CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Jul-2011 | 21-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 691-2 | 674-0 | -17-2 | -2.5% | 625-0 |  
                        | High | 692-4 | 677-0 | -15-4 | -2.2% | 695-4 |  
                        | Low | 676-6 | 663-4 | -13-2 | -2.0% | 625-0 |  
                        | Close | 677-6 | 673-0 | -4-6 | -0.7% | 685-0 |  
                        | Range | 15-6 | 13-4 | -2-2 | -14.3% | 70-4 |  
                        | ATR | 20-6 | 20-2 | -0-4 | -2.2% | 0-0 |  
                        | Volume | 173,517 | 140,384 | -33,133 | -19.1% | 791,123 |  | 
    
| 
        
            | Daily Pivots for day following 21-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 711-5 | 705-7 | 680-3 |  |  
                | R3 | 698-1 | 692-3 | 676-6 |  |  
                | R2 | 684-5 | 684-5 | 675-4 |  |  
                | R1 | 678-7 | 678-7 | 674-2 | 675-0 |  
                | PP | 671-1 | 671-1 | 671-1 | 669-2 |  
                | S1 | 665-3 | 665-3 | 671-6 | 661-4 |  
                | S2 | 657-5 | 657-5 | 670-4 |  |  
                | S3 | 644-1 | 651-7 | 669-2 |  |  
                | S4 | 630-5 | 638-3 | 665-5 |  |  | 
        
            | 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 | 703-0 | 663-4 | 39-4 | 5.9% | 15-3 | 2.3% | 24% | False | True | 151,511 |  
                | 10 | 703-0 | 617-0 | 86-0 | 12.8% | 16-5 | 2.5% | 65% | False | False | 150,905 |  
                | 20 | 703-0 | 576-0 | 127-0 | 18.9% | 16-7 | 2.5% | 76% | False | False | 151,915 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.5% | 15-1 | 2.3% | 67% | False | False | 118,414 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.5% | 15-4 | 2.3% | 67% | False | False | 102,808 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.5% | 14-3 | 2.1% | 67% | False | False | 91,302 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.6% | 14-0 | 2.1% | 72% | False | False | 82,074 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.6% | 13-3 | 2.0% | 72% | False | False | 74,181 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 734-3 |  
            | 2.618 | 712-3 |  
            | 1.618 | 698-7 |  
            | 1.000 | 690-4 |  
            | 0.618 | 685-3 |  
            | HIGH | 677-0 |  
            | 0.618 | 671-7 |  
            | 0.500 | 670-2 |  
            | 0.382 | 668-5 |  
            | LOW | 663-4 |  
            | 0.618 | 655-1 |  
            | 1.000 | 650-0 |  
            | 1.618 | 641-5 |  
            | 2.618 | 628-1 |  
            | 4.250 | 606-1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 672-1 | 683-2 |  
                                | PP | 671-1 | 679-7 |  
                                | S1 | 670-2 | 676-3 |  |