CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Aug-2011 | 31-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 763-0 | 771-4 | 8-4 | 1.1% | 734-2 |  
                        | High | 777-0 | 775-4 | -1-4 | -0.2% | 768-4 |  
                        | Low | 762-2 | 767-0 | 4-6 | 0.6% | 729-4 |  
                        | Close | 775-2 | 767-4 | -7-6 | -1.0% | 767-0 |  
                        | Range | 14-6 | 8-4 | -6-2 | -42.4% | 39-0 |  
                        | ATR | 15-3 | 14-7 | -0-4 | -3.2% | 0-0 |  
                        | Volume | 206,914 | 157,220 | -49,694 | -24.0% | 703,137 |  | 
    
| 
        
            | Daily Pivots for day following 31-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 795-4 | 790-0 | 772-1 |  |  
                | R3 | 787-0 | 781-4 | 769-7 |  |  
                | R2 | 778-4 | 778-4 | 769-0 |  |  
                | R1 | 773-0 | 773-0 | 768-2 | 771-4 |  
                | PP | 770-0 | 770-0 | 770-0 | 769-2 |  
                | S1 | 764-4 | 764-4 | 766-6 | 763-0 |  
                | S2 | 761-4 | 761-4 | 766-0 |  |  
                | S3 | 753-0 | 756-0 | 765-1 |  |  
                | S4 | 744-4 | 747-4 | 762-7 |  |  | 
        
            | 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% | 13-6 | 1.8% | 77% | False | False | 167,042 |  
                | 10 | 777-0 | 709-6 | 67-2 | 8.8% | 11-0 | 1.4% | 86% | False | False | 151,428 |  
                | 20 | 777-0 | 680-4 | 96-4 | 12.6% | 11-7 | 1.6% | 90% | False | False | 170,788 |  
                | 40 | 777-0 | 613-2 | 163-6 | 21.3% | 13-5 | 1.8% | 94% | False | False | 159,455 |  
                | 60 | 777-0 | 576-0 | 201-0 | 26.2% | 14-5 | 1.9% | 95% | False | False | 148,057 |  
                | 80 | 777-0 | 576-0 | 201-0 | 26.2% | 14-2 | 1.9% | 95% | False | False | 128,335 |  
                | 100 | 777-0 | 576-0 | 201-0 | 26.2% | 14-4 | 1.9% | 95% | False | False | 115,456 |  
                | 120 | 777-0 | 548-0 | 229-0 | 29.8% | 14-0 | 1.8% | 96% | False | False | 105,157 |  | 
    
        
        |  | 
    
        | 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 31-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 771-2 | 769-5 |  
                                | PP | 770-0 | 768-7 |  
                                | S1 | 768-6 | 768-2 |  |