CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jun-2011 | 13-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 703-4 | 707-4 | 4-0 | 0.6% | 674-0 |  
                        | High | 714-0 | 708-0 | -6-0 | -0.8% | 720-4 |  
                        | Low | 703-4 | 700-0 | -3-4 | -0.5% | 665-6 |  
                        | Close | 712-4 | 704-4 | -8-0 | -1.1% | 712-4 |  
                        | Range | 10-4 | 8-0 | -2-4 | -23.8% | 54-6 |  
                        | ATR | 16-2 | 16-0 | -0-2 | -1.6% | 0-0 |  
                        | Volume | 117,698 | 82,905 | -34,793 | -29.6% | 405,583 |  | 
    
| 
        
            | Daily Pivots for day following 13-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 728-1 | 724-3 | 708-7 |  |  
                | R3 | 720-1 | 716-3 | 706-6 |  |  
                | R2 | 712-1 | 712-1 | 706-0 |  |  
                | R1 | 708-3 | 708-3 | 705-2 | 706-2 |  
                | PP | 704-1 | 704-1 | 704-1 | 703-1 |  
                | S1 | 700-3 | 700-3 | 703-6 | 698-2 |  
                | S2 | 696-1 | 696-1 | 703-0 |  |  
                | S3 | 688-1 | 692-3 | 702-2 |  |  
                | S4 | 680-1 | 684-3 | 700-1 |  |  | 
        
            | 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 | 670-0 | 50-4 | 7.2% | 10-0 | 1.4% | 68% | False | False | 85,987 |  
                | 10 | 720-4 | 665-6 | 54-6 | 7.8% | 11-3 | 1.6% | 71% | False | False | 74,906 |  
                | 20 | 720-4 | 633-4 | 87-0 | 12.3% | 12-6 | 1.8% | 82% | False | False | 70,634 |  
                | 40 | 720-4 | 619-2 | 101-2 | 14.4% | 13-6 | 1.9% | 84% | False | False | 70,219 |  
                | 60 | 720-4 | 589-0 | 131-4 | 18.7% | 13-0 | 1.8% | 88% | False | False | 64,423 |  
                | 80 | 720-4 | 548-0 | 172-4 | 24.5% | 12-7 | 1.8% | 91% | False | False | 58,405 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 742-0 |  
            | 2.618 | 729-0 |  
            | 1.618 | 721-0 |  
            | 1.000 | 716-0 |  
            | 0.618 | 713-0 |  
            | HIGH | 708-0 |  
            | 0.618 | 705-0 |  
            | 0.500 | 704-0 |  
            | 0.382 | 703-0 |  
            | LOW | 700-0 |  
            | 0.618 | 695-0 |  
            | 1.000 | 692-0 |  
            | 1.618 | 687-0 |  
            | 2.618 | 679-0 |  
            | 4.250 | 666-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 704-3 | 710-2 |  
                                | PP | 704-1 | 708-3 |  
                                | S1 | 704-0 | 706-3 |  |