CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jun-2011 | 16-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 682-0 | 661-0 | -21-0 | -3.1% | 674-0 |  
                        | High | 687-0 | 670-0 | -17-0 | -2.5% | 720-4 |  
                        | Low | 659-0 | 650-0 | -9-0 | -1.4% | 665-6 |  
                        | Close | 666-0 | 653-0 | -13-0 | -2.0% | 712-4 |  
                        | Range | 28-0 | 20-0 | -8-0 | -28.6% | 54-6 |  
                        | ATR | 17-6 | 17-7 | 0-1 | 0.9% | 0-0 |  
                        | Volume | 101,583 | 139,623 | 38,040 | 37.4% | 405,583 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 717-5 | 705-3 | 664-0 |  |  
                | R3 | 697-5 | 685-3 | 658-4 |  |  
                | R2 | 677-5 | 677-5 | 656-5 |  |  
                | R1 | 665-3 | 665-3 | 654-7 | 661-4 |  
                | PP | 657-5 | 657-5 | 657-5 | 655-6 |  
                | S1 | 645-3 | 645-3 | 651-1 | 641-4 |  
                | S2 | 637-5 | 637-5 | 649-3 |  |  
                | S3 | 617-5 | 625-3 | 647-4 |  |  
                | S4 | 597-5 | 605-3 | 642-0 |  |  | 
        
            | 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 | 714-0 | 650-0 | 64-0 | 9.8% | 16-7 | 2.6% | 5% | False | True | 103,585 |  
                | 10 | 720-4 | 650-0 | 70-4 | 10.8% | 13-7 | 2.1% | 4% | False | True | 88,632 |  
                | 20 | 720-4 | 650-0 | 70-4 | 10.8% | 14-0 | 2.1% | 4% | False | True | 76,684 |  
                | 40 | 720-4 | 619-2 | 101-2 | 15.5% | 14-5 | 2.2% | 33% | False | False | 73,753 |  
                | 60 | 720-4 | 592-0 | 128-4 | 19.7% | 13-2 | 2.0% | 47% | False | False | 66,798 |  
                | 80 | 720-4 | 548-0 | 172-4 | 26.4% | 13-1 | 2.0% | 61% | False | False | 61,353 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 755-0 |  
            | 2.618 | 722-3 |  
            | 1.618 | 702-3 |  
            | 1.000 | 690-0 |  
            | 0.618 | 682-3 |  
            | HIGH | 670-0 |  
            | 0.618 | 662-3 |  
            | 0.500 | 660-0 |  
            | 0.382 | 657-5 |  
            | LOW | 650-0 |  
            | 0.618 | 637-5 |  
            | 1.000 | 630-0 |  
            | 1.618 | 617-5 |  
            | 2.618 | 597-5 |  
            | 4.250 | 565-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 660-0 | 671-4 |  
                                | PP | 657-5 | 665-3 |  
                                | S1 | 655-3 | 659-1 |  |