CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jun-2011 | 17-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 661-0 | 658-4 | -2-4 | -0.4% | 707-4 |  
                        | High | 670-0 | 663-6 | -6-2 | -0.9% | 708-0 |  
                        | Low | 650-0 | 649-4 | -0-4 | -0.1% | 649-4 |  
                        | Close | 653-0 | 660-0 | 7-0 | 1.1% | 660-0 |  
                        | Range | 20-0 | 14-2 | -5-6 | -28.8% | 58-4 |  
                        | ATR | 17-7 | 17-5 | -0-2 | -1.5% | 0-0 |  
                        | Volume | 139,623 | 116,974 | -22,649 | -16.2% | 517,204 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 700-4 | 694-4 | 667-7 |  |  
                | R3 | 686-2 | 680-2 | 663-7 |  |  
                | R2 | 672-0 | 672-0 | 662-5 |  |  
                | R1 | 666-0 | 666-0 | 661-2 | 669-0 |  
                | PP | 657-6 | 657-6 | 657-6 | 659-2 |  
                | S1 | 651-6 | 651-6 | 658-6 | 654-6 |  
                | S2 | 643-4 | 643-4 | 657-3 |  |  
                | S3 | 629-2 | 637-4 | 656-1 |  |  
                | S4 | 615-0 | 623-2 | 652-1 |  |  | 
        
            | Weekly Pivots for week ending 17-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 848-0 | 812-4 | 692-1 |  |  
                | R3 | 789-4 | 754-0 | 676-1 |  |  
                | R2 | 731-0 | 731-0 | 670-6 |  |  
                | R1 | 695-4 | 695-4 | 665-3 | 684-0 |  
                | PP | 672-4 | 672-4 | 672-4 | 666-6 |  
                | S1 | 637-0 | 637-0 | 654-5 | 625-4 |  
                | S2 | 614-0 | 614-0 | 649-2 |  |  
                | S3 | 555-4 | 578-4 | 643-7 |  |  
                | S4 | 497-0 | 520-0 | 627-7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 708-0 | 649-4 | 58-4 | 8.9% | 17-5 | 2.7% | 18% | False | True | 103,440 |  
                | 10 | 720-4 | 649-4 | 71-0 | 10.8% | 14-0 | 2.1% | 15% | False | True | 92,278 |  
                | 20 | 720-4 | 649-4 | 71-0 | 10.8% | 13-7 | 2.1% | 15% | False | True | 78,763 |  
                | 40 | 720-4 | 619-2 | 101-2 | 15.3% | 14-2 | 2.2% | 40% | False | False | 75,051 |  
                | 60 | 720-4 | 592-0 | 128-4 | 19.5% | 13-3 | 2.0% | 53% | False | False | 68,267 |  
                | 80 | 720-4 | 548-0 | 172-4 | 26.1% | 13-1 | 2.0% | 65% | False | False | 62,262 |  
                | 100 | 720-4 | 548-0 | 172-4 | 26.1% | 12-4 | 1.9% | 65% | False | False | 56,396 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 724-2 |  
            | 2.618 | 701-0 |  
            | 1.618 | 686-6 |  
            | 1.000 | 678-0 |  
            | 0.618 | 672-4 |  
            | HIGH | 663-6 |  
            | 0.618 | 658-2 |  
            | 0.500 | 656-5 |  
            | 0.382 | 655-0 |  
            | LOW | 649-4 |  
            | 0.618 | 640-6 |  
            | 1.000 | 635-2 |  
            | 1.618 | 626-4 |  
            | 2.618 | 612-2 |  
            | 4.250 | 589-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 658-7 | 668-2 |  
                                | PP | 657-6 | 665-4 |  
                                | S1 | 656-5 | 662-6 |  |