CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Aug-2011 | 26-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 735-4 | 742-4 | 7-0 | 1.0% | 734-2 |  
                        | High | 746-2 | 768-4 | 22-2 | 3.0% | 768-4 |  
                        | Low | 735-4 | 742-4 | 7-0 | 1.0% | 729-4 |  
                        | Close | 743-4 | 767-0 | 23-4 | 3.2% | 767-0 |  
                        | Range | 10-6 | 26-0 | 15-2 | 141.9% | 39-0 |  
                        | ATR | 15-1 | 15-7 | 0-6 | 5.1% | 0-0 |  
                        | Volume | 144,125 | 150,906 | 6,781 | 4.7% | 703,137 |  | 
    
| 
        
            | Daily Pivots for day following 26-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 837-3 | 828-1 | 781-2 |  |  
                | R3 | 811-3 | 802-1 | 774-1 |  |  
                | R2 | 785-3 | 785-3 | 771-6 |  |  
                | R1 | 776-1 | 776-1 | 769-3 | 780-6 |  
                | PP | 759-3 | 759-3 | 759-3 | 761-5 |  
                | S1 | 750-1 | 750-1 | 764-5 | 754-6 |  
                | S2 | 733-3 | 733-3 | 762-2 |  |  
                | S3 | 707-3 | 724-1 | 759-7 |  |  
                | S4 | 681-3 | 698-1 | 752-6 |  |  | 
        
            | Weekly Pivots for week ending 26-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 872-0 | 858-4 | 788-4 |  |  
                | R3 | 833-0 | 819-4 | 777-6 |  |  
                | R2 | 794-0 | 794-0 | 774-1 |  |  
                | R1 | 780-4 | 780-4 | 770-5 | 787-2 |  
                | PP | 755-0 | 755-0 | 755-0 | 758-3 |  
                | S1 | 741-4 | 741-4 | 763-3 | 748-2 |  
                | S2 | 716-0 | 716-0 | 759-7 |  |  
                | S3 | 677-0 | 702-4 | 756-2 |  |  
                | S4 | 638-0 | 663-4 | 745-4 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 768-4 | 729-4 | 39-0 | 5.1% | 12-4 | 1.6% | 96% | True | False | 140,627 |  
                | 10 | 768-4 | 709-6 | 58-6 | 7.7% | 11-0 | 1.4% | 97% | True | False | 143,953 |  
                | 20 | 768-4 | 675-4 | 93-0 | 12.1% | 13-0 | 1.7% | 98% | True | False | 170,483 |  
                | 40 | 768-4 | 576-0 | 192-4 | 25.1% | 14-1 | 1.8% | 99% | True | False | 157,009 |  
                | 60 | 768-4 | 576-0 | 192-4 | 25.1% | 14-5 | 1.9% | 99% | True | False | 142,572 |  
                | 80 | 768-4 | 576-0 | 192-4 | 25.1% | 14-4 | 1.9% | 99% | True | False | 124,196 |  
                | 100 | 768-4 | 576-0 | 192-4 | 25.1% | 14-3 | 1.9% | 99% | True | False | 111,538 |  
                | 120 | 768-4 | 548-0 | 220-4 | 28.7% | 14-0 | 1.8% | 99% | True | False | 101,980 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 879-0 |  
            | 2.618 | 836-5 |  
            | 1.618 | 810-5 |  
            | 1.000 | 794-4 |  
            | 0.618 | 784-5 |  
            | HIGH | 768-4 |  
            | 0.618 | 758-5 |  
            | 0.500 | 755-4 |  
            | 0.382 | 752-3 |  
            | LOW | 742-4 |  
            | 0.618 | 726-3 |  
            | 1.000 | 716-4 |  
            | 1.618 | 700-3 |  
            | 2.618 | 674-3 |  
            | 4.250 | 632-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 763-1 | 762-0 |  
                                | PP | 759-3 | 757-0 |  
                                | S1 | 755-4 | 752-0 |  |