CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Aug-2011 | 15-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 713-4 | 722-0 | 8-4 | 1.2% | 685-0 |  
                        | High | 720-6 | 724-0 | 3-2 | 0.5% | 720-6 |  
                        | Low | 710-4 | 715-6 | 5-2 | 0.7% | 680-4 |  
                        | Close | 714-4 | 720-0 | 5-4 | 0.8% | 714-4 |  
                        | Range | 10-2 | 8-2 | -2-0 | -19.5% | 40-2 |  
                        | ATR | 18-4 | 17-7 | -0-5 | -3.5% | 0-0 |  
                        | Volume | 215,474 | 189,627 | -25,847 | -12.0% | 1,037,616 |  | 
    
| 
        
            | Daily Pivots for day following 15-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 744-5 | 740-5 | 724-4 |  |  
                | R3 | 736-3 | 732-3 | 722-2 |  |  
                | R2 | 728-1 | 728-1 | 721-4 |  |  
                | R1 | 724-1 | 724-1 | 720-6 | 722-0 |  
                | PP | 719-7 | 719-7 | 719-7 | 718-7 |  
                | S1 | 715-7 | 715-7 | 719-2 | 713-6 |  
                | S2 | 711-5 | 711-5 | 718-4 |  |  
                | S3 | 703-3 | 707-5 | 717-6 |  |  
                | S4 | 695-1 | 699-3 | 715-4 |  |  | 
        
            | 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 | 724-0 | 686-2 | 37-6 | 5.2% | 9-3 | 1.3% | 89% | True | False | 203,070 |  
                | 10 | 724-0 | 680-4 | 43-4 | 6.0% | 14-5 | 2.0% | 91% | True | False | 200,265 |  
                | 20 | 724-0 | 663-4 | 60-4 | 8.4% | 14-2 | 2.0% | 93% | True | False | 169,897 |  
                | 40 | 724-0 | 576-0 | 148-0 | 20.6% | 15-4 | 2.2% | 97% | True | False | 157,529 |  
                | 60 | 724-0 | 576-0 | 148-0 | 20.6% | 15-0 | 2.1% | 97% | True | False | 131,274 |  
                | 80 | 724-0 | 576-0 | 148-0 | 20.6% | 14-7 | 2.1% | 97% | True | False | 116,290 |  
                | 100 | 724-0 | 576-0 | 148-0 | 20.6% | 14-2 | 2.0% | 97% | True | False | 103,972 |  
                | 120 | 724-0 | 548-0 | 176-0 | 24.4% | 13-7 | 1.9% | 98% | True | False | 94,018 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 759-0 |  
            | 2.618 | 745-5 |  
            | 1.618 | 737-3 |  
            | 1.000 | 732-2 |  
            | 0.618 | 729-1 |  
            | HIGH | 724-0 |  
            | 0.618 | 720-7 |  
            | 0.500 | 719-7 |  
            | 0.382 | 718-7 |  
            | LOW | 715-6 |  
            | 0.618 | 710-5 |  
            | 1.000 | 707-4 |  
            | 1.618 | 702-3 |  
            | 2.618 | 694-1 |  
            | 4.250 | 680-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 720-0 | 719-0 |  
                                | PP | 719-7 | 717-7 |  
                                | S1 | 719-7 | 716-7 |  |