CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jun-2011 | 14-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 707-4 | 692-4 | -15-0 | -2.1% | 674-0 |  
                        | High | 708-0 | 693-0 | -15-0 | -2.1% | 720-4 |  
                        | Low | 700-0 | 675-0 | -25-0 | -3.6% | 665-6 |  
                        | Close | 704-4 | 685-0 | -19-4 | -2.8% | 712-4 |  
                        | Range | 8-0 | 18-0 | 10-0 | 125.0% | 54-6 |  
                        | ATR | 16-0 | 17-0 | 1-0 | 6.0% | 0-0 |  
                        | Volume | 82,905 | 76,119 | -6,786 | -8.2% | 405,583 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 738-3 | 729-5 | 694-7 |  |  
                | R3 | 720-3 | 711-5 | 690-0 |  |  
                | R2 | 702-3 | 702-3 | 688-2 |  |  
                | R1 | 693-5 | 693-5 | 686-5 | 689-0 |  
                | PP | 684-3 | 684-3 | 684-3 | 682-0 |  
                | S1 | 675-5 | 675-5 | 683-3 | 671-0 |  
                | S2 | 666-3 | 666-3 | 681-6 |  |  
                | S3 | 648-3 | 657-5 | 680-0 |  |  
                | S4 | 630-3 | 639-5 | 675-1 |  |  | 
        
            | 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 | 675-0 | 45-4 | 6.6% | 12-3 | 1.8% | 22% | False | True | 86,803 |  
                | 10 | 720-4 | 665-6 | 54-6 | 8.0% | 11-5 | 1.7% | 35% | False | False | 77,221 |  
                | 20 | 720-4 | 638-6 | 81-6 | 11.9% | 13-1 | 1.9% | 57% | False | False | 71,135 |  
                | 40 | 720-4 | 619-2 | 101-2 | 14.8% | 13-7 | 2.0% | 65% | False | False | 70,637 |  
                | 60 | 720-4 | 592-0 | 128-4 | 18.8% | 12-6 | 1.9% | 72% | False | False | 64,705 |  
                | 80 | 720-4 | 548-0 | 172-4 | 25.2% | 12-7 | 1.9% | 79% | False | False | 58,926 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 769-4 |  
            | 2.618 | 740-1 |  
            | 1.618 | 722-1 |  
            | 1.000 | 711-0 |  
            | 0.618 | 704-1 |  
            | HIGH | 693-0 |  
            | 0.618 | 686-1 |  
            | 0.500 | 684-0 |  
            | 0.382 | 681-7 |  
            | LOW | 675-0 |  
            | 0.618 | 663-7 |  
            | 1.000 | 657-0 |  
            | 1.618 | 645-7 |  
            | 2.618 | 627-7 |  
            | 4.250 | 598-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 684-5 | 694-4 |  
                                | PP | 684-3 | 691-3 |  
                                | S1 | 684-0 | 688-1 |  |