CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Aug-2011 | 24-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 737-0 | 742-2 | 5-2 | 0.7% | 722-0 |  
                        | High | 744-0 | 748-4 | 4-4 | 0.6% | 733-0 |  
                        | Low | 734-2 | 739-2 | 5-0 | 0.7% | 709-6 |  
                        | Close | 743-4 | 743-0 | -0-4 | -0.1% | 725-2 |  
                        | Range | 9-6 | 9-2 | -0-4 | -5.1% | 23-2 |  
                        | ATR | 15-7 | 15-4 | -0-4 | -3.0% | 0-0 |  
                        | Volume | 123,198 | 156,993 | 33,795 | 27.4% | 736,399 |  | 
    
| 
        
            | Daily Pivots for day following 24-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 771-3 | 766-3 | 748-1 |  |  
                | R3 | 762-1 | 757-1 | 745-4 |  |  
                | R2 | 752-7 | 752-7 | 744-6 |  |  
                | R1 | 747-7 | 747-7 | 743-7 | 750-3 |  
                | PP | 743-5 | 743-5 | 743-5 | 744-6 |  
                | S1 | 738-5 | 738-5 | 742-1 | 741-1 |  
                | S2 | 734-3 | 734-3 | 741-2 |  |  
                | S3 | 725-1 | 729-3 | 740-4 |  |  
                | S4 | 715-7 | 720-1 | 737-7 |  |  | 
        
            | 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 | 748-4 | 709-6 | 38-6 | 5.2% | 8-2 | 1.1% | 86% | True | False | 135,815 |  
                | 10 | 748-4 | 709-6 | 38-6 | 5.2% | 9-2 | 1.2% | 86% | True | False | 154,519 |  
                | 20 | 748-4 | 666-0 | 82-4 | 11.1% | 12-0 | 1.6% | 93% | True | False | 169,610 |  
                | 40 | 748-4 | 576-0 | 172-4 | 23.2% | 13-7 | 1.9% | 97% | True | False | 157,626 |  
                | 60 | 748-4 | 576-0 | 172-4 | 23.2% | 14-3 | 1.9% | 97% | True | False | 139,774 |  
                | 80 | 748-4 | 576-0 | 172-4 | 23.2% | 14-4 | 1.9% | 97% | True | False | 122,260 |  
                | 100 | 748-4 | 576-0 | 172-4 | 23.2% | 14-1 | 1.9% | 97% | True | False | 110,288 |  
                | 120 | 748-4 | 548-0 | 200-4 | 27.0% | 13-7 | 1.9% | 97% | True | False | 100,008 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 787-6 |  
            | 2.618 | 772-6 |  
            | 1.618 | 763-4 |  
            | 1.000 | 757-6 |  
            | 0.618 | 754-2 |  
            | HIGH | 748-4 |  
            | 0.618 | 745-0 |  
            | 0.500 | 743-7 |  
            | 0.382 | 742-6 |  
            | LOW | 739-2 |  
            | 0.618 | 733-4 |  
            | 1.000 | 730-0 |  
            | 1.618 | 724-2 |  
            | 2.618 | 715-0 |  
            | 4.250 | 700-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 743-7 | 741-5 |  
                                | PP | 743-5 | 740-3 |  
                                | S1 | 743-2 | 739-0 |  |