CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jun-2011 | 28-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 627-0 | 637-0 | 10-0 | 1.6% | 659-0 |  
                        | High | 632-4 | 656-4 | 24-0 | 3.8% | 683-4 |  
                        | Low | 620-4 | 636-0 | 15-4 | 2.5% | 622-0 |  
                        | Close | 626-6 | 653-0 | 26-2 | 4.2% | 632-0 |  
                        | Range | 12-0 | 20-4 | 8-4 | 70.8% | 61-4 |  
                        | ATR | 19-0 | 19-6 | 0-6 | 4.0% | 0-0 |  
                        | Volume | 118,503 | 128,081 | 9,578 | 8.1% | 704,412 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 710-0 | 702-0 | 664-2 |  |  
                | R3 | 689-4 | 681-4 | 658-5 |  |  
                | R2 | 669-0 | 669-0 | 656-6 |  |  
                | R1 | 661-0 | 661-0 | 654-7 | 665-0 |  
                | PP | 648-4 | 648-4 | 648-4 | 650-4 |  
                | S1 | 640-4 | 640-4 | 651-1 | 644-4 |  
                | S2 | 628-0 | 628-0 | 649-2 |  |  
                | S3 | 607-4 | 620-0 | 647-3 |  |  
                | S4 | 587-0 | 599-4 | 641-6 |  |  | 
        
            | Weekly Pivots for week ending 24-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 830-3 | 792-5 | 665-7 |  |  
                | R3 | 768-7 | 731-1 | 648-7 |  |  
                | R2 | 707-3 | 707-3 | 643-2 |  |  
                | R1 | 669-5 | 669-5 | 637-5 | 657-6 |  
                | PP | 645-7 | 645-7 | 645-7 | 639-7 |  
                | S1 | 608-1 | 608-1 | 626-3 | 596-2 |  
                | S2 | 584-3 | 584-3 | 620-6 |  |  
                | S3 | 522-7 | 546-5 | 615-1 |  |  
                | S4 | 461-3 | 485-1 | 598-1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 674-4 | 620-4 | 54-0 | 8.3% | 21-7 | 3.4% | 60% | False | False | 153,071 |  
                | 10 | 687-0 | 620-4 | 66-4 | 10.2% | 19-1 | 2.9% | 49% | False | False | 130,917 |  
                | 20 | 720-4 | 620-4 | 100-0 | 15.3% | 15-3 | 2.4% | 33% | False | False | 104,069 |  
                | 40 | 720-4 | 619-2 | 101-2 | 15.5% | 15-0 | 2.3% | 33% | False | False | 86,894 |  
                | 60 | 720-4 | 619-2 | 101-2 | 15.5% | 14-3 | 2.2% | 33% | False | False | 78,729 |  
                | 80 | 720-4 | 548-0 | 172-4 | 26.4% | 13-7 | 2.1% | 61% | False | False | 71,199 |  
                | 100 | 720-4 | 548-0 | 172-4 | 26.4% | 13-1 | 2.0% | 61% | False | False | 63,839 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 743-5 |  
            | 2.618 | 710-1 |  
            | 1.618 | 689-5 |  
            | 1.000 | 677-0 |  
            | 0.618 | 669-1 |  
            | HIGH | 656-4 |  
            | 0.618 | 648-5 |  
            | 0.500 | 646-2 |  
            | 0.382 | 643-7 |  
            | LOW | 636-0 |  
            | 0.618 | 623-3 |  
            | 1.000 | 615-4 |  
            | 1.618 | 602-7 |  
            | 2.618 | 582-3 |  
            | 4.250 | 548-7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 650-6 | 648-1 |  
                                | PP | 648-4 | 643-3 |  
                                | S1 | 646-2 | 638-4 |  |