CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jun-2011 | 22-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 676-2 | 672-6 | -3-4 | -0.5% | 707-4 |  
                        | High | 683-4 | 674-4 | -9-0 | -1.3% | 708-0 |  
                        | Low | 675-0 | 650-2 | -24-6 | -3.7% | 649-4 |  
                        | Close | 680-2 | 650-2 | -30-0 | -4.4% | 660-0 |  
                        | Range | 8-4 | 24-2 | 15-6 | 185.3% | 58-4 |  
                        | ATR | 17-5 | 18-4 | 0-7 | 5.0% | 0-0 |  
                        | Volume | 79,343 | 118,840 | 39,497 | 49.8% | 517,204 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 731-1 | 714-7 | 663-5 |  |  
                | R3 | 706-7 | 690-5 | 656-7 |  |  
                | R2 | 682-5 | 682-5 | 654-6 |  |  
                | R1 | 666-3 | 666-3 | 652-4 | 662-3 |  
                | PP | 658-3 | 658-3 | 658-3 | 656-2 |  
                | S1 | 642-1 | 642-1 | 648-0 | 638-1 |  
                | S2 | 634-1 | 634-1 | 645-6 |  |  
                | S3 | 609-7 | 617-7 | 643-5 |  |  
                | S4 | 585-5 | 593-5 | 636-7 |  |  | 
        
            | 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 | 683-4 | 649-4 | 34-0 | 5.2% | 15-6 | 2.4% | 2% | False | False | 112,215 |  
                | 10 | 720-4 | 649-4 | 71-0 | 10.9% | 15-4 | 2.4% | 1% | False | False | 102,421 |  
                | 20 | 720-4 | 649-4 | 71-0 | 10.9% | 13-3 | 2.1% | 1% | False | False | 84,913 |  
                | 40 | 720-4 | 619-2 | 101-2 | 15.6% | 14-6 | 2.3% | 31% | False | False | 78,255 |  
                | 60 | 720-4 | 592-0 | 128-4 | 19.8% | 13-4 | 2.1% | 45% | False | False | 71,098 |  
                | 80 | 720-4 | 548-0 | 172-4 | 26.5% | 13-2 | 2.0% | 59% | False | False | 64,613 |  
                | 100 | 720-4 | 548-0 | 172-4 | 26.5% | 12-5 | 1.9% | 59% | False | False | 58,634 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 777-4 |  
            | 2.618 | 738-0 |  
            | 1.618 | 713-6 |  
            | 1.000 | 698-6 |  
            | 0.618 | 689-4 |  
            | HIGH | 674-4 |  
            | 0.618 | 665-2 |  
            | 0.500 | 662-3 |  
            | 0.382 | 659-4 |  
            | LOW | 650-2 |  
            | 0.618 | 635-2 |  
            | 1.000 | 626-0 |  
            | 1.618 | 611-0 |  
            | 2.618 | 586-6 |  
            | 4.250 | 547-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 662-3 | 666-7 |  
                                | PP | 658-3 | 661-3 |  
                                | S1 | 654-2 | 655-6 |  |