CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jun-2011 | 03-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 680-4 | 692-4 | 12-0 | 1.8% | 679-0 |  
                        | High | 694-0 | 694-6 | 0-6 | 0.1% | 694-6 |  
                        | Low | 680-4 | 682-0 | 1-4 | 0.2% | 666-0 |  
                        | Close | 695-0 | 686-2 | -8-6 | -1.3% | 686-2 |  
                        | Range | 13-4 | 12-6 | -0-6 | -5.6% | 28-6 |  
                        | ATR | 16-2 | 16-0 | -0-2 | -1.4% | 0-0 |  
                        | Volume | 70,549 | 80,508 | 9,959 | 14.1% | 260,575 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 725-7 | 718-7 | 693-2 |  |  
                | R3 | 713-1 | 706-1 | 689-6 |  |  
                | R2 | 700-3 | 700-3 | 688-5 |  |  
                | R1 | 693-3 | 693-3 | 687-3 | 690-4 |  
                | PP | 687-5 | 687-5 | 687-5 | 686-2 |  
                | S1 | 680-5 | 680-5 | 685-1 | 677-6 |  
                | S2 | 674-7 | 674-7 | 683-7 |  |  
                | S3 | 662-1 | 667-7 | 682-6 |  |  
                | S4 | 649-3 | 655-1 | 679-2 |  |  | 
        
            | Weekly Pivots for week ending 03-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 768-5 | 756-1 | 702-0 |  |  
                | R3 | 739-7 | 727-3 | 694-1 |  |  
                | R2 | 711-1 | 711-1 | 691-4 |  |  
                | R1 | 698-5 | 698-5 | 688-7 | 704-7 |  
                | PP | 682-3 | 682-3 | 682-3 | 685-4 |  
                | S1 | 669-7 | 669-7 | 683-5 | 676-1 |  
                | S2 | 653-5 | 653-5 | 681-0 |  |  
                | S3 | 624-7 | 641-1 | 678-3 |  |  
                | S4 | 596-1 | 612-3 | 670-4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 694-6 | 666-0 | 28-6 | 4.2% | 13-3 | 1.9% | 70% | True | False | 66,755 |  
                | 10 | 694-6 | 654-4 | 40-2 | 5.9% | 13-6 | 2.0% | 79% | True | False | 65,249 |  
                | 20 | 694-6 | 619-2 | 75-4 | 11.0% | 14-5 | 2.1% | 89% | True | False | 70,658 |  
                | 40 | 694-6 | 619-2 | 75-4 | 11.0% | 14-3 | 2.1% | 89% | True | False | 65,695 |  
                | 60 | 694-6 | 548-0 | 146-6 | 21.4% | 13-4 | 2.0% | 94% | True | False | 61,929 |  
                | 80 | 694-6 | 548-0 | 146-6 | 21.4% | 12-7 | 1.9% | 94% | True | False | 55,261 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 749-0 |  
            | 2.618 | 728-1 |  
            | 1.618 | 715-3 |  
            | 1.000 | 707-4 |  
            | 0.618 | 702-5 |  
            | HIGH | 694-6 |  
            | 0.618 | 689-7 |  
            | 0.500 | 688-3 |  
            | 0.382 | 686-7 |  
            | LOW | 682-0 |  
            | 0.618 | 674-1 |  
            | 1.000 | 669-2 |  
            | 1.618 | 661-3 |  
            | 2.618 | 648-5 |  
            | 4.250 | 627-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 688-3 | 684-4 |  
                                | PP | 687-5 | 682-5 |  
                                | S1 | 687-0 | 680-7 |  |