CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Oct-2011 | 12-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 607-4 | 639-0 | 31-4 | 5.2% | 579-4 |  
                        | High | 645-0 | 644-0 | -1-0 | -0.2% | 615-0 |  
                        | Low | 607-4 | 629-0 | 21-4 | 3.5% | 577-0 |  
                        | Close | 645-0 | 640-6 | -4-2 | -0.7% | 600-0 |  
                        | Range | 37-4 | 15-0 | -22-4 | -60.0% | 38-0 |  
                        | ATR | 19-3 | 19-1 | -0-2 | -1.2% | 0-0 |  
                        | Volume | 233,739 | 208,857 | -24,882 | -10.6% | 868,113 |  | 
    
| 
        
            | Daily Pivots for day following 12-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 682-7 | 676-7 | 649-0 |  |  
                | R3 | 667-7 | 661-7 | 644-7 |  |  
                | R2 | 652-7 | 652-7 | 643-4 |  |  
                | R1 | 646-7 | 646-7 | 642-1 | 649-7 |  
                | PP | 637-7 | 637-7 | 637-7 | 639-4 |  
                | S1 | 631-7 | 631-7 | 639-3 | 634-7 |  
                | S2 | 622-7 | 622-7 | 638-0 |  |  
                | S3 | 607-7 | 616-7 | 636-5 |  |  
                | S4 | 592-7 | 601-7 | 632-4 |  |  | 
        
            | 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 | 597-4 | 47-4 | 7.4% | 16-6 | 2.6% | 91% | False | False | 171,764 |  
                | 10 | 645-0 | 577-0 | 68-0 | 10.6% | 14-7 | 2.3% | 94% | False | False | 181,652 |  
                | 20 | 720-4 | 577-0 | 143-4 | 22.4% | 16-1 | 2.5% | 44% | False | False | 180,891 |  
                | 40 | 777-0 | 577-0 | 200-0 | 31.2% | 15-2 | 2.4% | 32% | False | False | 172,032 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.2% | 14-6 | 2.3% | 32% | False | False | 171,090 |  
                | 80 | 777-0 | 576-0 | 201-0 | 31.4% | 15-3 | 2.4% | 32% | False | False | 164,850 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.4% | 15-0 | 2.3% | 32% | False | False | 148,071 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.4% | 15-0 | 2.3% | 32% | False | False | 135,134 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 707-6 |  
            | 2.618 | 683-2 |  
            | 1.618 | 668-2 |  
            | 1.000 | 659-0 |  
            | 0.618 | 653-2 |  
            | HIGH | 644-0 |  
            | 0.618 | 638-2 |  
            | 0.500 | 636-4 |  
            | 0.382 | 634-6 |  
            | LOW | 629-0 |  
            | 0.618 | 619-6 |  
            | 1.000 | 614-0 |  
            | 1.618 | 604-6 |  
            | 2.618 | 589-6 |  
            | 4.250 | 565-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 639-3 | 635-3 |  
                                | PP | 637-7 | 629-7 |  
                                | S1 | 636-4 | 624-4 |  |