CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Jun-2011 | 23-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 672-6 | 624-0 | -48-6 | -7.2% | 707-4 |  
                        | High | 674-4 | 652-0 | -22-4 | -3.3% | 708-0 |  
                        | Low | 650-2 | 622-0 | -28-2 | -4.3% | 649-4 |  
                        | Close | 650-2 | 646-0 | -4-2 | -0.7% | 660-0 |  
                        | Range | 24-2 | 30-0 | 5-6 | 23.7% | 58-4 |  
                        | ATR | 18-4 | 19-3 | 0-7 | 4.4% | 0-0 |  
                        | Volume | 118,840 | 185,049 | 66,209 | 55.7% | 517,204 |  | 
    
| 
        
            | Daily Pivots for day following 23-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 730-0 | 718-0 | 662-4 |  |  
                | R3 | 700-0 | 688-0 | 654-2 |  |  
                | R2 | 670-0 | 670-0 | 651-4 |  |  
                | R1 | 658-0 | 658-0 | 648-6 | 664-0 |  
                | PP | 640-0 | 640-0 | 640-0 | 643-0 |  
                | S1 | 628-0 | 628-0 | 643-2 | 634-0 |  
                | S2 | 610-0 | 610-0 | 640-4 |  |  
                | S3 | 580-0 | 598-0 | 637-6 |  |  
                | S4 | 550-0 | 568-0 | 629-4 |  |  | 
        
            | 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 | 622-0 | 61-4 | 9.5% | 17-6 | 2.7% | 39% | False | True | 121,300 |  
                | 10 | 714-0 | 622-0 | 92-0 | 14.2% | 17-2 | 2.7% | 26% | False | True | 112,443 |  
                | 20 | 720-4 | 622-0 | 98-4 | 15.2% | 14-4 | 2.2% | 24% | False | True | 90,047 |  
                | 40 | 720-4 | 619-2 | 101-2 | 15.7% | 15-2 | 2.4% | 26% | False | False | 81,157 |  
                | 60 | 720-4 | 592-0 | 128-4 | 19.9% | 13-7 | 2.1% | 42% | False | False | 73,577 |  
                | 80 | 720-4 | 548-0 | 172-4 | 26.7% | 13-4 | 2.1% | 57% | False | False | 66,657 |  
                | 100 | 720-4 | 548-0 | 172-4 | 26.7% | 12-7 | 2.0% | 57% | False | False | 60,190 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 779-4 |  
            | 2.618 | 730-4 |  
            | 1.618 | 700-4 |  
            | 1.000 | 682-0 |  
            | 0.618 | 670-4 |  
            | HIGH | 652-0 |  
            | 0.618 | 640-4 |  
            | 0.500 | 637-0 |  
            | 0.382 | 633-4 |  
            | LOW | 622-0 |  
            | 0.618 | 603-4 |  
            | 1.000 | 592-0 |  
            | 1.618 | 573-4 |  
            | 2.618 | 543-4 |  
            | 4.250 | 494-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 643-0 | 652-6 |  
                                | PP | 640-0 | 650-4 |  
                                | S1 | 637-0 | 648-2 |  |