CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jul-2011 | 22-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 674-0 | 669-2 | -4-6 | -0.7% | 667-4 |  
                        | High | 677-0 | 686-0 | 9-0 | 1.3% | 703-0 |  
                        | Low | 663-4 | 667-4 | 4-0 | 0.6% | 663-4 |  
                        | Close | 673-0 | 685-4 | 12-4 | 1.9% | 685-4 |  
                        | Range | 13-4 | 18-4 | 5-0 | 37.0% | 39-4 |  
                        | ATR | 20-2 | 20-1 | -0-1 | -0.6% | 0-0 |  
                        | Volume | 140,384 | 144,427 | 4,043 | 2.9% | 756,760 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 735-1 | 728-7 | 695-5 |  |  
                | R3 | 716-5 | 710-3 | 690-5 |  |  
                | R2 | 698-1 | 698-1 | 688-7 |  |  
                | R1 | 691-7 | 691-7 | 687-2 | 695-0 |  
                | PP | 679-5 | 679-5 | 679-5 | 681-2 |  
                | S1 | 673-3 | 673-3 | 683-6 | 676-4 |  
                | S2 | 661-1 | 661-1 | 682-1 |  |  
                | S3 | 642-5 | 654-7 | 680-3 |  |  
                | S4 | 624-1 | 636-3 | 675-3 |  |  | 
        
            | Weekly Pivots for week ending 22-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 802-4 | 783-4 | 707-2 |  |  
                | R3 | 763-0 | 744-0 | 696-3 |  |  
                | R2 | 723-4 | 723-4 | 692-6 |  |  
                | R1 | 704-4 | 704-4 | 689-1 | 714-0 |  
                | PP | 684-0 | 684-0 | 684-0 | 688-6 |  
                | S1 | 665-0 | 665-0 | 681-7 | 674-4 |  
                | S2 | 644-4 | 644-4 | 678-2 |  |  
                | S3 | 605-0 | 625-4 | 674-5 |  |  
                | S4 | 565-4 | 586-0 | 663-6 |  |  | 
    
    | 
            
                | 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 | 5.8% | 15-4 | 2.3% | 56% | False | False | 151,352 |  
                | 10 | 703-0 | 625-0 | 78-0 | 11.4% | 16-4 | 2.4% | 78% | False | False | 154,788 |  
                | 20 | 703-0 | 576-0 | 127-0 | 18.5% | 16-3 | 2.4% | 86% | False | False | 149,884 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.1% | 15-3 | 2.2% | 76% | False | False | 119,965 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.1% | 15-5 | 2.3% | 76% | False | False | 104,066 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.1% | 14-4 | 2.1% | 76% | False | False | 92,654 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.2% | 14-1 | 2.1% | 80% | False | False | 83,302 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.2% | 13-4 | 2.0% | 80% | False | False | 75,139 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 764-5 |  
            | 2.618 | 734-3 |  
            | 1.618 | 715-7 |  
            | 1.000 | 704-4 |  
            | 0.618 | 697-3 |  
            | HIGH | 686-0 |  
            | 0.618 | 678-7 |  
            | 0.500 | 676-6 |  
            | 0.382 | 674-5 |  
            | LOW | 667-4 |  
            | 0.618 | 656-1 |  
            | 1.000 | 649-0 |  
            | 1.618 | 637-5 |  
            | 2.618 | 619-1 |  
            | 4.250 | 588-7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 682-5 | 683-0 |  
                                | PP | 679-5 | 680-4 |  
                                | S1 | 676-6 | 678-0 |  |