CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2011 | 15-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 692-4 | 682-0 | -10-4 | -1.5% | 674-0 |  
                        | High | 693-0 | 687-0 | -6-0 | -0.9% | 720-4 |  
                        | Low | 675-0 | 659-0 | -16-0 | -2.4% | 665-6 |  
                        | Close | 685-0 | 666-0 | -19-0 | -2.8% | 712-4 |  
                        | Range | 18-0 | 28-0 | 10-0 | 55.6% | 54-6 |  
                        | ATR | 17-0 | 17-6 | 0-6 | 4.7% | 0-0 |  
                        | Volume | 76,119 | 101,583 | 25,464 | 33.5% | 405,583 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 754-5 | 738-3 | 681-3 |  |  
                | R3 | 726-5 | 710-3 | 673-6 |  |  
                | R2 | 698-5 | 698-5 | 671-1 |  |  
                | R1 | 682-3 | 682-3 | 668-5 | 676-4 |  
                | PP | 670-5 | 670-5 | 670-5 | 667-6 |  
                | S1 | 654-3 | 654-3 | 663-3 | 648-4 |  
                | S2 | 642-5 | 642-5 | 660-7 |  |  
                | S3 | 614-5 | 626-3 | 658-2 |  |  
                | S4 | 586-5 | 598-3 | 650-5 |  |  | 
        
            | 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 | 659-0 | 61-4 | 9.2% | 15-2 | 2.3% | 11% | False | True | 92,628 |  
                | 10 | 720-4 | 659-0 | 61-4 | 9.2% | 13-1 | 2.0% | 11% | False | True | 81,724 |  
                | 20 | 720-4 | 654-4 | 66-0 | 9.9% | 13-6 | 2.1% | 17% | False | False | 73,002 |  
                | 40 | 720-4 | 619-2 | 101-2 | 15.2% | 14-2 | 2.1% | 46% | False | False | 71,752 |  
                | 60 | 720-4 | 592-0 | 128-4 | 19.3% | 13-1 | 2.0% | 58% | False | False | 65,066 |  
                | 80 | 720-4 | 548-0 | 172-4 | 25.9% | 13-1 | 2.0% | 68% | False | False | 59,873 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 806-0 |  
            | 2.618 | 760-2 |  
            | 1.618 | 732-2 |  
            | 1.000 | 715-0 |  
            | 0.618 | 704-2 |  
            | HIGH | 687-0 |  
            | 0.618 | 676-2 |  
            | 0.500 | 673-0 |  
            | 0.382 | 669-6 |  
            | LOW | 659-0 |  
            | 0.618 | 641-6 |  
            | 1.000 | 631-0 |  
            | 1.618 | 613-6 |  
            | 2.618 | 585-6 |  
            | 4.250 | 540-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 673-0 | 683-4 |  
                                | PP | 670-5 | 677-5 |  
                                | S1 | 668-3 | 671-7 |  |