CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jul-2011 | 18-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 686-0 | 667-4 | -18-4 | -2.7% | 625-0 |  
                        | High | 695-4 | 679-0 | -16-4 | -2.4% | 695-4 |  
                        | Low | 678-0 | 666-4 | -11-4 | -1.7% | 625-0 |  
                        | Close | 685-0 | 677-0 | -8-0 | -1.2% | 685-0 |  
                        | Range | 17-4 | 12-4 | -5-0 | -28.6% | 70-4 |  
                        | ATR | 20-7 | 20-6 | -0-1 | -0.8% | 0-0 |  
                        | Volume | 145,223 | 172,760 | 27,537 | 19.0% | 791,123 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 711-5 | 706-7 | 683-7 |  |  
                | R3 | 699-1 | 694-3 | 680-4 |  |  
                | R2 | 686-5 | 686-5 | 679-2 |  |  
                | R1 | 681-7 | 681-7 | 678-1 | 684-2 |  
                | PP | 674-1 | 674-1 | 674-1 | 675-3 |  
                | S1 | 669-3 | 669-3 | 675-7 | 671-6 |  
                | S2 | 661-5 | 661-5 | 674-6 |  |  
                | S3 | 649-1 | 656-7 | 673-4 |  |  
                | S4 | 636-5 | 644-3 | 670-1 |  |  | 
        
            | 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 | 636-2 | 59-2 | 8.8% | 18-0 | 2.7% | 69% | False | False | 164,421 |  
                | 10 | 695-4 | 600-4 | 95-0 | 14.0% | 15-4 | 2.3% | 81% | False | False | 154,885 |  
                | 20 | 695-4 | 576-0 | 119-4 | 17.7% | 16-6 | 2.5% | 85% | False | False | 145,161 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.3% | 15-3 | 2.3% | 70% | False | False | 111,962 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.3% | 15-1 | 2.2% | 70% | False | False | 98,421 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.3% | 14-2 | 2.1% | 70% | False | False | 87,490 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.5% | 13-7 | 2.0% | 75% | False | False | 78,842 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.5% | 13-2 | 2.0% | 75% | False | False | 71,190 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 732-1 |  
            | 2.618 | 711-6 |  
            | 1.618 | 699-2 |  
            | 1.000 | 691-4 |  
            | 0.618 | 686-6 |  
            | HIGH | 679-0 |  
            | 0.618 | 674-2 |  
            | 0.500 | 672-6 |  
            | 0.382 | 671-2 |  
            | LOW | 666-4 |  
            | 0.618 | 658-6 |  
            | 1.000 | 654-0 |  
            | 1.618 | 646-2 |  
            | 2.618 | 633-6 |  
            | 4.250 | 613-3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 675-5 | 680-6 |  
                                | PP | 674-1 | 679-4 |  
                                | S1 | 672-6 | 678-2 |  |