CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Aug-2011 | 29-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 742-4 | 774-4 | 32-0 | 4.3% | 734-2 |  
                        | High | 768-4 | 775-4 | 7-0 | 0.9% | 768-4 |  
                        | Low | 742-4 | 767-0 | 24-4 | 3.3% | 729-4 |  
                        | Close | 767-0 | 770-0 | 3-0 | 0.4% | 767-0 |  
                        | Range | 26-0 | 8-4 | -17-4 | -67.3% | 39-0 |  
                        | ATR | 15-7 | 15-3 | -0-4 | -3.3% | 0-0 |  
                        | Volume | 150,906 | 176,045 | 25,139 | 16.7% | 703,137 |  | 
    
| 
        
            | Daily Pivots for day following 29-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 796-3 | 791-5 | 774-5 |  |  
                | R3 | 787-7 | 783-1 | 772-3 |  |  
                | R2 | 779-3 | 779-3 | 771-4 |  |  
                | R1 | 774-5 | 774-5 | 770-6 | 772-6 |  
                | PP | 770-7 | 770-7 | 770-7 | 769-7 |  
                | S1 | 766-1 | 766-1 | 769-2 | 764-2 |  
                | S2 | 762-3 | 762-3 | 768-4 |  |  
                | S3 | 753-7 | 757-5 | 767-5 |  |  
                | S4 | 745-3 | 749-1 | 765-3 |  |  | 
        
            | 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 | 775-4 | 734-2 | 41-2 | 5.4% | 12-7 | 1.7% | 87% | True | False | 150,253 |  
                | 10 | 775-4 | 709-6 | 65-6 | 8.5% | 11-0 | 1.4% | 92% | True | False | 142,595 |  
                | 20 | 775-4 | 680-4 | 95-0 | 12.3% | 12-6 | 1.7% | 94% | True | False | 171,430 |  
                | 40 | 775-4 | 600-4 | 175-0 | 22.7% | 13-6 | 1.8% | 97% | True | False | 159,318 |  
                | 60 | 775-4 | 576-0 | 199-4 | 25.9% | 14-4 | 1.9% | 97% | True | False | 144,165 |  
                | 80 | 775-4 | 576-0 | 199-4 | 25.9% | 14-4 | 1.9% | 97% | True | False | 125,788 |  
                | 100 | 775-4 | 576-0 | 199-4 | 25.9% | 14-3 | 1.9% | 97% | True | False | 112,777 |  
                | 120 | 775-4 | 548-0 | 227-4 | 29.5% | 14-0 | 1.8% | 98% | True | False | 103,047 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 811-5 |  
            | 2.618 | 797-6 |  
            | 1.618 | 789-2 |  
            | 1.000 | 784-0 |  
            | 0.618 | 780-6 |  
            | HIGH | 775-4 |  
            | 0.618 | 772-2 |  
            | 0.500 | 771-2 |  
            | 0.382 | 770-2 |  
            | LOW | 767-0 |  
            | 0.618 | 761-6 |  
            | 1.000 | 758-4 |  
            | 1.618 | 753-2 |  
            | 2.618 | 744-6 |  
            | 4.250 | 730-7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 771-2 | 765-1 |  
                                | PP | 770-7 | 760-3 |  
                                | S1 | 770-3 | 755-4 |  |