CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jul-2011 | 28-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 676-0 | 687-4 | 11-4 | 1.7% | 667-4 |  
                        | High | 692-4 | 692-0 | -0-4 | -0.1% | 703-0 |  
                        | Low | 675-0 | 683-0 | 8-0 | 1.2% | 663-4 |  
                        | Close | 691-4 | 686-2 | -5-2 | -0.8% | 685-4 |  
                        | Range | 17-4 | 9-0 | -8-4 | -48.6% | 39-4 |  
                        | ATR | 19-4 | 18-6 | -0-6 | -3.9% | 0-0 |  
                        | Volume | 129,014 | 141,507 | 12,493 | 9.7% | 756,760 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 714-1 | 709-1 | 691-2 |  |  
                | R3 | 705-1 | 700-1 | 688-6 |  |  
                | R2 | 696-1 | 696-1 | 687-7 |  |  
                | R1 | 691-1 | 691-1 | 687-1 | 689-1 |  
                | PP | 687-1 | 687-1 | 687-1 | 686-0 |  
                | S1 | 682-1 | 682-1 | 685-3 | 680-1 |  
                | S2 | 678-1 | 678-1 | 684-5 |  |  
                | S3 | 669-1 | 673-1 | 683-6 |  |  
                | S4 | 660-1 | 664-1 | 681-2 |  |  | 
        
            | 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 | 666-2 | 26-2 | 3.8% | 14-0 | 2.0% | 76% | False | False | 132,512 |  
                | 10 | 703-0 | 663-4 | 39-4 | 5.8% | 14-5 | 2.1% | 58% | False | False | 142,011 |  
                | 20 | 703-0 | 576-0 | 127-0 | 18.5% | 14-7 | 2.2% | 87% | False | False | 145,398 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.1% | 15-4 | 2.3% | 76% | False | False | 126,980 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.1% | 15-1 | 2.2% | 76% | False | False | 107,722 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.1% | 14-6 | 2.1% | 76% | False | False | 95,924 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.1% | 14-2 | 2.1% | 80% | False | False | 87,233 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.1% | 13-5 | 2.0% | 80% | False | False | 78,407 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 730-2 |  
            | 2.618 | 715-4 |  
            | 1.618 | 706-4 |  
            | 1.000 | 701-0 |  
            | 0.618 | 697-4 |  
            | HIGH | 692-0 |  
            | 0.618 | 688-4 |  
            | 0.500 | 687-4 |  
            | 0.382 | 686-4 |  
            | LOW | 683-0 |  
            | 0.618 | 677-4 |  
            | 1.000 | 674-0 |  
            | 1.618 | 668-4 |  
            | 2.618 | 659-4 |  
            | 4.250 | 644-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 687-4 | 685-1 |  
                                | PP | 687-1 | 683-7 |  
                                | S1 | 686-5 | 682-6 |  |