CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jul-2011 | 29-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 687-4 | 675-4 | -12-0 | -1.7% | 674-0 |  
                        | High | 692-0 | 676-0 | -16-0 | -2.3% | 692-4 |  
                        | Low | 683-0 | 666-0 | -17-0 | -2.5% | 666-0 |  
                        | Close | 686-2 | 668-6 | -17-4 | -2.6% | 668-6 |  
                        | Range | 9-0 | 10-0 | 1-0 | 11.1% | 26-4 |  
                        | ATR | 18-6 | 18-7 | 0-1 | 0.6% | 0-0 |  
                        | Volume | 141,507 | 136,057 | -5,450 | -3.9% | 654,191 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 700-2 | 694-4 | 674-2 |  |  
                | R3 | 690-2 | 684-4 | 671-4 |  |  
                | R2 | 680-2 | 680-2 | 670-5 |  |  
                | R1 | 674-4 | 674-4 | 669-5 | 672-3 |  
                | PP | 670-2 | 670-2 | 670-2 | 669-2 |  
                | S1 | 664-4 | 664-4 | 667-7 | 662-3 |  
                | S2 | 660-2 | 660-2 | 666-7 |  |  
                | S3 | 650-2 | 654-4 | 666-0 |  |  
                | S4 | 640-2 | 644-4 | 663-2 |  |  | 
        
            | Weekly Pivots for week ending 29-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 755-2 | 738-4 | 683-3 |  |  
                | R3 | 728-6 | 712-0 | 676-0 |  |  
                | R2 | 702-2 | 702-2 | 673-5 |  |  
                | R1 | 685-4 | 685-4 | 671-1 | 680-5 |  
                | PP | 675-6 | 675-6 | 675-6 | 673-2 |  
                | S1 | 659-0 | 659-0 | 666-3 | 654-1 |  
                | S2 | 649-2 | 649-2 | 663-7 |  |  
                | S3 | 622-6 | 632-4 | 661-4 |  |  
                | S4 | 596-2 | 606-0 | 654-1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 692-4 | 666-0 | 26-4 | 4.0% | 12-2 | 1.8% | 10% | False | True | 130,838 |  
                | 10 | 703-0 | 663-4 | 39-4 | 5.9% | 13-7 | 2.1% | 13% | False | False | 141,095 |  
                | 20 | 703-0 | 576-0 | 127-0 | 19.0% | 15-3 | 2.3% | 73% | False | False | 143,535 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.6% | 15-3 | 2.3% | 64% | False | False | 128,617 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.6% | 15-1 | 2.3% | 64% | False | False | 108,767 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.6% | 14-6 | 2.2% | 64% | False | False | 96,802 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.8% | 14-2 | 2.1% | 70% | False | False | 88,279 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.8% | 13-5 | 2.0% | 70% | False | False | 79,291 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 718-4 |  
            | 2.618 | 702-1 |  
            | 1.618 | 692-1 |  
            | 1.000 | 686-0 |  
            | 0.618 | 682-1 |  
            | HIGH | 676-0 |  
            | 0.618 | 672-1 |  
            | 0.500 | 671-0 |  
            | 0.382 | 669-7 |  
            | LOW | 666-0 |  
            | 0.618 | 659-7 |  
            | 1.000 | 656-0 |  
            | 1.618 | 649-7 |  
            | 2.618 | 639-7 |  
            | 4.250 | 623-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 671-0 | 679-2 |  
                                | PP | 670-2 | 675-6 |  
                                | S1 | 669-4 | 672-2 |  |