 16-2 | -0-1 | -0.8% | 0-0 |  
                        | Volume | 56,547 | 70,549 | 14,002 | 24.8% | 329,469 |  | 
    
| 
        
            | Daily Pivots for day following 02-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 730-3 | 726-1 | 702-3 |  |  
                | R3 | 716-7 | 712-5 | 698-6 |  |  
                | R2 | 703-3 | 703-3 | 697-4 |  |  
                | R1 | 699-1 | 699-1 | 696-2 | 701-2 |  
                | PP | 689-7 | 689-7 | 689-7 | 690-7 |  
                | S1 | 685-5 | 685-5 | 693-6 | 687-6 |  
                | S2 | 676-3 | 676-3 | 692-4 |  |  
                | S3 | 662-7 | 672-1 | 691-2 |  |  
                | S4 | 649-3 | 658-5 | 687-5 |  |  | 
        
            | Weekly Pivots for week ending 27-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 760-0 | 750-4 | 699-5 |  |  
                | R3 | 731-4 | 722-0 | 691-7 |  |  
                | R2 | 703-0 | 703-0 | 689-2 |  |  
                | R1 | 693-4 | 693-4 | 686-5 | 698-2 |  
                | PP | 674-4 | 674-4 | 674-4 | 676-7 |  
                | S1 | 665-0 | 665-0 | 681-3 | 669-6 |  
                | S2 | 646-0 | 646-0 | 678-6 |  |  
                | S3 | 617-4 | 636-4 | 676-1 |  |  
                | S4 | 589-0 | 608-0 | 668-3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 694-0 | 666-0 | 28-0 | 4.0% | 12-4 | 1.8% | 104% | True | False | 61,624 |  
                | 10 | 694-0 | 654-4 | 39-4 | 5.7% | 14-2 | 2.0% | 103% | True | False | 64,737 |  
                | 20 | 694-0 | 619-2 | 74-6 | 10.8% | 14-4 | 2.1% | 101% | True | False | 69,067 |  
                | 40 | 694-0 | 619-2 | 74-6 | 10.8% | 14-1 | 2.0% | 101% | True | False | 64,986 |  
                | 60 | 694-0 | 548-0 | 146-0 | 21.0% | 13-3 | 1.9% | 101% | True | False | 61,388 |  
                | 80 | 694-0 | 548-0 | 146-0 | 21.0% | 12-6 | 1.8% | 101% | True | False | 54,628 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 751-3 |  
            | 2.618 | 729-3 |  
            | 1.618 | 715-7 |  
            | 1.000 | 707-4 |  
            | 0.618 | 702-3 |  
            | HIGH | 694-0 |  
            | 0.618 | 688-7 |  
            | 0.500 | 687-2 |  
            | 0.382 | 685-5 |  
            | LOW | 680-4 |  
            | 0.618 | 672-1 |  
            | 1.000 | 667-0 |  
            | 1.618 | 658-5 |  
            | 2.618 | 645-1 |  
            | 4.250 | 623-1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 692-3 | 690-0 |  
                                | PP | 689-7 | 685-0 |  
                                | S1 | 687-2 | 680-0 |  |