CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Aug-2011 | 25-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 742-2 | 735-4 | -6-6 | -0.9% | 722-0 |  
                        | High | 748-4 | 746-2 | -2-2 | -0.3% | 733-0 |  
                        | Low | 739-2 | 735-4 | -3-6 | -0.5% | 709-6 |  
                        | Close | 743-0 | 743-4 | 0-4 | 0.1% | 725-2 |  
                        | Range | 9-2 | 10-6 | 1-4 | 16.2% | 23-2 |  
                        | ATR | 15-4 | 15-1 | -0-3 | -2.2% | 0-0 |  
                        | Volume | 156,993 | 144,125 | -12,868 | -8.2% | 736,399 |  | 
    
| 
        
            | Daily Pivots for day following 25-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 774-0 | 769-4 | 749-3 |  |  
                | R3 | 763-2 | 758-6 | 746-4 |  |  
                | R2 | 752-4 | 752-4 | 745-4 |  |  
                | R1 | 748-0 | 748-0 | 744-4 | 750-2 |  
                | PP | 741-6 | 741-6 | 741-6 | 742-7 |  
                | S1 | 737-2 | 737-2 | 742-4 | 739-4 |  
                | S2 | 731-0 | 731-0 | 741-4 |  |  
                | S3 | 720-2 | 726-4 | 740-4 |  |  
                | S4 | 709-4 | 715-6 | 737-5 |  |  | 
        
            | 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 | 719-6 | 28-6 | 3.9% | 9-0 | 1.2% | 83% | False | False | 138,035 |  
                | 10 | 748-4 | 709-6 | 38-6 | 5.2% | 9-3 | 1.3% | 87% | False | False | 150,410 |  
                | 20 | 748-4 | 666-0 | 82-4 | 11.1% | 12-1 | 1.6% | 94% | False | False | 169,740 |  
                | 40 | 748-4 | 576-0 | 172-4 | 23.2% | 13-4 | 1.8% | 97% | False | False | 157,569 |  
                | 60 | 748-4 | 576-0 | 172-4 | 23.2% | 14-3 | 1.9% | 97% | False | False | 141,233 |  
                | 80 | 748-4 | 576-0 | 172-4 | 23.2% | 14-3 | 1.9% | 97% | False | False | 123,227 |  
                | 100 | 748-4 | 576-0 | 172-4 | 23.2% | 14-2 | 1.9% | 97% | False | False | 110,687 |  
                | 120 | 748-4 | 548-0 | 200-4 | 27.0% | 13-7 | 1.9% | 98% | False | False | 100,984 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 792-0 |  
            | 2.618 | 774-3 |  
            | 1.618 | 763-5 |  
            | 1.000 | 757-0 |  
            | 0.618 | 752-7 |  
            | HIGH | 746-2 |  
            | 0.618 | 742-1 |  
            | 0.500 | 740-7 |  
            | 0.382 | 739-5 |  
            | LOW | 735-4 |  
            | 0.618 | 728-7 |  
            | 1.000 | 724-6 |  
            | 1.618 | 718-1 |  
            | 2.618 | 707-3 |  
            | 4.250 | 689-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 742-5 | 742-6 |  
                                | PP | 741-6 | 742-1 |  
                                | S1 | 740-7 | 741-3 |  |