CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jul-2011 | 15-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 681-4 | 686-0 | 4-4 | 0.7% | 625-0 |  
                        | High | 683-4 | 695-4 | 12-0 | 1.8% | 695-4 |  
                        | Low | 666-0 | 678-0 | 12-0 | 1.8% | 625-0 |  
                        | Close | 678-4 | 685-0 | 6-4 | 1.0% | 685-0 |  
                        | Range | 17-4 | 17-4 | 0-0 | 0.0% | 70-4 |  
                        | ATR | 21-1 | 20-7 | -0-2 | -1.2% | 0-0 |  
                        | Volume | 191,781 | 145,223 | -46,558 | -24.3% | 791,123 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 738-5 | 729-3 | 694-5 |  |  
                | R3 | 721-1 | 711-7 | 689-6 |  |  
                | R2 | 703-5 | 703-5 | 688-2 |  |  
                | R1 | 694-3 | 694-3 | 686-5 | 690-2 |  
                | PP | 686-1 | 686-1 | 686-1 | 684-1 |  
                | S1 | 676-7 | 676-7 | 683-3 | 672-6 |  
                | S2 | 668-5 | 668-5 | 681-6 |  |  
                | S3 | 651-1 | 659-3 | 680-2 |  |  
                | S4 | 633-5 | 641-7 | 675-3 |  |  | 
        
            | Weekly Pivots for week ending 15-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 880-0 | 853-0 | 723-6 |  |  
                | R3 | 809-4 | 782-4 | 704-3 |  |  
                | R2 | 739-0 | 739-0 | 697-7 |  |  
                | R1 | 712-0 | 712-0 | 691-4 | 725-4 |  
                | PP | 668-4 | 668-4 | 668-4 | 675-2 |  
                | S1 | 641-4 | 641-4 | 678-4 | 655-0 |  
                | S2 | 598-0 | 598-0 | 672-1 |  |  
                | S3 | 527-4 | 571-0 | 665-5 |  |  
                | S4 | 457-0 | 500-4 | 646-2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 695-4 | 625-0 | 70-4 | 10.3% | 17-3 | 2.5% | 85% | True | False | 158,224 |  
                | 10 | 695-4 | 576-0 | 119-4 | 17.4% | 16-7 | 2.5% | 91% | True | False | 145,976 |  
                | 20 | 695-4 | 576-0 | 119-4 | 17.4% | 16-7 | 2.5% | 91% | True | False | 142,371 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.1% | 15-4 | 2.3% | 75% | False | False | 109,528 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.1% | 15-3 | 2.2% | 75% | False | False | 96,626 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.1% | 14-1 | 2.1% | 75% | False | False | 85,691 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.2% | 13-7 | 2.0% | 79% | False | False | 77,557 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 769-7 |  
            | 2.618 | 741-3 |  
            | 1.618 | 723-7 |  
            | 1.000 | 713-0 |  
            | 0.618 | 706-3 |  
            | HIGH | 695-4 |  
            | 0.618 | 688-7 |  
            | 0.500 | 686-6 |  
            | 0.382 | 684-5 |  
            | LOW | 678-0 |  
            | 0.618 | 667-1 |  
            | 1.000 | 660-4 |  
            | 1.618 | 649-5 |  
            | 2.618 | 632-1 |  
            | 4.250 | 603-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 686-6 | 683-5 |  
                                | PP | 686-1 | 682-1 |  
                                | S1 | 685-5 | 680-6 |  |