CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Oct-2011 | 11-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 615-0 | 607-4 | -7-4 | -1.2% | 579-4 |  
                        | High | 618-4 | 645-0 | 26-4 | 4.3% | 615-0 |  
                        | Low | 604-0 | 607-4 | 3-4 | 0.6% | 577-0 |  
                        | Close | 605-0 | 645-0 | 40-0 | 6.6% | 600-0 |  
                        | Range | 14-4 | 37-4 | 23-0 | 158.6% | 38-0 |  
                        | ATR | 17-6 | 19-3 | 1-5 | 8.9% | 0-0 |  
                        | Volume | 136,279 | 233,739 | 97,460 | 71.5% | 868,113 |  | 
    
| 
        
            | Daily Pivots for day following 11-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 745-0 | 732-4 | 665-5 |  |  
                | R3 | 707-4 | 695-0 | 655-2 |  |  
                | R2 | 670-0 | 670-0 | 651-7 |  |  
                | R1 | 657-4 | 657-4 | 648-4 | 663-6 |  
                | PP | 632-4 | 632-4 | 632-4 | 635-5 |  
                | S1 | 620-0 | 620-0 | 641-4 | 626-2 |  
                | S2 | 595-0 | 595-0 | 638-1 |  |  
                | S3 | 557-4 | 582-4 | 634-6 |  |  
                | S4 | 520-0 | 545-0 | 624-3 |  |  | 
        
            | Weekly Pivots for week ending 07-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 711-3 | 693-5 | 620-7 |  |  
                | R3 | 673-3 | 655-5 | 610-4 |  |  
                | R2 | 635-3 | 635-3 | 607-0 |  |  
                | R1 | 617-5 | 617-5 | 603-4 | 626-4 |  
                | PP | 597-3 | 597-3 | 597-3 | 601-6 |  
                | S1 | 579-5 | 579-5 | 596-4 | 588-4 |  
                | S2 | 559-3 | 559-3 | 593-0 |  |  
                | S3 | 521-3 | 541-5 | 589-4 |  |  
                | S4 | 483-3 | 503-5 | 579-1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 645-0 | 597-0 | 48-0 | 7.4% | 15-6 | 2.4% | 100% | True | False | 160,306 |  
                | 10 | 650-0 | 577-0 | 73-0 | 11.3% | 15-3 | 2.4% | 93% | False | False | 180,273 |  
                | 20 | 728-2 | 577-0 | 151-2 | 23.4% | 15-7 | 2.5% | 45% | False | False | 177,831 |  
                | 40 | 777-0 | 577-0 | 200-0 | 31.0% | 15-1 | 2.4% | 34% | False | False | 169,607 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.0% | 14-7 | 2.3% | 34% | False | False | 169,704 |  
                | 80 | 777-0 | 576-0 | 201-0 | 31.2% | 15-3 | 2.4% | 34% | False | False | 163,568 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.2% | 15-0 | 2.3% | 34% | False | False | 146,607 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.2% | 15-0 | 2.3% | 34% | False | False | 134,062 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 804-3 |  
            | 2.618 | 743-1 |  
            | 1.618 | 705-5 |  
            | 1.000 | 682-4 |  
            | 0.618 | 668-1 |  
            | HIGH | 645-0 |  
            | 0.618 | 630-5 |  
            | 0.500 | 626-2 |  
            | 0.382 | 621-7 |  
            | LOW | 607-4 |  
            | 0.618 | 584-3 |  
            | 1.000 | 570-0 |  
            | 1.618 | 546-7 |  
            | 2.618 | 509-3 |  
            | 4.250 | 448-1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 638-6 | 637-1 |  
                                | PP | 632-4 | 629-1 |  
                                | S1 | 626-2 | 621-2 |  |