CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jul-2011 | 27-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 677-0 | 676-0 | -1-0 | -0.1% | 667-4 |  
                        | High | 687-4 | 692-4 | 5-0 | 0.7% | 703-0 |  
                        | Low | 673-0 | 675-0 | 2-0 | 0.3% | 663-4 |  
                        | Close | 686-6 | 691-4 | 4-6 | 0.7% | 685-4 |  
                        | Range | 14-4 | 17-4 | 3-0 | 20.7% | 39-4 |  
                        | ATR | 19-5 | 19-4 | -0-1 | -0.8% | 0-0 |  
                        | Volume | 123,980 | 129,014 | 5,034 | 4.1% | 756,760 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 738-7 | 732-5 | 701-1 |  |  
                | R3 | 721-3 | 715-1 | 696-2 |  |  
                | R2 | 703-7 | 703-7 | 694-6 |  |  
                | R1 | 697-5 | 697-5 | 693-1 | 700-6 |  
                | PP | 686-3 | 686-3 | 686-3 | 687-7 |  
                | S1 | 680-1 | 680-1 | 689-7 | 683-2 |  
                | S2 | 668-7 | 668-7 | 688-2 |  |  
                | S3 | 651-3 | 662-5 | 686-6 |  |  
                | S4 | 633-7 | 645-1 | 681-7 |  |  | 
        
            | 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% | 14-7 | 2.2% | 97% | True | False | 132,287 |  
                | 10 | 703-0 | 663-4 | 39-4 | 5.7% | 15-4 | 2.2% | 71% | False | False | 147,039 |  
                | 20 | 703-0 | 576-0 | 127-0 | 18.4% | 15-6 | 2.3% | 91% | False | False | 145,642 |  
                | 40 | 720-4 | 576-0 | 144-4 | 20.9% | 15-5 | 2.3% | 80% | False | False | 124,856 |  
                | 60 | 720-4 | 576-0 | 144-4 | 20.9% | 15-2 | 2.2% | 80% | False | False | 106,477 |  
                | 80 | 720-4 | 576-0 | 144-4 | 20.9% | 14-6 | 2.1% | 80% | False | False | 95,458 |  
                | 100 | 720-4 | 548-0 | 172-4 | 24.9% | 14-2 | 2.1% | 83% | False | False | 86,088 |  
                | 120 | 720-4 | 548-0 | 172-4 | 24.9% | 13-5 | 2.0% | 83% | False | False | 77,473 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 766-7 |  
            | 2.618 | 738-3 |  
            | 1.618 | 720-7 |  
            | 1.000 | 710-0 |  
            | 0.618 | 703-3 |  
            | HIGH | 692-4 |  
            | 0.618 | 685-7 |  
            | 0.500 | 683-6 |  
            | 0.382 | 681-5 |  
            | LOW | 675-0 |  
            | 0.618 | 664-1 |  
            | 1.000 | 657-4 |  
            | 1.618 | 646-5 |  
            | 2.618 | 629-1 |  
            | 4.250 | 600-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 688-7 | 687-4 |  
                                | PP | 686-3 | 683-3 |  
                                | S1 | 683-6 | 679-3 |  |