CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jul-2011 | 01-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 675-4 | 677-0 | 1-4 | 0.2% | 674-0 |  
                        | High | 676-0 | 687-0 | 11-0 | 1.6% | 692-4 |  
                        | Low | 666-0 | 675-4 | 9-4 | 1.4% | 666-0 |  
                        | Close | 668-6 | 685-6 | 17-0 | 2.5% | 668-6 |  
                        | Range | 10-0 | 11-4 | 1-4 | 15.0% | 26-4 |  
                        | ATR | 18-7 | 18-7 | 0-0 | -0.2% | 0-0 |  
                        | Volume | 136,057 | 157,103 | 21,046 | 15.5% | 654,191 |  | 
    
| 
        
            | Daily Pivots for day following 01-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 717-2 | 713-0 | 692-1 |  |  
                | R3 | 705-6 | 701-4 | 688-7 |  |  
                | R2 | 694-2 | 694-2 | 687-7 |  |  
                | R1 | 690-0 | 690-0 | 686-6 | 692-1 |  
                | PP | 682-6 | 682-6 | 682-6 | 683-6 |  
                | S1 | 678-4 | 678-4 | 684-6 | 680-5 |  
                | S2 | 671-2 | 671-2 | 683-5 |  |  
                | S3 | 659-6 | 667-0 | 682-5 |  |  
                | S4 | 648-2 | 655-4 | 679-3 |  |  | 
        
            | 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 | 3.9% | 12-4 | 1.8% | 75% | False | False | 137,532 |  
                | 10 | 703-0 | 663-4 | 39-4 | 5.8% | 13-7 | 2.0% | 56% | False | False | 139,529 |  
                | 20 | 703-0 | 600-4 | 102-4 | 14.9% | 14-5 | 2.1% | 83% | False | False | 147,207 |  
                | 40 | 720-4 | 576-0 | 144-4 | 21.1% | 15-3 | 2.2% | 76% | False | False | 130,532 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.1% | 15-1 | 2.2% | 76% | False | False | 110,574 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.1% | 14-7 | 2.2% | 76% | False | False | 98,114 |  
                | 100 | 720-4 | 548-0 | 172-4 | 25.2% | 14-2 | 2.1% | 80% | False | False | 89,370 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.2% | 13-5 | 2.0% | 80% | False | False | 80,351 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 735-7 |  
            | 2.618 | 717-1 |  
            | 1.618 | 705-5 |  
            | 1.000 | 698-4 |  
            | 0.618 | 694-1 |  
            | HIGH | 687-0 |  
            | 0.618 | 682-5 |  
            | 0.500 | 681-2 |  
            | 0.382 | 679-7 |  
            | LOW | 675-4 |  
            | 0.618 | 668-3 |  
            | 1.000 | 664-0 |  
            | 1.618 | 656-7 |  
            | 2.618 | 645-3 |  
            | 4.250 | 626-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 684-2 | 683-4 |  
                                | PP | 682-6 | 681-2 |  
                                | S1 | 681-2 | 679-0 |  |