CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Jun-2011 | 06-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 692-4 | 674-0 | -18-4 | -2.7% | 679-0 |  
                        | High | 694-6 | 675-0 | -19-6 | -2.8% | 694-6 |  
                        | Low | 682-0 | 665-6 | -16-2 | -2.4% | 666-0 |  
                        | Close | 686-2 | 667-0 | -19-2 | -2.8% | 686-2 |  
                        | Range | 12-6 | 9-2 | -3-4 | -27.5% | 28-6 |  
                        | ATR | 16-0 | 16-3 | 0-3 | 2.0% | 0-0 |  
                        | Volume | 80,508 | 58,551 | -21,957 | -27.3% | 260,575 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 697-0 | 691-2 | 672-1 |  |  
                | R3 | 687-6 | 682-0 | 669-4 |  |  
                | R2 | 678-4 | 678-4 | 668-6 |  |  
                | R1 | 672-6 | 672-6 | 667-7 | 671-0 |  
                | PP | 669-2 | 669-2 | 669-2 | 668-3 |  
                | S1 | 663-4 | 663-4 | 666-1 | 661-6 |  
                | S2 | 660-0 | 660-0 | 665-2 |  |  
                | S3 | 650-6 | 654-2 | 664-4 |  |  
                | S4 | 641-4 | 645-0 | 661-7 |  |  | 
        
            | 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 | 665-6 | 29-0 | 4.3% | 12-6 | 1.9% | 4% | False | True | 63,825 |  
                | 10 | 694-6 | 655-4 | 39-2 | 5.9% | 13-0 | 1.9% | 29% | False | False | 64,859 |  
                | 20 | 694-6 | 619-2 | 75-4 | 11.3% | 13-5 | 2.0% | 63% | False | False | 69,941 |  
                | 40 | 694-6 | 619-2 | 75-4 | 11.3% | 14-2 | 2.1% | 63% | False | False | 66,060 |  
                | 60 | 694-6 | 548-0 | 146-6 | 22.0% | 13-3 | 2.0% | 81% | False | False | 62,082 |  
                | 80 | 694-6 | 548-0 | 146-6 | 22.0% | 12-7 | 1.9% | 81% | False | False | 55,552 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 714-2 |  
            | 2.618 | 699-2 |  
            | 1.618 | 690-0 |  
            | 1.000 | 684-2 |  
            | 0.618 | 680-6 |  
            | HIGH | 675-0 |  
            | 0.618 | 671-4 |  
            | 0.500 | 670-3 |  
            | 0.382 | 669-2 |  
            | LOW | 665-6 |  
            | 0.618 | 660-0 |  
            | 1.000 | 656-4 |  
            | 1.618 | 650-6 |  
            | 2.618 | 641-4 |  
            | 4.250 | 626-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 670-3 | 680-2 |  
                                | PP | 669-2 | 675-7 |  
                                | S1 | 668-1 | 671-3 |  |