CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Oct-2011 | 14-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 634-0 | 645-2 | 11-2 | 1.8% | 615-0 |  
                        | High | 641-0 | 648-0 | 7-0 | 1.1% | 648-0 |  
                        | Low | 622-4 | 634-0 | 11-4 | 1.8% | 604-0 |  
                        | Close | 638-2 | 640-0 | 1-6 | 0.3% | 640-0 |  
                        | Range | 18-4 | 14-0 | -4-4 | -24.3% | 44-0 |  
                        | ATR | 19-1 | 18-6 | -0-3 | -1.9% | 0-0 |  
                        | Volume | 174,678 | 168,789 | -5,889 | -3.4% | 922,342 |  | 
    
| 
        
            | Daily Pivots for day following 14-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 682-5 | 675-3 | 647-6 |  |  
                | R3 | 668-5 | 661-3 | 643-7 |  |  
                | R2 | 654-5 | 654-5 | 642-5 |  |  
                | R1 | 647-3 | 647-3 | 641-2 | 644-0 |  
                | PP | 640-5 | 640-5 | 640-5 | 639-0 |  
                | S1 | 633-3 | 633-3 | 638-6 | 630-0 |  
                | S2 | 626-5 | 626-5 | 637-3 |  |  
                | S3 | 612-5 | 619-3 | 636-1 |  |  
                | S4 | 598-5 | 605-3 | 632-2 |  |  | 
        
            | Weekly Pivots for week ending 14-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 762-5 | 745-3 | 664-2 |  |  
                | R3 | 718-5 | 701-3 | 652-1 |  |  
                | R2 | 674-5 | 674-5 | 648-1 |  |  
                | R1 | 657-3 | 657-3 | 644-0 | 666-0 |  
                | PP | 630-5 | 630-5 | 630-5 | 635-0 |  
                | S1 | 613-3 | 613-3 | 636-0 | 622-0 |  
                | S2 | 586-5 | 586-5 | 631-7 |  |  
                | S3 | 542-5 | 569-3 | 627-7 |  |  
                | S4 | 498-5 | 525-3 | 615-6 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 648-0 | 604-0 | 44-0 | 6.9% | 19-7 | 3.1% | 82% | True | False | 184,468 |  
                | 10 | 648-0 | 577-0 | 71-0 | 11.1% | 16-2 | 2.5% | 89% | True | False | 179,045 |  
                | 20 | 703-0 | 577-0 | 126-0 | 19.7% | 16-0 | 2.5% | 50% | False | False | 179,457 |  
                | 40 | 777-0 | 577-0 | 200-0 | 31.3% | 15-5 | 2.4% | 32% | False | False | 173,194 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.3% | 14-7 | 2.3% | 32% | False | False | 171,583 |  
                | 80 | 777-0 | 576-0 | 201-0 | 31.4% | 15-3 | 2.4% | 32% | False | False | 166,666 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.4% | 15-0 | 2.3% | 32% | False | False | 150,315 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.4% | 15-1 | 2.4% | 32% | False | False | 137,195 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 707-4 |  
            | 2.618 | 684-5 |  
            | 1.618 | 670-5 |  
            | 1.000 | 662-0 |  
            | 0.618 | 656-5 |  
            | HIGH | 648-0 |  
            | 0.618 | 642-5 |  
            | 0.500 | 641-0 |  
            | 0.382 | 639-3 |  
            | LOW | 634-0 |  
            | 0.618 | 625-3 |  
            | 1.000 | 620-0 |  
            | 1.618 | 611-3 |  
            | 2.618 | 597-3 |  
            | 4.250 | 574-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 641-0 | 638-3 |  
                                | PP | 640-5 | 636-7 |  
                                | S1 | 640-3 | 635-2 |  |