CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jun-2011 | 07-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 674-0 | 671-4 | -2-4 | -0.4% | 679-0 |  
                        | High | 675-0 | 676-4 | 1-4 | 0.2% | 694-6 |  
                        | Low | 665-6 | 670-0 | 4-2 | 0.6% | 666-0 |  
                        | Close | 667-0 | 676-4 | 9-4 | 1.4% | 686-2 |  
                        | Range | 9-2 | 6-4 | -2-6 | -29.7% | 28-6 |  
                        | ATR | 16-3 | 15-7 | -0-4 | -3.0% | 0-0 |  
                        | Volume | 58,551 | 72,040 | 13,489 | 23.0% | 260,575 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 693-7 | 691-5 | 680-1 |  |  
                | R3 | 687-3 | 685-1 | 678-2 |  |  
                | R2 | 680-7 | 680-7 | 677-6 |  |  
                | R1 | 678-5 | 678-5 | 677-1 | 679-6 |  
                | PP | 674-3 | 674-3 | 674-3 | 674-7 |  
                | S1 | 672-1 | 672-1 | 675-7 | 673-2 |  
                | S2 | 667-7 | 667-7 | 675-2 |  |  
                | S3 | 661-3 | 665-5 | 674-6 |  |  
                | S4 | 654-7 | 659-1 | 672-7 |  |  | 
        
            | 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% | 11-0 | 1.6% | 37% | False | False | 67,639 |  
                | 10 | 694-6 | 655-4 | 39-2 | 5.8% | 12-2 | 1.8% | 54% | False | False | 66,893 |  
                | 20 | 694-6 | 619-2 | 75-4 | 11.2% | 13-3 | 2.0% | 76% | False | False | 69,170 |  
                | 40 | 694-6 | 619-2 | 75-4 | 11.2% | 14-2 | 2.1% | 76% | False | False | 66,554 |  
                | 60 | 694-6 | 548-0 | 146-6 | 21.7% | 13-2 | 2.0% | 88% | False | False | 62,256 |  
                | 80 | 694-6 | 548-0 | 146-6 | 21.7% | 12-7 | 1.9% | 88% | False | False | 55,782 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 704-1 |  
            | 2.618 | 693-4 |  
            | 1.618 | 687-0 |  
            | 1.000 | 683-0 |  
            | 0.618 | 680-4 |  
            | HIGH | 676-4 |  
            | 0.618 | 674-0 |  
            | 0.500 | 673-2 |  
            | 0.382 | 672-4 |  
            | LOW | 670-0 |  
            | 0.618 | 666-0 |  
            | 1.000 | 663-4 |  
            | 1.618 | 659-4 |  
            | 2.618 | 653-0 |  
            | 4.250 | 642-3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 675-3 | 680-2 |  
                                | PP | 674-3 | 679-0 |  
                                | S1 | 673-2 | 677-6 |  |