CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Aug-2011 | 03-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 685-0 | 711-0 | 26-0 | 3.8% | 674-0 |  
                        | High | 715-6 | 715-6 | 0-0 | 0.0% | 692-4 |  
                        | Low | 685-0 | 706-0 | 21-0 | 3.1% | 666-0 |  
                        | Close | 715-6 | 713-0 | -2-6 | -0.4% | 668-6 |  
                        | Range | 30-6 | 9-6 | -21-0 | -68.3% | 26-4 |  
                        | ATR | 19-6 | 19-0 | -0-6 | -3.6% | 0-0 |  
                        | Volume | 146,111 | 230,863 | 84,752 | 58.0% | 654,191 |  | 
    
| 
        
            | Daily Pivots for day following 03-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 740-7 | 736-5 | 718-3 |  |  
                | R3 | 731-1 | 726-7 | 715-5 |  |  
                | R2 | 721-3 | 721-3 | 714-6 |  |  
                | R1 | 717-1 | 717-1 | 713-7 | 719-2 |  
                | PP | 711-5 | 711-5 | 711-5 | 712-5 |  
                | S1 | 707-3 | 707-3 | 712-1 | 709-4 |  
                | S2 | 701-7 | 701-7 | 711-2 |  |  
                | S3 | 692-1 | 697-5 | 710-3 |  |  
                | S4 | 682-3 | 687-7 | 707-5 |  |  | 
        
            | 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% | 14-2 | 2.0% | 94% | True | False | 162,328 |  
                | 10 | 715-6 | 663-4 | 52-2 | 7.3% | 14-4 | 2.0% | 95% | True | False | 147,307 |  
                | 20 | 715-6 | 613-2 | 102-4 | 14.4% | 15-2 | 2.1% | 97% | True | False | 148,122 |  
                | 40 | 720-4 | 576-0 | 144-4 | 20.3% | 16-0 | 2.2% | 95% | False | False | 136,692 |  
                | 60 | 720-4 | 576-0 | 144-4 | 20.3% | 15-1 | 2.1% | 95% | False | False | 114,184 |  
                | 80 | 720-4 | 576-0 | 144-4 | 20.3% | 15-1 | 2.1% | 95% | False | False | 101,623 |  
                | 100 | 720-4 | 548-0 | 172-4 | 24.2% | 14-3 | 2.0% | 96% | False | False | 92,031 |  
                | 120 | 720-4 | 548-0 | 172-4 | 24.2% | 13-7 | 1.9% | 96% | False | False | 82,752 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 757-2 |  
            | 2.618 | 741-2 |  
            | 1.618 | 731-4 |  
            | 1.000 | 725-4 |  
            | 0.618 | 721-6 |  
            | HIGH | 715-6 |  
            | 0.618 | 712-0 |  
            | 0.500 | 710-7 |  
            | 0.382 | 709-6 |  
            | LOW | 706-0 |  
            | 0.618 | 700-0 |  
            | 1.000 | 696-2 |  
            | 1.618 | 690-2 |  
            | 2.618 | 680-4 |  
            | 4.250 | 664-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 712-2 | 707-2 |  
                                | PP | 711-5 | 701-3 |  
                                | S1 | 710-7 | 695-5 |  |