CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jun-2011 | 08-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 671-4 | 679-4 | 8-0 | 1.2% | 679-0 |  
                        | High | 676-4 | 692-6 | 16-2 | 2.4% | 694-6 |  
                        | Low | 670-0 | 679-0 | 9-0 | 1.3% | 666-0 |  
                        | Close | 676-4 | 693-6 | 17-2 | 2.5% | 686-2 |  
                        | Range | 6-4 | 13-6 | 7-2 | 111.5% | 28-6 |  
                        | ATR | 15-7 | 15-7 | 0-0 | 0.2% | 0-0 |  
                        | Volume | 72,040 | 72,458 | 418 | 0.6% | 260,575 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 729-6 | 725-4 | 701-2 |  |  
                | R3 | 716-0 | 711-6 | 697-4 |  |  
                | R2 | 702-2 | 702-2 | 696-2 |  |  
                | R1 | 698-0 | 698-0 | 695-0 | 700-1 |  
                | PP | 688-4 | 688-4 | 688-4 | 689-4 |  
                | S1 | 684-2 | 684-2 | 692-4 | 686-3 |  
                | S2 | 674-6 | 674-6 | 691-2 |  |  
                | S3 | 661-0 | 670-4 | 690-0 |  |  
                | S4 | 647-2 | 656-6 | 686-2 |  |  | 
        
            | 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 | 665-6 | 29-0 | 4.2% | 11-1 | 1.6% | 97% | False | False | 70,821 |  
                | 10 | 694-6 | 662-0 | 32-6 | 4.7% | 11-2 | 1.6% | 97% | False | False | 67,405 |  
                | 20 | 694-6 | 619-2 | 75-4 | 10.9% | 13-4 | 1.9% | 99% | False | False | 69,778 |  
                | 40 | 694-6 | 619-2 | 75-4 | 10.9% | 14-3 | 2.1% | 99% | False | False | 66,903 |  
                | 60 | 694-6 | 548-0 | 146-6 | 21.2% | 13-2 | 1.9% | 99% | False | False | 62,631 |  
                | 80 | 694-6 | 548-0 | 146-6 | 21.2% | 13-0 | 1.9% | 99% | False | False | 56,305 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 751-2 |  
            | 2.618 | 728-6 |  
            | 1.618 | 715-0 |  
            | 1.000 | 706-4 |  
            | 0.618 | 701-2 |  
            | HIGH | 692-6 |  
            | 0.618 | 687-4 |  
            | 0.500 | 685-7 |  
            | 0.382 | 684-2 |  
            | LOW | 679-0 |  
            | 0.618 | 670-4 |  
            | 1.000 | 665-2 |  
            | 1.618 | 656-6 |  
            | 2.618 | 643-0 |  
            | 4.250 | 620-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 691-1 | 688-7 |  
                                | PP | 688-4 | 684-1 |  
                                | S1 | 685-7 | 679-2 |  |