CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jun-2011 | 09-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 679-4 | 720-0 | 40-4 | 6.0% | 679-0 |  
                        | High | 692-6 | 720-4 | 27-6 | 4.0% | 694-6 |  
                        | Low | 679-0 | 709-0 | 30-0 | 4.4% | 666-0 |  
                        | Close | 693-6 | 714-0 | 20-2 | 2.9% | 686-2 |  
                        | Range | 13-6 | 11-4 | -2-2 | -16.4% | 28-6 |  
                        | ATR | 15-7 | 16-5 | 0-6 | 4.9% | 0-0 |  
                        | Volume | 72,458 | 84,836 | 12,378 | 17.1% | 260,575 |  | 
    
| 
        
            | Daily Pivots for day following 09-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 749-0 | 743-0 | 720-3 |  |  
                | R3 | 737-4 | 731-4 | 717-1 |  |  
                | R2 | 726-0 | 726-0 | 716-1 |  |  
                | R1 | 720-0 | 720-0 | 715-0 | 717-2 |  
                | PP | 714-4 | 714-4 | 714-4 | 713-1 |  
                | S1 | 708-4 | 708-4 | 713-0 | 705-6 |  
                | S2 | 703-0 | 703-0 | 711-7 |  |  
                | S3 | 691-4 | 697-0 | 710-7 |  |  
                | S4 | 680-0 | 685-4 | 707-5 |  |  | 
        
            | 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 | 720-4 | 665-6 | 54-6 | 7.7% | 10-6 | 1.5% | 88% | True | False | 73,678 |  
                | 10 | 720-4 | 665-6 | 54-6 | 7.7% | 11-5 | 1.6% | 88% | True | False | 67,651 |  
                | 20 | 720-4 | 619-2 | 101-2 | 14.2% | 13-2 | 1.9% | 94% | True | False | 70,416 |  
                | 40 | 720-4 | 619-2 | 101-2 | 14.2% | 14-1 | 2.0% | 94% | True | False | 68,108 |  
                | 60 | 720-4 | 548-0 | 172-4 | 24.2% | 13-1 | 1.8% | 96% | True | False | 63,523 |  
                | 80 | 720-4 | 548-0 | 172-4 | 24.2% | 12-7 | 1.8% | 96% | True | False | 56,891 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 769-3 |  
            | 2.618 | 750-5 |  
            | 1.618 | 739-1 |  
            | 1.000 | 732-0 |  
            | 0.618 | 727-5 |  
            | HIGH | 720-4 |  
            | 0.618 | 716-1 |  
            | 0.500 | 714-6 |  
            | 0.382 | 713-3 |  
            | LOW | 709-0 |  
            | 0.618 | 701-7 |  
            | 1.000 | 697-4 |  
            | 1.618 | 690-3 |  
            | 2.618 | 678-7 |  
            | 4.250 | 660-1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 714-6 | 707-6 |  
                                | PP | 714-4 | 701-4 |  
                                | S1 | 714-2 | 695-2 |  |