CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Aug-2011 | 17-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 714-4 | 730-0 | 15-4 | 2.2% | 685-0 |  
                        | High | 728-0 | 733-0 | 5-0 | 0.7% | 720-6 |  
                        | Low | 714-4 | 722-6 | 8-2 | 1.2% | 680-4 |  
                        | Close | 727-4 | 725-4 | -2-0 | -0.3% | 714-4 |  
                        | Range | 13-4 | 10-2 | -3-2 | -24.1% | 40-2 |  
                        | ATR | 17-5 | 17-0 | -0-4 | -3.0% | 0-0 |  
                        | Volume | 111,854 | 163,948 | 52,094 | 46.6% | 1,037,616 |  | 
    
| 
        
            | Daily Pivots for day following 17-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 757-7 | 751-7 | 731-1 |  |  
                | R3 | 747-5 | 741-5 | 728-3 |  |  
                | R2 | 737-3 | 737-3 | 727-3 |  |  
                | R1 | 731-3 | 731-3 | 726-4 | 729-2 |  
                | PP | 727-1 | 727-1 | 727-1 | 726-0 |  
                | S1 | 721-1 | 721-1 | 724-4 | 719-0 |  
                | S2 | 716-7 | 716-7 | 723-5 |  |  
                | S3 | 706-5 | 710-7 | 722-5 |  |  
                | S4 | 696-3 | 700-5 | 719-7 |  |  | 
        
            | 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 | 733-0 | 709-6 | 23-2 | 3.2% | 10-2 | 1.4% | 68% | True | False | 173,222 |  
                | 10 | 733-0 | 680-4 | 52-4 | 7.2% | 12-7 | 1.8% | 86% | True | False | 190,148 |  
                | 20 | 733-0 | 663-4 | 69-4 | 9.6% | 13-6 | 1.9% | 89% | True | False | 168,728 |  
                | 40 | 733-0 | 576-0 | 157-0 | 21.6% | 15-5 | 2.1% | 95% | True | False | 159,783 |  
                | 60 | 733-0 | 576-0 | 157-0 | 21.6% | 14-7 | 2.0% | 95% | True | False | 133,968 |  
                | 80 | 733-0 | 576-0 | 157-0 | 21.6% | 15-0 | 2.1% | 95% | True | False | 118,195 |  
                | 100 | 733-0 | 576-0 | 157-0 | 21.6% | 14-2 | 2.0% | 95% | True | False | 105,931 |  
                | 120 | 733-0 | 548-0 | 185-0 | 25.5% | 13-7 | 1.9% | 96% | True | False | 95,638 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 776-4 |  
            | 2.618 | 759-7 |  
            | 1.618 | 749-5 |  
            | 1.000 | 743-2 |  
            | 0.618 | 739-3 |  
            | HIGH | 733-0 |  
            | 0.618 | 729-1 |  
            | 0.500 | 727-7 |  
            | 0.382 | 726-5 |  
            | LOW | 722-6 |  
            | 0.618 | 716-3 |  
            | 1.000 | 712-4 |  
            | 1.618 | 706-1 |  
            | 2.618 | 695-7 |  
            | 4.250 | 679-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 727-7 | 724-7 |  
                                | PP | 727-1 | 724-3 |  
                                | S1 | 726-2 | 723-6 |  |