CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jul-2011 | 26-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 674-0 | 677-0 | 3-0 | 0.4% | 667-4 |  
                        | High | 676-6 | 687-4 | 10-6 | 1.6% | 703-0 |  
                        | Low | 666-2 | 673-0 | 6-6 | 1.0% | 663-4 |  
                        | Close | 674-4 | 686-6 | 12-2 | 1.8% | 685-4 |  
                        | Range | 10-4 | 14-4 | 4-0 | 38.1% | 39-4 |  
                        | ATR | 20-1 | 19-5 | -0-3 | -2.0% | 0-0 |  
                        | Volume | 123,633 | 123,980 | 347 | 0.3% | 756,760 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 725-7 | 720-7 | 694-6 |  |  
                | R3 | 711-3 | 706-3 | 690-6 |  |  
                | R2 | 696-7 | 696-7 | 689-3 |  |  
                | R1 | 691-7 | 691-7 | 688-1 | 694-3 |  
                | PP | 682-3 | 682-3 | 682-3 | 683-6 |  
                | S1 | 677-3 | 677-3 | 685-3 | 679-7 |  
                | S2 | 667-7 | 667-7 | 684-1 |  |  
                | S3 | 653-3 | 662-7 | 682-6 |  |  
                | S4 | 638-7 | 648-3 | 678-6 |  |  | 
        
            | 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 | 692-4 | 663-4 | 29-0 | 4.2% | 14-4 | 2.1% | 80% | False | False | 141,188 |  
                | 10 | 703-0 | 663-4 | 39-4 | 5.8% | 15-5 | 2.3% | 59% | False | False | 154,056 |  
                | 20 | 703-0 | 576-0 | 127-0 | 18.5% | 15-7 | 2.3% | 87% | False | False | 145,596 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.0% | 15-4 | 2.3% | 77% | False | False | 122,954 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.0% | 15-1 | 2.2% | 77% | False | False | 105,356 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.0% | 14-5 | 2.1% | 77% | False | False | 94,827 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.1% | 14-1 | 2.1% | 80% | False | False | 85,074 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.1% | 13-4 | 2.0% | 80% | False | False | 76,694 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 749-1 |  
            | 2.618 | 725-4 |  
            | 1.618 | 711-0 |  
            | 1.000 | 702-0 |  
            | 0.618 | 696-4 |  
            | HIGH | 687-4 |  
            | 0.618 | 682-0 |  
            | 0.500 | 680-2 |  
            | 0.382 | 678-4 |  
            | LOW | 673-0 |  
            | 0.618 | 664-0 |  
            | 1.000 | 658-4 |  
            | 1.618 | 649-4 |  
            | 2.618 | 635-0 |  
            | 4.250 | 611-3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 684-5 | 683-4 |  
                                | PP | 682-3 | 680-1 |  
                                | S1 | 680-2 | 676-7 |  |