CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Jul-2011 | 05-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 581-0 | 606-2 | 25-2 | 4.3% | 627-0 |  
                        | High | 602-4 | 615-0 | 12-4 | 2.1% | 671-4 |  
                        | Low | 576-0 | 600-4 | 24-4 | 4.3% | 576-0 |  
                        | Close | 596-6 | 612-4 | 15-6 | 2.6% | 596-6 |  
                        | Range | 26-4 | 14-4 | -12-0 | -45.3% | 95-4 |  
                        | ATR | 22-5 | 22-2 | -0-2 | -1.4% | 0-0 |  
                        | Volume | 83,673 | 230,888 | 147,215 | 175.9% | 649,958 |  | 
    
| 
        
            | Daily Pivots for day following 05-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 652-7 | 647-1 | 620-4 |  |  
                | R3 | 638-3 | 632-5 | 616-4 |  |  
                | R2 | 623-7 | 623-7 | 615-1 |  |  
                | R1 | 618-1 | 618-1 | 613-7 | 621-0 |  
                | PP | 609-3 | 609-3 | 609-3 | 610-6 |  
                | S1 | 603-5 | 603-5 | 611-1 | 606-4 |  
                | S2 | 594-7 | 594-7 | 609-7 |  |  
                | S3 | 580-3 | 589-1 | 608-4 |  |  
                | S4 | 565-7 | 574-5 | 604-4 |  |  | 
        
            | 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 | 15.6% | 17-3 | 2.8% | 38% | False | False | 152,468 |  
                | 10 | 683-4 | 576-0 | 107-4 | 17.6% | 18-4 | 3.0% | 34% | False | False | 147,896 |  
                | 20 | 720-4 | 576-0 | 144-4 | 23.6% | 16-3 | 2.7% | 25% | False | False | 122,474 |  
                | 40 | 720-4 | 576-0 | 144-4 | 23.6% | 15-0 | 2.4% | 25% | False | False | 96,208 |  
                | 60 | 720-4 | 576-0 | 144-4 | 23.6% | 15-0 | 2.4% | 25% | False | False | 84,865 |  
                | 80 | 720-4 | 548-0 | 172-4 | 28.2% | 14-1 | 2.3% | 37% | False | False | 77,180 |  
                | 100 | 720-4 | 548-0 | 172-4 | 28.2% | 13-4 | 2.2% | 37% | False | False | 68,937 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 676-5 |  
            | 2.618 | 653-0 |  
            | 1.618 | 638-4 |  
            | 1.000 | 629-4 |  
            | 0.618 | 624-0 |  
            | HIGH | 615-0 |  
            | 0.618 | 609-4 |  
            | 0.500 | 607-6 |  
            | 0.382 | 606-0 |  
            | LOW | 600-4 |  
            | 0.618 | 591-4 |  
            | 1.000 | 586-0 |  
            | 1.618 | 577-0 |  
            | 2.618 | 562-4 |  
            | 4.250 | 538-7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 610-7 | 607-6 |  
                                | PP | 609-3 | 603-0 |  
                                | S1 | 607-6 | 598-2 |  |