CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Aug-2011 | 30-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 774-4 | 763-0 | -11-4 | -1.5% | 734-2 |  
                        | High | 775-4 | 777-0 | 1-4 | 0.2% | 768-4 |  
                        | Low | 767-0 | 762-2 | -4-6 | -0.6% | 729-4 |  
                        | Close | 770-0 | 775-2 | 5-2 | 0.7% | 767-0 |  
                        | Range | 8-4 | 14-6 | 6-2 | 73.5% | 39-0 |  
                        | ATR | 15-3 | 15-3 | 0-0 | -0.3% | 0-0 |  
                        | Volume | 176,045 | 206,914 | 30,869 | 17.5% | 703,137 |  | 
    
| 
        
            | Daily Pivots for day following 30-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 815-6 | 810-2 | 783-3 |  |  
                | R3 | 801-0 | 795-4 | 779-2 |  |  
                | R2 | 786-2 | 786-2 | 778-0 |  |  
                | R1 | 780-6 | 780-6 | 776-5 | 783-4 |  
                | PP | 771-4 | 771-4 | 771-4 | 772-7 |  
                | S1 | 766-0 | 766-0 | 773-7 | 768-6 |  
                | S2 | 756-6 | 756-6 | 772-4 |  |  
                | S3 | 742-0 | 751-2 | 771-2 |  |  
                | S4 | 727-2 | 736-4 | 767-1 |  |  | 
        
            | 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 | 777-0 | 735-4 | 41-4 | 5.4% | 13-7 | 1.8% | 96% | True | False | 166,996 |  
                | 10 | 777-0 | 709-6 | 67-2 | 8.7% | 11-1 | 1.4% | 97% | True | False | 152,101 |  
                | 20 | 777-0 | 680-4 | 96-4 | 12.4% | 12-0 | 1.5% | 98% | True | False | 174,470 |  
                | 40 | 777-0 | 604-0 | 173-0 | 22.3% | 13-6 | 1.8% | 99% | True | False | 158,719 |  
                | 60 | 777-0 | 576-0 | 201-0 | 25.9% | 14-5 | 1.9% | 99% | True | False | 146,637 |  
                | 80 | 777-0 | 576-0 | 201-0 | 25.9% | 14-3 | 1.9% | 99% | True | False | 127,463 |  
                | 100 | 777-0 | 576-0 | 201-0 | 25.9% | 14-4 | 1.9% | 99% | True | False | 114,406 |  
                | 120 | 777-0 | 548-0 | 229-0 | 29.5% | 14-0 | 1.8% | 99% | True | False | 104,360 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 839-6 |  
            | 2.618 | 815-5 |  
            | 1.618 | 800-7 |  
            | 1.000 | 791-6 |  
            | 0.618 | 786-1 |  
            | HIGH | 777-0 |  
            | 0.618 | 771-3 |  
            | 0.500 | 769-5 |  
            | 0.382 | 767-7 |  
            | LOW | 762-2 |  
            | 0.618 | 753-1 |  
            | 1.000 | 747-4 |  
            | 1.618 | 738-3 |  
            | 2.618 | 723-5 |  
            | 4.250 | 699-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 773-3 | 770-1 |  
                                | PP | 771-4 | 764-7 |  
                                | S1 | 769-5 | 759-6 |  |