CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jul-2011 | 07-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 606-0 | 618-0 | 12-0 | 2.0% | 627-0 |  
                        | High | 616-6 | 620-4 | 3-6 | 0.6% | 671-4 |  
                        | Low | 604-0 | 613-2 | 9-2 | 1.5% | 576-0 |  
                        | Close | 608-4 | 615-4 | 7-0 | 1.2% | 596-6 |  
                        | Range | 12-6 | 7-2 | -5-4 | -43.1% | 95-4 |  
                        | ATR | 21-5 | 20-7 | -0-5 | -3.2% | 0-0 |  
                        | Volume | 127,791 | 120,688 | -7,103 | -5.6% | 649,958 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 638-1 | 634-1 | 619-4 |  |  
                | R3 | 630-7 | 626-7 | 617-4 |  |  
                | R2 | 623-5 | 623-5 | 616-7 |  |  
                | R1 | 619-5 | 619-5 | 616-1 | 618-0 |  
                | PP | 616-3 | 616-3 | 616-3 | 615-5 |  
                | S1 | 612-3 | 612-3 | 614-7 | 610-6 |  
                | S2 | 609-1 | 609-1 | 614-1 |  |  
                | S3 | 601-7 | 605-1 | 613-4 |  |  
                | S4 | 594-5 | 597-7 | 611-4 |  |  | 
        
            | 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 | 620-4 | 576-0 | 44-4 | 7.2% | 12-2 | 2.0% | 89% | True | False | 147,271 |  
                | 10 | 671-4 | 576-0 | 95-4 | 15.5% | 17-1 | 2.8% | 41% | False | False | 152,925 |  
                | 20 | 720-4 | 576-0 | 144-4 | 23.5% | 16-2 | 2.7% | 27% | False | False | 127,673 |  
                | 40 | 720-4 | 576-0 | 144-4 | 23.5% | 14-7 | 2.4% | 27% | False | False | 98,726 |  
                | 60 | 720-4 | 576-0 | 144-4 | 23.5% | 15-0 | 2.4% | 27% | False | False | 87,159 |  
                | 80 | 720-4 | 548-0 | 172-4 | 28.0% | 14-0 | 2.3% | 39% | False | False | 78,891 |  
                | 100 | 720-4 | 548-0 | 172-4 | 28.0% | 13-5 | 2.2% | 39% | False | False | 70,578 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 651-2 |  
            | 2.618 | 639-4 |  
            | 1.618 | 632-2 |  
            | 1.000 | 627-6 |  
            | 0.618 | 625-0 |  
            | HIGH | 620-4 |  
            | 0.618 | 617-6 |  
            | 0.500 | 616-7 |  
            | 0.382 | 616-0 |  
            | LOW | 613-2 |  
            | 0.618 | 608-6 |  
            | 1.000 | 606-0 |  
            | 1.618 | 601-4 |  
            | 2.618 | 594-2 |  
            | 4.250 | 582-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 616-7 | 613-7 |  
                                | PP | 616-3 | 612-1 |  
                                | S1 | 616-0 | 610-4 |  |