CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Jul-2011 | 06-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 606-2 | 606-0 | -0-2 | 0.0% | 627-0 |  
                        | High | 615-0 | 616-6 | 1-6 | 0.3% | 671-4 |  
                        | Low | 600-4 | 604-0 | 3-4 | 0.6% | 576-0 |  
                        | Close | 612-4 | 608-4 | -4-0 | -0.7% | 596-6 |  
                        | Range | 14-4 | 12-6 | -1-6 | -12.1% | 95-4 |  
                        | ATR | 22-2 | 21-5 | -0-5 | -3.1% | 0-0 |  
                        | Volume | 230,888 | 127,791 | -103,097 | -44.7% | 649,958 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 648-0 | 641-0 | 615-4 |  |  
                | R3 | 635-2 | 628-2 | 612-0 |  |  
                | R2 | 622-4 | 622-4 | 610-7 |  |  
                | R1 | 615-4 | 615-4 | 609-5 | 619-0 |  
                | PP | 609-6 | 609-6 | 609-6 | 611-4 |  
                | S1 | 602-6 | 602-6 | 607-3 | 606-2 |  
                | S2 | 597-0 | 597-0 | 606-1 |  |  
                | S3 | 584-2 | 590-0 | 605-0 |  |  
                | S4 | 571-4 | 577-2 | 601-4 |  |  | 
        
            | 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 | 15.7% | 15-7 | 2.6% | 34% | False | False | 152,410 |  
                | 10 | 674-4 | 576-0 | 98-4 | 16.2% | 18-7 | 3.1% | 33% | False | False | 152,741 |  
                | 20 | 720-4 | 576-0 | 144-4 | 23.7% | 16-5 | 2.7% | 22% | False | False | 125,262 |  
                | 40 | 720-4 | 576-0 | 144-4 | 23.7% | 15-0 | 2.5% | 22% | False | False | 97,216 |  
                | 60 | 720-4 | 576-0 | 144-4 | 23.7% | 15-0 | 2.5% | 22% | False | False | 86,123 |  
                | 80 | 720-4 | 548-0 | 172-4 | 28.3% | 14-1 | 2.3% | 35% | False | False | 78,008 |  
                | 100 | 720-4 | 548-0 | 172-4 | 28.3% | 13-5 | 2.2% | 35% | False | False | 69,678 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 671-0 |  
            | 2.618 | 650-1 |  
            | 1.618 | 637-3 |  
            | 1.000 | 629-4 |  
            | 0.618 | 624-5 |  
            | HIGH | 616-6 |  
            | 0.618 | 611-7 |  
            | 0.500 | 610-3 |  
            | 0.382 | 608-7 |  
            | LOW | 604-0 |  
            | 0.618 | 596-1 |  
            | 1.000 | 591-2 |  
            | 1.618 | 583-3 |  
            | 2.618 | 570-5 |  
            | 4.250 | 549-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 610-3 | 604-4 |  
                                | PP | 609-6 | 600-3 |  
                                | S1 | 609-1 | 596-3 |  |