CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jun-2011 | 29-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 637-0 | 671-0 | 34-0 | 5.3% | 659-0 |  
                        | High | 656-4 | 671-4 | 15-0 | 2.3% | 683-4 |  
                        | Low | 636-0 | 646-0 | 10-0 | 1.6% | 622-0 |  
                        | Close | 653-0 | 650-4 | -2-4 | -0.4% | 632-0 |  
                        | Range | 20-4 | 25-4 | 5-0 | 24.4% | 61-4 |  
                        | ATR | 19-6 | 20-2 | 0-3 | 2.1% | 0-0 |  
                        | Volume | 128,081 | 146,382 | 18,301 | 14.3% | 704,412 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 732-4 | 717-0 | 664-4 |  |  
                | R3 | 707-0 | 691-4 | 657-4 |  |  
                | R2 | 681-4 | 681-4 | 655-1 |  |  
                | R1 | 666-0 | 666-0 | 652-7 | 661-0 |  
                | PP | 656-0 | 656-0 | 656-0 | 653-4 |  
                | S1 | 640-4 | 640-4 | 648-1 | 635-4 |  
                | S2 | 630-4 | 630-4 | 645-7 |  |  
                | S3 | 605-0 | 615-0 | 643-4 |  |  
                | S4 | 579-4 | 589-4 | 636-4 |  |  | 
        
            | 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 | 671-4 | 620-4 | 51-0 | 7.8% | 22-1 | 3.4% | 59% | True | False | 158,579 |  
                | 10 | 683-4 | 620-4 | 63-0 | 9.7% | 18-7 | 2.9% | 48% | False | False | 135,397 |  
                | 20 | 720-4 | 620-4 | 100-0 | 15.4% | 16-0 | 2.5% | 30% | False | False | 108,561 |  
                | 40 | 720-4 | 619-2 | 101-2 | 15.6% | 15-2 | 2.3% | 31% | False | False | 88,884 |  
                | 60 | 720-4 | 619-2 | 101-2 | 15.6% | 14-6 | 2.3% | 31% | False | False | 79,432 |  
                | 80 | 720-4 | 548-0 | 172-4 | 26.5% | 14-0 | 2.2% | 59% | False | False | 72,691 |  
                | 100 | 720-4 | 548-0 | 172-4 | 26.5% | 13-3 | 2.0% | 59% | False | False | 65,009 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 779-7 |  
            | 2.618 | 738-2 |  
            | 1.618 | 712-6 |  
            | 1.000 | 697-0 |  
            | 0.618 | 687-2 |  
            | HIGH | 671-4 |  
            | 0.618 | 661-6 |  
            | 0.500 | 658-6 |  
            | 0.382 | 655-6 |  
            | LOW | 646-0 |  
            | 0.618 | 630-2 |  
            | 1.000 | 620-4 |  
            | 1.618 | 604-6 |  
            | 2.618 | 579-2 |  
            | 4.250 | 537-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 658-6 | 649-0 |  
                                | PP | 656-0 | 647-4 |  
                                | S1 | 653-2 | 646-0 |  |