CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Aug-2011 | 23-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 734-2 | 737-0 | 2-6 | 0.4% | 722-0 |  
                        | High | 736-0 | 744-0 | 8-0 | 1.1% | 733-0 |  
                        | Low | 729-4 | 734-2 | 4-6 | 0.7% | 709-6 |  
                        | Close | 734-4 | 743-4 | 9-0 | 1.2% | 725-2 |  
                        | Range | 6-4 | 9-6 | 3-2 | 50.0% | 23-2 |  
                        | ATR | 16-3 | 15-7 | -0-4 | -2.9% | 0-0 |  
                        | Volume | 127,915 | 123,198 | -4,717 | -3.7% | 736,399 |  | 
    
| 
        
            | Daily Pivots for day following 23-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 769-7 | 766-3 | 748-7 |  |  
                | R3 | 760-1 | 756-5 | 746-1 |  |  
                | R2 | 750-3 | 750-3 | 745-2 |  |  
                | R1 | 746-7 | 746-7 | 744-3 | 748-5 |  
                | PP | 740-5 | 740-5 | 740-5 | 741-4 |  
                | S1 | 737-1 | 737-1 | 742-5 | 738-7 |  
                | S2 | 730-7 | 730-7 | 741-6 |  |  
                | S3 | 721-1 | 727-3 | 740-7 |  |  
                | S4 | 711-3 | 717-5 | 738-1 |  |  | 
        
            | Weekly Pivots for week ending 19-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 792-3 | 782-1 | 738-0 |  |  
                | R3 | 769-1 | 758-7 | 731-5 |  |  
                | R2 | 745-7 | 745-7 | 729-4 |  |  
                | R1 | 735-5 | 735-5 | 727-3 | 740-6 |  
                | PP | 722-5 | 722-5 | 722-5 | 725-2 |  
                | S1 | 712-3 | 712-3 | 723-1 | 717-4 |  
                | S2 | 699-3 | 699-3 | 721-0 |  |  
                | S3 | 676-1 | 689-1 | 718-7 |  |  
                | S4 | 652-7 | 665-7 | 712-4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 744-0 | 709-6 | 34-2 | 4.6% | 8-3 | 1.1% | 99% | True | False | 137,206 |  
                | 10 | 744-0 | 686-2 | 57-6 | 7.8% | 9-2 | 1.2% | 99% | True | False | 161,322 |  
                | 20 | 744-0 | 666-0 | 78-0 | 10.5% | 12-4 | 1.7% | 99% | True | False | 168,211 |  
                | 40 | 744-0 | 576-0 | 168-0 | 22.6% | 14-1 | 1.9% | 100% | True | False | 156,903 |  
                | 60 | 744-0 | 576-0 | 168-0 | 22.6% | 14-4 | 1.9% | 100% | True | False | 138,040 |  
                | 80 | 744-0 | 576-0 | 168-0 | 22.6% | 14-4 | 1.9% | 100% | True | False | 121,070 |  
                | 100 | 744-0 | 576-0 | 168-0 | 22.6% | 14-2 | 1.9% | 100% | True | False | 109,504 |  
                | 120 | 744-0 | 548-0 | 196-0 | 26.4% | 13-7 | 1.9% | 100% | True | False | 98,930 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 785-4 |  
            | 2.618 | 769-4 |  
            | 1.618 | 759-6 |  
            | 1.000 | 753-6 |  
            | 0.618 | 750-0 |  
            | HIGH | 744-0 |  
            | 0.618 | 740-2 |  
            | 0.500 | 739-1 |  
            | 0.382 | 738-0 |  
            | LOW | 734-2 |  
            | 0.618 | 728-2 |  
            | 1.000 | 724-4 |  
            | 1.618 | 718-4 |  
            | 2.618 | 708-6 |  
            | 4.250 | 692-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 742-0 | 739-5 |  
                                | PP | 740-5 | 735-6 |  
                                | S1 | 739-1 | 731-7 |  |