CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jul-2011 | 14-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 669-0 | 681-4 | 12-4 | 1.9% | 606-2 |  
                        | High | 687-2 | 683-4 | -3-6 | -0.5% | 637-4 |  
                        | Low | 669-0 | 666-0 | -3-0 | -0.4% | 600-4 |  
                        | Close | 679-6 | 678-4 | -1-2 | -0.2% | 637-0 |  
                        | Range | 18-2 | 17-4 | -0-6 | -4.1% | 37-0 |  
                        | ATR | 21-4 | 21-1 | -0-2 | -1.3% | 0-0 |  
                        | Volume | 199,183 | 191,781 | -7,402 | -3.7% | 584,969 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 728-4 | 721-0 | 688-1 |  |  
                | R3 | 711-0 | 703-4 | 683-2 |  |  
                | R2 | 693-4 | 693-4 | 681-6 |  |  
                | R1 | 686-0 | 686-0 | 680-1 | 681-0 |  
                | PP | 676-0 | 676-0 | 676-0 | 673-4 |  
                | S1 | 668-4 | 668-4 | 676-7 | 663-4 |  
                | S2 | 658-4 | 658-4 | 675-2 |  |  
                | S3 | 641-0 | 651-0 | 673-6 |  |  
                | S4 | 623-4 | 633-4 | 668-7 |  |  | 
        
            | 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 | 687-2 | 617-0 | 70-2 | 10.4% | 18-0 | 2.7% | 88% | False | False | 150,300 |  
                | 10 | 687-2 | 576-0 | 111-2 | 16.4% | 15-1 | 2.2% | 92% | False | False | 148,786 |  
                | 20 | 687-2 | 576-0 | 111-2 | 16.4% | 17-0 | 2.5% | 92% | False | False | 142,091 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.3% | 15-3 | 2.3% | 71% | False | False | 107,547 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.3% | 15-2 | 2.2% | 71% | False | False | 95,198 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.3% | 14-0 | 2.1% | 71% | False | False | 84,322 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.4% | 13-7 | 2.0% | 76% | False | False | 76,317 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 757-7 |  
            | 2.618 | 729-3 |  
            | 1.618 | 711-7 |  
            | 1.000 | 701-0 |  
            | 0.618 | 694-3 |  
            | HIGH | 683-4 |  
            | 0.618 | 676-7 |  
            | 0.500 | 674-6 |  
            | 0.382 | 672-5 |  
            | LOW | 666-0 |  
            | 0.618 | 655-1 |  
            | 1.000 | 648-4 |  
            | 1.618 | 637-5 |  
            | 2.618 | 620-1 |  
            | 4.250 | 591-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 677-2 | 672-7 |  
                                | PP | 676-0 | 667-3 |  
                                | S1 | 674-6 | 661-6 |  |