CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jun-2011 | 30-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 671-0 | 620-4 | -50-4 | -7.5% | 659-0 |  
                        | High | 671-4 | 620-4 | -51-0 | -7.6% | 683-4 |  
                        | Low | 646-0 | 620-4 | -25-4 | -3.9% | 622-0 |  
                        | Close | 650-4 | 620-4 | -30-0 | -4.6% | 632-0 |  
                        | Range | 25-4 | 0-0 | -25-4 | -100.0% | 61-4 |  
                        | ATR | 20-2 | 20-7 | 0-6 | 3.5% | 0-0 |  
                        | Volume | 146,382 | 173,319 | 26,937 | 18.4% | 704,412 |  | 
    
| 
        
            | Daily Pivots for day following 30-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 620-4 | 620-4 | 620-4 |  |  
                | R3 | 620-4 | 620-4 | 620-4 |  |  
                | R2 | 620-4 | 620-4 | 620-4 |  |  
                | R1 | 620-4 | 620-4 | 620-4 | 620-4 |  
                | PP | 620-4 | 620-4 | 620-4 | 620-4 |  
                | S1 | 620-4 | 620-4 | 620-4 | 620-4 |  
                | S2 | 620-4 | 620-4 | 620-4 |  |  
                | S3 | 620-4 | 620-4 | 620-4 |  |  
                | S4 | 620-4 | 620-4 | 620-4 |  |  | 
        
            | 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 | 8.2% | 16-1 | 2.6% | 0% | False | True | 156,233 |  
                | 10 | 683-4 | 620-4 | 63-0 | 10.2% | 16-7 | 2.7% | 0% | False | True | 138,767 |  
                | 20 | 720-4 | 620-4 | 100-0 | 16.1% | 15-3 | 2.5% | 0% | False | True | 113,699 |  
                | 40 | 720-4 | 619-2 | 101-2 | 16.3% | 14-7 | 2.4% | 1% | False | False | 91,383 |  
                | 60 | 720-4 | 619-2 | 101-2 | 16.3% | 14-4 | 2.3% | 1% | False | False | 81,224 |  
                | 80 | 720-4 | 548-0 | 172-4 | 27.8% | 13-7 | 2.2% | 42% | False | False | 74,465 |  
                | 100 | 720-4 | 548-0 | 172-4 | 27.8% | 13-2 | 2.1% | 42% | False | False | 66,442 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 620-4 |  
            | 2.618 | 620-4 |  
            | 1.618 | 620-4 |  
            | 1.000 | 620-4 |  
            | 0.618 | 620-4 |  
            | HIGH | 620-4 |  
            | 0.618 | 620-4 |  
            | 0.500 | 620-4 |  
            | 0.382 | 620-4 |  
            | LOW | 620-4 |  
            | 0.618 | 620-4 |  
            | 1.000 | 620-4 |  
            | 1.618 | 620-4 |  
            | 2.618 | 620-4 |  
            | 4.250 | 620-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 620-4 | 646-0 |  
                                | PP | 620-4 | 637-4 |  
                                | S1 | 620-4 | 629-0 |  |