CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jul-2011 | 11-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 617-0 | 625-0 | 8-0 | 1.3% | 606-2 |  
                        | High | 637-4 | 634-4 | -3-0 | -0.5% | 637-4 |  
                        | Low | 617-0 | 625-0 | 8-0 | 1.3% | 600-4 |  
                        | Close | 637-0 | 632-6 | -4-2 | -0.7% | 637-0 |  
                        | Range | 20-4 | 9-4 | -11-0 | -53.7% | 37-0 |  
                        | ATR | 21-0 | 20-3 | -0-5 | -3.1% | 0-0 |  
                        | Volume | 105,602 | 141,777 | 36,175 | 34.3% | 584,969 |  | 
    
| 
        
            | Daily Pivots for day following 11-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 659-2 | 655-4 | 638-0 |  |  
                | R3 | 649-6 | 646-0 | 635-3 |  |  
                | R2 | 640-2 | 640-2 | 634-4 |  |  
                | R1 | 636-4 | 636-4 | 633-5 | 638-3 |  
                | PP | 630-6 | 630-6 | 630-6 | 631-6 |  
                | S1 | 627-0 | 627-0 | 631-7 | 628-7 |  
                | S2 | 621-2 | 621-2 | 631-0 |  |  
                | S3 | 611-6 | 617-4 | 630-1 |  |  
                | S4 | 602-2 | 608-0 | 627-4 |  |  | 
        
            | Weekly Pivots for week ending 08-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 736-0 | 723-4 | 657-3 |  |  
                | R3 | 699-0 | 686-4 | 647-1 |  |  
                | R2 | 662-0 | 662-0 | 643-6 |  |  
                | R1 | 649-4 | 649-4 | 640-3 | 655-6 |  
                | PP | 625-0 | 625-0 | 625-0 | 628-1 |  
                | S1 | 612-4 | 612-4 | 633-5 | 618-6 |  
                | S2 | 588-0 | 588-0 | 630-2 |  |  
                | S3 | 551-0 | 575-4 | 626-7 |  |  
                | S4 | 514-0 | 538-4 | 616-5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 637-4 | 600-4 | 37-0 | 5.8% | 12-7 | 2.0% | 87% | False | False | 145,349 |  
                | 10 | 671-4 | 576-0 | 95-4 | 15.1% | 14-7 | 2.4% | 59% | False | False | 137,670 |  
                | 20 | 708-0 | 576-0 | 132-0 | 20.9% | 16-6 | 2.6% | 43% | False | False | 129,916 |  
                | 40 | 720-4 | 576-0 | 144-4 | 22.8% | 14-7 | 2.3% | 39% | False | False | 100,366 |  
                | 60 | 720-4 | 576-0 | 144-4 | 22.8% | 14-7 | 2.3% | 39% | False | False | 89,676 |  
                | 80 | 720-4 | 572-0 | 148-4 | 23.5% | 13-7 | 2.2% | 41% | False | False | 80,799 |  
                | 100 | 720-4 | 548-0 | 172-4 | 27.3% | 13-5 | 2.1% | 49% | False | False | 72,324 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 674-7 |  
            | 2.618 | 659-3 |  
            | 1.618 | 649-7 |  
            | 1.000 | 644-0 |  
            | 0.618 | 640-3 |  
            | HIGH | 634-4 |  
            | 0.618 | 630-7 |  
            | 0.500 | 629-6 |  
            | 0.382 | 628-5 |  
            | LOW | 625-0 |  
            | 0.618 | 619-1 |  
            | 1.000 | 615-4 |  
            | 1.618 | 609-5 |  
            | 2.618 | 600-1 |  
            | 4.250 | 584-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 631-6 | 630-2 |  
                                | PP | 630-6 | 627-7 |  
                                | S1 | 629-6 | 625-3 |  |