CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Jul-2011 | 25-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 669-2 | 674-0 | 4-6 | 0.7% | 667-4 |  
                        | High | 686-0 | 676-6 | -9-2 | -1.3% | 703-0 |  
                        | Low | 667-4 | 666-2 | -1-2 | -0.2% | 663-4 |  
                        | Close | 685-4 | 674-4 | -11-0 | -1.6% | 685-4 |  
                        | Range | 18-4 | 10-4 | -8-0 | -43.2% | 39-4 |  
                        | ATR | 20-1 | 20-1 | -0-1 | -0.3% | 0-0 |  
                        | Volume | 144,427 | 123,633 | -20,794 | -14.4% | 756,760 |  | 
    
| 
        
            | Daily Pivots for day following 25-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 704-0 | 699-6 | 680-2 |  |  
                | R3 | 693-4 | 689-2 | 677-3 |  |  
                | R2 | 683-0 | 683-0 | 676-3 |  |  
                | R1 | 678-6 | 678-6 | 675-4 | 680-7 |  
                | PP | 672-4 | 672-4 | 672-4 | 673-4 |  
                | S1 | 668-2 | 668-2 | 673-4 | 670-3 |  
                | S2 | 662-0 | 662-0 | 672-5 |  |  
                | S3 | 651-4 | 657-6 | 671-5 |  |  
                | S4 | 641-0 | 647-2 | 668-6 |  |  | 
        
            | 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 | 5.9% | 15-1 | 2.2% | 28% | False | False | 141,526 |  
                | 10 | 703-0 | 636-2 | 66-6 | 9.9% | 16-5 | 2.5% | 57% | False | False | 152,973 |  
                | 20 | 703-0 | 576-0 | 127-0 | 18.8% | 15-6 | 2.3% | 78% | False | False | 145,322 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.4% | 15-4 | 2.3% | 68% | False | False | 121,685 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.4% | 15-3 | 2.3% | 68% | False | False | 104,840 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.4% | 14-4 | 2.2% | 68% | False | False | 93,707 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.6% | 14-0 | 2.1% | 73% | False | False | 84,297 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.6% | 13-4 | 2.0% | 73% | False | False | 75,917 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 721-3 |  
            | 2.618 | 704-2 |  
            | 1.618 | 693-6 |  
            | 1.000 | 687-2 |  
            | 0.618 | 683-2 |  
            | HIGH | 676-6 |  
            | 0.618 | 672-6 |  
            | 0.500 | 671-4 |  
            | 0.382 | 670-2 |  
            | LOW | 666-2 |  
            | 0.618 | 659-6 |  
            | 1.000 | 655-6 |  
            | 1.618 | 649-2 |  
            | 2.618 | 638-6 |  
            | 4.250 | 621-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 673-4 | 674-6 |  
                                | PP | 672-4 | 674-5 |  
                                | S1 | 671-4 | 674-5 |  |