CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Jun-2011 | 01-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 620-4 | 581-0 | -39-4 | -6.4% | 627-0 |  
                        | High | 620-4 | 602-4 | -18-0 | -2.9% | 671-4 |  
                        | Low | 620-4 | 576-0 | -44-4 | -7.2% | 576-0 |  
                        | Close | 620-4 | 596-6 | -23-6 | -3.8% | 596-6 |  
                        | Range | 0-0 | 26-4 | 26-4 |  | 95-4 |  
                        | ATR | 20-7 | 22-5 | 1-5 | 8.1% | 0-0 |  
                        | Volume | 173,319 | 83,673 | -89,646 | -51.7% | 649,958 |  | 
    
| 
        
            | Daily Pivots for day following 01-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 671-2 | 660-4 | 611-3 |  |  
                | R3 | 644-6 | 634-0 | 604-0 |  |  
                | R2 | 618-2 | 618-2 | 601-5 |  |  
                | R1 | 607-4 | 607-4 | 599-1 | 612-7 |  
                | PP | 591-6 | 591-6 | 591-6 | 594-4 |  
                | S1 | 581-0 | 581-0 | 594-3 | 586-3 |  
                | S2 | 565-2 | 565-2 | 591-7 |  |  
                | S3 | 538-6 | 554-4 | 589-4 |  |  
                | S4 | 512-2 | 528-0 | 582-1 |  |  | 
        
            | Weekly Pivots for week ending 01-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 901-2 | 844-4 | 649-2 |  |  
                | R3 | 805-6 | 749-0 | 623-0 |  |  
                | R2 | 710-2 | 710-2 | 614-2 |  |  
                | R1 | 653-4 | 653-4 | 605-4 | 634-1 |  
                | PP | 614-6 | 614-6 | 614-6 | 605-0 |  
                | S1 | 558-0 | 558-0 | 588-0 | 538-5 |  
                | S2 | 519-2 | 519-2 | 579-2 |  |  
                | S3 | 423-6 | 462-4 | 570-4 |  |  
                | S4 | 328-2 | 367-0 | 544-2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 671-4 | 576-0 | 95-4 | 16.0% | 16-7 | 2.8% | 22% | False | True | 129,991 |  
                | 10 | 683-4 | 576-0 | 107-4 | 18.0% | 18-1 | 3.0% | 19% | False | True | 135,437 |  
                | 20 | 720-4 | 576-0 | 144-4 | 24.2% | 16-0 | 2.7% | 14% | False | True | 113,857 |  
                | 40 | 720-4 | 576-0 | 144-4 | 24.2% | 15-3 | 2.6% | 14% | False | True | 92,258 |  
                | 60 | 720-4 | 576-0 | 144-4 | 24.2% | 14-7 | 2.5% | 14% | False | True | 81,749 |  
                | 80 | 720-4 | 548-0 | 172-4 | 28.9% | 14-1 | 2.4% | 28% | False | False | 74,911 |  
                | 100 | 720-4 | 548-0 | 172-4 | 28.9% | 13-4 | 2.3% | 28% | False | False | 66,980 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 715-1 |  
            | 2.618 | 671-7 |  
            | 1.618 | 645-3 |  
            | 1.000 | 629-0 |  
            | 0.618 | 618-7 |  
            | HIGH | 602-4 |  
            | 0.618 | 592-3 |  
            | 0.500 | 589-2 |  
            | 0.382 | 586-1 |  
            | LOW | 576-0 |  
            | 0.618 | 559-5 |  
            | 1.000 | 549-4 |  
            | 1.618 | 533-1 |  
            | 2.618 | 506-5 |  
            | 4.250 | 463-3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 594-2 | 623-6 |  
                                | PP | 591-6 | 614-6 |  
                                | S1 | 589-2 | 605-6 |  |