CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jul-2011 | 12-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 625-0 | 638-0 | 13-0 | 2.1% | 606-2 |  
                        | High | 634-4 | 660-4 | 26-0 | 4.1% | 637-4 |  
                        | Low | 625-0 | 636-2 | 11-2 | 1.8% | 600-4 |  
                        | Close | 632-6 | 658-0 | 25-2 | 4.0% | 637-0 |  
                        | Range | 9-4 | 24-2 | 14-6 | 155.3% | 37-0 |  
                        | ATR | 20-3 | 20-7 | 0-4 | 2.6% | 0-0 |  
                        | Volume | 141,777 | 113,159 | -28,618 | -20.2% | 584,969 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 724-3 | 715-3 | 671-3 |  |  
                | R3 | 700-1 | 691-1 | 664-5 |  |  
                | R2 | 675-7 | 675-7 | 662-4 |  |  
                | R1 | 666-7 | 666-7 | 660-2 | 671-3 |  
                | PP | 651-5 | 651-5 | 651-5 | 653-6 |  
                | S1 | 642-5 | 642-5 | 655-6 | 647-1 |  
                | S2 | 627-3 | 627-3 | 653-4 |  |  
                | S3 | 603-1 | 618-3 | 651-3 |  |  
                | S4 | 578-7 | 594-1 | 644-5 |  |  | 
        
            | 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 | 660-4 | 604-0 | 56-4 | 8.6% | 14-7 | 2.3% | 96% | True | False | 121,803 |  
                | 10 | 671-4 | 576-0 | 95-4 | 14.5% | 16-1 | 2.5% | 86% | False | False | 137,136 |  
                | 20 | 693-0 | 576-0 | 117-0 | 17.8% | 17-4 | 2.7% | 70% | False | False | 131,428 |  
                | 40 | 720-4 | 576-0 | 144-4 | 22.0% | 15-1 | 2.3% | 57% | False | False | 101,031 |  
                | 60 | 720-4 | 576-0 | 144-4 | 22.0% | 15-0 | 2.3% | 57% | False | False | 90,622 |  
                | 80 | 720-4 | 576-0 | 144-4 | 22.0% | 14-1 | 2.1% | 57% | False | False | 81,175 |  
                | 100 | 720-4 | 548-0 | 172-4 | 26.2% | 13-6 | 2.1% | 64% | False | False | 73,010 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 763-4 |  
            | 2.618 | 724-0 |  
            | 1.618 | 699-6 |  
            | 1.000 | 684-6 |  
            | 0.618 | 675-4 |  
            | HIGH | 660-4 |  
            | 0.618 | 651-2 |  
            | 0.500 | 648-3 |  
            | 0.382 | 645-4 |  
            | LOW | 636-2 |  
            | 0.618 | 621-2 |  
            | 1.000 | 612-0 |  
            | 1.618 | 597-0 |  
            | 2.618 | 572-6 |  
            | 4.250 | 533-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 654-6 | 651-5 |  
                                | PP | 651-5 | 645-1 |  
                                | S1 | 648-3 | 638-6 |  |