CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Aug-2011 | 11-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 693-2 | 717-4 | 24-2 | 3.5% | 677-0 |  
                        | High | 696-0 | 718-4 | 22-4 | 3.2% | 715-6 |  
                        | Low | 686-2 | 709-6 | 23-4 | 3.4% | 675-4 |  
                        | Close | 688-4 | 714-0 | 25-4 | 3.7% | 703-0 |  
                        | Range | 9-6 | 8-6 | -1-0 | -10.3% | 40-2 |  
                        | ATR | 18-3 | 19-1 | 0-7 | 4.6% | 0-0 |  
                        | Volume | 225,023 | 185,211 | -39,812 | -17.7% | 932,515 |  | 
    
| 
        
            | Daily Pivots for day following 11-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 740-3 | 735-7 | 718-6 |  |  
                | R3 | 731-5 | 727-1 | 716-3 |  |  
                | R2 | 722-7 | 722-7 | 715-5 |  |  
                | R1 | 718-3 | 718-3 | 714-6 | 716-2 |  
                | PP | 714-1 | 714-1 | 714-1 | 713-0 |  
                | S1 | 709-5 | 709-5 | 713-2 | 707-4 |  
                | S2 | 705-3 | 705-3 | 712-3 |  |  
                | S3 | 696-5 | 700-7 | 711-5 |  |  
                | S4 | 687-7 | 692-1 | 709-2 |  |  | 
        
            | 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 | 718-4 | 680-4 | 38-0 | 5.3% | 13-7 | 1.9% | 88% | True | False | 207,659 |  
                | 10 | 718-4 | 666-0 | 52-4 | 7.4% | 14-7 | 2.1% | 91% | True | False | 189,071 |  
                | 20 | 718-4 | 663-4 | 55-0 | 7.7% | 14-6 | 2.1% | 92% | True | False | 165,541 |  
                | 40 | 718-4 | 576-0 | 142-4 | 20.0% | 15-7 | 2.2% | 97% | True | False | 153,816 |  
                | 60 | 720-4 | 576-0 | 144-4 | 20.2% | 15-2 | 2.1% | 96% | False | False | 126,878 |  
                | 80 | 720-4 | 576-0 | 144-4 | 20.2% | 15-1 | 2.1% | 96% | False | False | 112,784 |  
                | 100 | 720-4 | 576-0 | 144-4 | 20.2% | 14-2 | 2.0% | 96% | False | False | 100,566 |  
                | 120 | 720-4 | 548-0 | 172-4 | 24.2% | 14-0 | 2.0% | 96% | False | False | 91,188 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 755-6 |  
            | 2.618 | 741-3 |  
            | 1.618 | 732-5 |  
            | 1.000 | 727-2 |  
            | 0.618 | 723-7 |  
            | HIGH | 718-4 |  
            | 0.618 | 715-1 |  
            | 0.500 | 714-1 |  
            | 0.382 | 713-1 |  
            | LOW | 709-6 |  
            | 0.618 | 704-3 |  
            | 1.000 | 701-0 |  
            | 1.618 | 695-5 |  
            | 2.618 | 686-7 |  
            | 4.250 | 672-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 714-1 | 710-1 |  
                                | PP | 714-1 | 706-2 |  
                                | S1 | 714-0 | 702-3 |  |