CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Aug-2011 | 10-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 691-0 | 693-2 | 2-2 | 0.3% | 677-0 |  
                        | High | 697-0 | 696-0 | -1-0 | -0.1% | 715-6 |  
                        | Low | 687-0 | 686-2 | -0-6 | -0.1% | 675-4 |  
                        | Close | 688-4 | 688-4 | 0-0 | 0.0% | 703-0 |  
                        | Range | 10-0 | 9-6 | -0-2 | -2.5% | 40-2 |  
                        | ATR | 19-0 | 18-3 | -0-5 | -3.5% | 0-0 |  
                        | Volume | 200,017 | 225,023 | 25,006 | 12.5% | 932,515 |  | 
    
| 
        
            | Daily Pivots for day following 10-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 719-4 | 713-6 | 693-7 |  |  
                | R3 | 709-6 | 704-0 | 691-1 |  |  
                | R2 | 700-0 | 700-0 | 690-2 |  |  
                | R1 | 694-2 | 694-2 | 689-3 | 692-2 |  
                | PP | 690-2 | 690-2 | 690-2 | 689-2 |  
                | S1 | 684-4 | 684-4 | 687-5 | 682-4 |  
                | S2 | 680-4 | 680-4 | 686-6 |  |  
                | S3 | 670-6 | 674-6 | 685-7 |  |  
                | S4 | 661-0 | 665-0 | 683-1 |  |  | 
        
            | 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 | 708-4 | 680-4 | 28-0 | 4.1% | 15-5 | 2.3% | 29% | False | False | 207,073 |  
                | 10 | 715-6 | 666-0 | 49-6 | 7.2% | 14-7 | 2.2% | 45% | False | False | 184,701 |  
                | 20 | 715-6 | 663-4 | 52-2 | 7.6% | 15-2 | 2.2% | 48% | False | False | 165,870 |  
                | 40 | 715-6 | 576-0 | 139-6 | 20.3% | 16-3 | 2.4% | 81% | False | False | 151,725 |  
                | 60 | 720-4 | 576-0 | 144-4 | 21.0% | 15-2 | 2.2% | 78% | False | False | 124,862 |  
                | 80 | 720-4 | 576-0 | 144-4 | 21.0% | 15-1 | 2.2% | 78% | False | False | 111,181 |  
                | 100 | 720-4 | 576-0 | 144-4 | 21.0% | 14-2 | 2.1% | 78% | False | False | 99,513 |  
                | 120 | 720-4 | 548-0 | 172-4 | 25.1% | 14-0 | 2.0% | 81% | False | False | 89,859 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 737-4 |  
            | 2.618 | 721-4 |  
            | 1.618 | 711-6 |  
            | 1.000 | 705-6 |  
            | 0.618 | 702-0 |  
            | HIGH | 696-0 |  
            | 0.618 | 692-2 |  
            | 0.500 | 691-1 |  
            | 0.382 | 690-0 |  
            | LOW | 686-2 |  
            | 0.618 | 680-2 |  
            | 1.000 | 676-4 |  
            | 1.618 | 670-4 |  
            | 2.618 | 660-6 |  
            | 4.250 | 644-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 691-1 | 690-6 |  
                                | PP | 690-2 | 690-0 |  
                                | S1 | 689-3 | 689-2 |  |