CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Aug-2011 | 08-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 696-0 | 685-0 | -11-0 | -1.6% | 677-0 |  
                        | High | 708-4 | 701-0 | -7-4 | -1.1% | 715-6 |  
                        | Low | 688-0 | 680-4 | -7-4 | -1.1% | 675-4 |  
                        | Close | 703-0 | 686-0 | -17-0 | -2.4% | 703-0 |  
                        | Range | 20-4 | 20-4 | 0-0 | 0.0% | 40-2 |  
                        | ATR | 19-3 | 19-5 | 0-2 | 1.2% | 0-0 |  
                        | Volume | 216,157 | 211,891 | -4,266 | -2.0% | 932,515 |  | 
    
| 
        
            | Daily Pivots for day following 08-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 750-5 | 738-7 | 697-2 |  |  
                | R3 | 730-1 | 718-3 | 691-5 |  |  
                | R2 | 709-5 | 709-5 | 689-6 |  |  
                | R1 | 697-7 | 697-7 | 687-7 | 703-6 |  
                | PP | 689-1 | 689-1 | 689-1 | 692-1 |  
                | S1 | 677-3 | 677-3 | 684-1 | 683-2 |  
                | S2 | 668-5 | 668-5 | 682-2 |  |  
                | S3 | 648-1 | 656-7 | 680-3 |  |  
                | S4 | 627-5 | 636-3 | 674-6 |  |  | 
        
            | Weekly Pivots for week ending 05-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 818-7 | 801-1 | 725-1 |  |  
                | R3 | 778-5 | 760-7 | 714-1 |  |  
                | R2 | 738-3 | 738-3 | 710-3 |  |  
                | R1 | 720-5 | 720-5 | 706-6 | 729-4 |  
                | PP | 698-1 | 698-1 | 698-1 | 702-4 |  
                | S1 | 680-3 | 680-3 | 699-2 | 689-2 |  
                | S2 | 657-7 | 657-7 | 695-5 |  |  
                | S3 | 617-5 | 640-1 | 691-7 |  |  
                | S4 | 577-3 | 599-7 | 680-7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 715-6 | 680-4 | 35-2 | 5.1% | 19-6 | 2.9% | 16% | False | True | 197,460 |  
                | 10 | 715-6 | 666-0 | 49-6 | 7.3% | 16-1 | 2.4% | 40% | False | False | 167,496 |  
                | 20 | 715-6 | 636-2 | 79-4 | 11.6% | 16-3 | 2.4% | 63% | False | False | 160,235 |  
                | 40 | 715-6 | 576-0 | 139-6 | 20.4% | 16-4 | 2.4% | 79% | False | False | 145,075 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.1% | 15-3 | 2.2% | 76% | False | False | 120,322 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.1% | 15-2 | 2.2% | 76% | False | False | 107,316 |  
                | 100 | 720-4 | 572-0 | 148-4 | 21.6% | 14-3 | 2.1% | 77% | False | False | 96,686 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.1% | 14-0 | 2.0% | 80% | False | False | 86,976 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 788-1 |  
            | 2.618 | 754-5 |  
            | 1.618 | 734-1 |  
            | 1.000 | 721-4 |  
            | 0.618 | 713-5 |  
            | HIGH | 701-0 |  
            | 0.618 | 693-1 |  
            | 0.500 | 690-6 |  
            | 0.382 | 688-3 |  
            | LOW | 680-4 |  
            | 0.618 | 667-7 |  
            | 1.000 | 660-0 |  
            | 1.618 | 647-3 |  
            | 2.618 | 626-7 |  
            | 4.250 | 593-3 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 690-6 | 694-4 |  
                                | PP | 689-1 | 691-5 |  
                                | S1 | 687-5 | 688-7 |  |