CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Aug-2011 | 12-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 717-4 | 713-4 | -4-0 | -0.6% | 685-0 |  
                        | High | 718-4 | 720-6 | 2-2 | 0.3% | 720-6 |  
                        | Low | 709-6 | 710-4 | 0-6 | 0.1% | 680-4 |  
                        | Close | 714-0 | 714-4 | 0-4 | 0.1% | 714-4 |  
                        | Range | 8-6 | 10-2 | 1-4 | 17.1% | 40-2 |  
                        | ATR | 19-1 | 18-4 | -0-5 | -3.3% | 0-0 |  
                        | Volume | 185,211 | 215,474 | 30,263 | 16.3% | 1,037,616 |  | 
    
| 
        
            | Daily Pivots for day following 12-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 746-0 | 740-4 | 720-1 |  |  
                | R3 | 735-6 | 730-2 | 717-3 |  |  
                | R2 | 725-4 | 725-4 | 716-3 |  |  
                | R1 | 720-0 | 720-0 | 715-4 | 722-6 |  
                | PP | 715-2 | 715-2 | 715-2 | 716-5 |  
                | S1 | 709-6 | 709-6 | 713-4 | 712-4 |  
                | S2 | 705-0 | 705-0 | 712-5 |  |  
                | S3 | 694-6 | 699-4 | 711-5 |  |  
                | S4 | 684-4 | 689-2 | 708-7 |  |  | 
        
            | Weekly Pivots for week ending 12-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 826-0 | 810-4 | 736-5 |  |  
                | R3 | 785-6 | 770-2 | 725-5 |  |  
                | R2 | 745-4 | 745-4 | 721-7 |  |  
                | R1 | 730-0 | 730-0 | 718-2 | 737-6 |  
                | PP | 705-2 | 705-2 | 705-2 | 709-1 |  
                | S1 | 689-6 | 689-6 | 710-6 | 697-4 |  
                | S2 | 665-0 | 665-0 | 707-1 |  |  
                | S3 | 624-6 | 649-4 | 703-3 |  |  
                | S4 | 584-4 | 609-2 | 692-3 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 720-6 | 680-4 | 40-2 | 5.6% | 11-7 | 1.7% | 84% | True | False | 207,523 |  
                | 10 | 720-6 | 675-4 | 45-2 | 6.3% | 14-7 | 2.1% | 86% | True | False | 197,013 |  
                | 20 | 720-6 | 663-4 | 57-2 | 8.0% | 14-3 | 2.0% | 89% | True | False | 169,054 |  
                | 40 | 720-6 | 576-0 | 144-6 | 20.3% | 15-5 | 2.2% | 96% | True | False | 155,712 |  
                | 60 | 720-6 | 576-0 | 144-6 | 20.3% | 15-1 | 2.1% | 96% | True | False | 129,370 |  
                | 80 | 720-6 | 576-0 | 144-6 | 20.3% | 15-1 | 2.1% | 96% | True | False | 114,733 |  
                | 100 | 720-6 | 576-0 | 144-6 | 20.3% | 14-2 | 2.0% | 96% | True | False | 102,364 |  
                | 120 | 720-6 | 548-0 | 172-6 | 24.2% | 14-0 | 2.0% | 96% | True | False | 92,806 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 764-2 |  
            | 2.618 | 747-5 |  
            | 1.618 | 737-3 |  
            | 1.000 | 731-0 |  
            | 0.618 | 727-1 |  
            | HIGH | 720-6 |  
            | 0.618 | 716-7 |  
            | 0.500 | 715-5 |  
            | 0.382 | 714-3 |  
            | LOW | 710-4 |  
            | 0.618 | 704-1 |  
            | 1.000 | 700-2 |  
            | 1.618 | 693-7 |  
            | 2.618 | 683-5 |  
            | 4.250 | 667-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 715-5 | 710-7 |  
                                | PP | 715-2 | 707-1 |  
                                | S1 | 714-7 | 703-4 |  |