CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Oct-2011 | 17-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 645-2 | 636-0 | -9-2 | -1.4% | 615-0 |  
                        | High | 648-0 | 645-0 | -3-0 | -0.5% | 648-0 |  
                        | Low | 634-0 | 636-0 | 2-0 | 0.3% | 604-0 |  
                        | Close | 640-0 | 640-4 | 0-4 | 0.1% | 640-0 |  
                        | Range | 14-0 | 9-0 | -5-0 | -35.7% | 44-0 |  
                        | ATR | 18-6 | 18-0 | -0-6 | -3.7% | 0-0 |  
                        | Volume | 168,789 | 131,651 | -37,138 | -22.0% | 922,342 |  | 
    
| 
        
            | Daily Pivots for day following 17-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 667-4 | 663-0 | 645-4 |  |  
                | R3 | 658-4 | 654-0 | 643-0 |  |  
                | R2 | 649-4 | 649-4 | 642-1 |  |  
                | R1 | 645-0 | 645-0 | 641-3 | 647-2 |  
                | PP | 640-4 | 640-4 | 640-4 | 641-5 |  
                | S1 | 636-0 | 636-0 | 639-5 | 638-2 |  
                | S2 | 631-4 | 631-4 | 638-7 |  |  
                | S3 | 622-4 | 627-0 | 638-0 |  |  
                | S4 | 613-4 | 618-0 | 635-4 |  |  | 
        
            | 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 | 607-4 | 40-4 | 6.3% | 18-6 | 2.9% | 81% | False | False | 183,542 |  
                | 10 | 648-0 | 577-0 | 71-0 | 11.1% | 15-1 | 2.4% | 89% | False | False | 169,097 |  
                | 20 | 703-0 | 577-0 | 126-0 | 19.7% | 15-5 | 2.4% | 50% | False | False | 176,258 |  
                | 40 | 777-0 | 577-0 | 200-0 | 31.2% | 15-5 | 2.4% | 32% | False | False | 173,037 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.2% | 14-6 | 2.3% | 32% | False | False | 171,370 |  
                | 80 | 777-0 | 576-0 | 201-0 | 31.4% | 15-1 | 2.4% | 32% | False | False | 165,998 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.4% | 15-0 | 2.3% | 32% | False | False | 150,808 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.4% | 15-1 | 2.4% | 32% | False | False | 137,718 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 683-2 |  
            | 2.618 | 668-4 |  
            | 1.618 | 659-4 |  
            | 1.000 | 654-0 |  
            | 0.618 | 650-4 |  
            | HIGH | 645-0 |  
            | 0.618 | 641-4 |  
            | 0.500 | 640-4 |  
            | 0.382 | 639-4 |  
            | LOW | 636-0 |  
            | 0.618 | 630-4 |  
            | 1.000 | 627-0 |  
            | 1.618 | 621-4 |  
            | 2.618 | 612-4 |  
            | 4.250 | 597-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 640-4 | 638-6 |  
                                | PP | 640-4 | 637-0 |  
                                | S1 | 640-4 | 635-2 |  |