CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jun-2011 | 20-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 658-4 | 659-0 | 0-4 | 0.1% | 707-4 |  
                        | High | 663-6 | 665-0 | 1-2 | 0.2% | 708-0 |  
                        | Low | 649-4 | 653-4 | 4-0 | 0.6% | 649-4 |  
                        | Close | 660-0 | 660-4 | 0-4 | 0.1% | 660-0 |  
                        | Range | 14-2 | 11-4 | -2-6 | -19.3% | 58-4 |  
                        | ATR | 17-5 | 17-2 | -0-4 | -2.5% | 0-0 |  
                        | Volume | 116,974 | 106,296 | -10,678 | -9.1% | 517,204 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 694-1 | 688-7 | 666-7 |  |  
                | R3 | 682-5 | 677-3 | 663-5 |  |  
                | R2 | 671-1 | 671-1 | 662-5 |  |  
                | R1 | 665-7 | 665-7 | 661-4 | 668-4 |  
                | PP | 659-5 | 659-5 | 659-5 | 661-0 |  
                | S1 | 654-3 | 654-3 | 659-4 | 657-0 |  
                | S2 | 648-1 | 648-1 | 658-3 |  |  
                | S3 | 636-5 | 642-7 | 657-3 |  |  
                | S4 | 625-1 | 631-3 | 654-1 |  |  | 
        
            | 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 | 693-0 | 649-4 | 43-4 | 6.6% | 18-3 | 2.8% | 25% | False | False | 108,119 |  
                | 10 | 720-4 | 649-4 | 71-0 | 10.7% | 14-2 | 2.1% | 15% | False | False | 97,053 |  
                | 20 | 720-4 | 649-4 | 71-0 | 10.7% | 13-5 | 2.1% | 15% | False | False | 80,956 |  
                | 40 | 720-4 | 619-2 | 101-2 | 15.3% | 14-2 | 2.2% | 41% | False | False | 75,701 |  
                | 60 | 720-4 | 592-0 | 128-4 | 19.5% | 13-4 | 2.0% | 53% | False | False | 69,510 |  
                | 80 | 720-4 | 548-0 | 172-4 | 26.1% | 13-1 | 2.0% | 65% | False | False | 62,928 |  
                | 100 | 720-4 | 548-0 | 172-4 | 26.1% | 12-4 | 1.9% | 65% | False | False | 57,135 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 713-7 |  
            | 2.618 | 695-1 |  
            | 1.618 | 683-5 |  
            | 1.000 | 676-4 |  
            | 0.618 | 672-1 |  
            | HIGH | 665-0 |  
            | 0.618 | 660-5 |  
            | 0.500 | 659-2 |  
            | 0.382 | 657-7 |  
            | LOW | 653-4 |  
            | 0.618 | 646-3 |  
            | 1.000 | 642-0 |  
            | 1.618 | 634-7 |  
            | 2.618 | 623-3 |  
            | 4.250 | 604-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 660-1 | 660-2 |  
                                | PP | 659-5 | 660-0 |  
                                | S1 | 659-2 | 659-6 |  |