CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Oct-2011 | 13-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 639-0 | 634-0 | -5-0 | -0.8% | 579-4 |  
                        | High | 644-0 | 641-0 | -3-0 | -0.5% | 615-0 |  
                        | Low | 629-0 | 622-4 | -6-4 | -1.0% | 577-0 |  
                        | Close | 640-6 | 638-2 | -2-4 | -0.4% | 600-0 |  
                        | Range | 15-0 | 18-4 | 3-4 | 23.3% | 38-0 |  
                        | ATR | 19-1 | 19-1 | 0-0 | -0.2% | 0-0 |  
                        | Volume | 208,857 | 174,678 | -34,179 | -16.4% | 868,113 |  | 
    
| 
        
            | Daily Pivots for day following 13-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 689-3 | 682-3 | 648-3 |  |  
                | R3 | 670-7 | 663-7 | 643-3 |  |  
                | R2 | 652-3 | 652-3 | 641-5 |  |  
                | R1 | 645-3 | 645-3 | 640-0 | 648-7 |  
                | PP | 633-7 | 633-7 | 633-7 | 635-6 |  
                | S1 | 626-7 | 626-7 | 636-4 | 630-3 |  
                | S2 | 615-3 | 615-3 | 634-7 |  |  
                | S3 | 596-7 | 608-3 | 633-1 |  |  
                | S4 | 578-3 | 589-7 | 628-1 |  |  | 
        
            | 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% | 18-3 | 2.9% | 86% | False | False | 174,053 |  
                | 10 | 645-0 | 577-0 | 68-0 | 10.7% | 15-6 | 2.5% | 90% | False | False | 183,023 |  
                | 20 | 705-4 | 577-0 | 128-4 | 20.1% | 16-0 | 2.5% | 48% | False | False | 179,712 |  
                | 40 | 777-0 | 577-0 | 200-0 | 31.3% | 15-3 | 2.4% | 31% | False | False | 172,300 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.3% | 14-7 | 2.3% | 31% | False | False | 171,109 |  
                | 80 | 777-0 | 576-0 | 201-0 | 31.5% | 15-4 | 2.4% | 31% | False | False | 166,041 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.5% | 15-1 | 2.4% | 31% | False | False | 149,301 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.5% | 15-1 | 2.4% | 31% | False | False | 136,230 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 719-5 |  
            | 2.618 | 689-3 |  
            | 1.618 | 670-7 |  
            | 1.000 | 659-4 |  
            | 0.618 | 652-3 |  
            | HIGH | 641-0 |  
            | 0.618 | 633-7 |  
            | 0.500 | 631-6 |  
            | 0.382 | 629-5 |  
            | LOW | 622-4 |  
            | 0.618 | 611-1 |  
            | 1.000 | 604-0 |  
            | 1.618 | 592-5 |  
            | 2.618 | 574-1 |  
            | 4.250 | 543-7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 636-1 | 634-2 |  
                                | PP | 633-7 | 630-2 |  
                                | S1 | 631-6 | 626-2 |  |