CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Aug-2011 | 02-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 677-0 | 685-0 | 8-0 | 1.2% | 674-0 |  
                        | High | 687-0 | 715-6 | 28-6 | 4.2% | 692-4 |  
                        | Low | 675-4 | 685-0 | 9-4 | 1.4% | 666-0 |  
                        | Close | 685-6 | 715-6 | 30-0 | 4.4% | 668-6 |  
                        | Range | 11-4 | 30-6 | 19-2 | 167.4% | 26-4 |  
                        | ATR | 18-7 | 19-6 | 0-7 | 4.5% | 0-0 |  
                        | Volume | 157,103 | 146,111 | -10,992 | -7.0% | 654,191 |  | 
    
| 
        
            | Daily Pivots for day following 02-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 797-6 | 787-4 | 732-5 |  |  
                | R3 | 767-0 | 756-6 | 724-2 |  |  
                | R2 | 736-2 | 736-2 | 721-3 |  |  
                | R1 | 726-0 | 726-0 | 718-5 | 731-1 |  
                | PP | 705-4 | 705-4 | 705-4 | 708-0 |  
                | S1 | 695-2 | 695-2 | 712-7 | 700-3 |  
                | S2 | 674-6 | 674-6 | 710-1 |  |  
                | S3 | 644-0 | 664-4 | 707-2 |  |  
                | S4 | 613-2 | 633-6 | 698-7 |  |  | 
        
            | 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 | 715-6 | 666-0 | 49-6 | 7.0% | 15-6 | 2.2% | 100% | True | False | 141,958 |  
                | 10 | 715-6 | 663-4 | 52-2 | 7.3% | 15-1 | 2.1% | 100% | True | False | 141,573 |  
                | 20 | 715-6 | 604-0 | 111-6 | 15.6% | 15-4 | 2.2% | 100% | True | False | 142,968 |  
                | 40 | 720-4 | 576-0 | 144-4 | 20.2% | 15-7 | 2.2% | 97% | False | False | 132,721 |  
                | 60 | 720-4 | 576-0 | 144-4 | 20.2% | 15-1 | 2.1% | 97% | False | False | 111,794 |  
                | 80 | 720-4 | 576-0 | 144-4 | 20.2% | 15-1 | 2.1% | 97% | False | False | 99,390 |  
                | 100 | 720-4 | 548-0 | 172-4 | 24.1% | 14-3 | 2.0% | 97% | False | False | 90,338 |  
                | 120 | 720-4 | 548-0 | 172-4 | 24.1% | 13-7 | 1.9% | 97% | False | False | 81,275 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 846-4 |  
            | 2.618 | 796-2 |  
            | 1.618 | 765-4 |  
            | 1.000 | 746-4 |  
            | 0.618 | 734-6 |  
            | HIGH | 715-6 |  
            | 0.618 | 704-0 |  
            | 0.500 | 700-3 |  
            | 0.382 | 696-6 |  
            | LOW | 685-0 |  
            | 0.618 | 666-0 |  
            | 1.000 | 654-2 |  
            | 1.618 | 635-2 |  
            | 2.618 | 604-4 |  
            | 4.250 | 554-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 710-5 | 707-4 |  
                                | PP | 705-4 | 699-1 |  
                                | S1 | 700-3 | 690-7 |  |