CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Jun-2011 | 10-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 720-0 | 703-4 | -16-4 | -2.3% | 674-0 |  
                        | High | 720-4 | 714-0 | -6-4 | -0.9% | 720-4 |  
                        | Low | 709-0 | 703-4 | -5-4 | -0.8% | 665-6 |  
                        | Close | 714-0 | 712-4 | -1-4 | -0.2% | 712-4 |  
                        | Range | 11-4 | 10-4 | -1-0 | -8.7% | 54-6 |  
                        | ATR | 16-5 | 16-2 | -0-4 | -2.6% | 0-0 |  
                        | Volume | 84,836 | 117,698 | 32,862 | 38.7% | 405,583 |  | 
    
| 
        
            | Daily Pivots for day following 10-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 741-4 | 737-4 | 718-2 |  |  
                | R3 | 731-0 | 727-0 | 715-3 |  |  
                | R2 | 720-4 | 720-4 | 714-3 |  |  
                | R1 | 716-4 | 716-4 | 713-4 | 718-4 |  
                | PP | 710-0 | 710-0 | 710-0 | 711-0 |  
                | S1 | 706-0 | 706-0 | 711-4 | 708-0 |  
                | S2 | 699-4 | 699-4 | 710-5 |  |  
                | S3 | 689-0 | 695-4 | 709-5 |  |  
                | S4 | 678-4 | 685-0 | 706-6 |  |  | 
        
            | Weekly Pivots for week ending 10-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 863-7 | 842-7 | 742-5 |  |  
                | R3 | 809-1 | 788-1 | 727-4 |  |  
                | R2 | 754-3 | 754-3 | 722-4 |  |  
                | R1 | 733-3 | 733-3 | 717-4 | 743-7 |  
                | PP | 699-5 | 699-5 | 699-5 | 704-6 |  
                | S1 | 678-5 | 678-5 | 707-4 | 689-1 |  
                | S2 | 644-7 | 644-7 | 702-4 |  |  
                | S3 | 590-1 | 623-7 | 697-4 |  |  
                | S4 | 535-3 | 569-1 | 682-3 |  |  | 
    
    | 
            
                | 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% | 10-2 | 1.4% | 85% | False | False | 81,116 |  
                | 10 | 720-4 | 665-6 | 54-6 | 7.7% | 11-7 | 1.7% | 85% | False | False | 73,935 |  
                | 20 | 720-4 | 626-0 | 94-4 | 13.3% | 13-0 | 1.8% | 92% | False | False | 70,817 |  
                | 40 | 720-4 | 619-2 | 101-2 | 14.2% | 14-0 | 2.0% | 92% | False | False | 69,557 |  
                | 60 | 720-4 | 572-0 | 148-4 | 20.8% | 13-0 | 1.8% | 95% | False | False | 64,427 |  
                | 80 | 720-4 | 548-0 | 172-4 | 24.2% | 12-7 | 1.8% | 95% | False | False | 57,926 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 758-5 |  
            | 2.618 | 741-4 |  
            | 1.618 | 731-0 |  
            | 1.000 | 724-4 |  
            | 0.618 | 720-4 |  
            | HIGH | 714-0 |  
            | 0.618 | 710-0 |  
            | 0.500 | 708-6 |  
            | 0.382 | 707-4 |  
            | LOW | 703-4 |  
            | 0.618 | 697-0 |  
            | 1.000 | 693-0 |  
            | 1.618 | 686-4 |  
            | 2.618 | 676-0 |  
            | 4.250 | 658-7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 711-2 | 708-2 |  
                                | PP | 710-0 | 704-0 |  
                                | S1 | 708-6 | 699-6 |  |