CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Oct-2011 | 19-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 633-4 | 646-4 | 13-0 | 2.1% | 615-0 |  
                        | High | 646-4 | 651-0 | 4-4 | 0.7% | 648-0 |  
                        | Low | 632-4 | 638-0 | 5-4 | 0.9% | 604-0 |  
                        | Close | 644-0 | 638-4 | -5-4 | -0.9% | 640-0 |  
                        | Range | 14-0 | 13-0 | -1-0 | -7.1% | 44-0 |  
                        | ATR | 17-6 | 17-3 | -0-3 | -1.9% | 0-0 |  
                        | Volume | 180,685 | 163,882 | -16,803 | -9.3% | 922,342 |  | 
    
| 
        
            | Daily Pivots for day following 19-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 681-4 | 673-0 | 645-5 |  |  
                | R3 | 668-4 | 660-0 | 642-1 |  |  
                | R2 | 655-4 | 655-4 | 640-7 |  |  
                | R1 | 647-0 | 647-0 | 639-6 | 644-6 |  
                | PP | 642-4 | 642-4 | 642-4 | 641-3 |  
                | S1 | 634-0 | 634-0 | 637-2 | 631-6 |  
                | S2 | 629-4 | 629-4 | 636-1 |  |  
                | S3 | 616-4 | 621-0 | 634-7 |  |  
                | S4 | 603-4 | 608-0 | 631-3 |  |  | 
        
            | 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 | 651-0 | 622-4 | 28-4 | 4.5% | 13-6 | 2.1% | 56% | True | False | 163,937 |  
                | 10 | 651-0 | 597-4 | 53-4 | 8.4% | 15-2 | 2.4% | 77% | True | False | 167,850 |  
                | 20 | 673-4 | 577-0 | 96-4 | 15.1% | 15-6 | 2.5% | 64% | False | False | 180,196 |  
                | 40 | 777-0 | 577-0 | 200-0 | 31.3% | 15-7 | 2.5% | 31% | False | False | 175,373 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.3% | 14-6 | 2.3% | 31% | False | False | 172,986 |  
                | 80 | 777-0 | 576-0 | 201-0 | 31.5% | 15-0 | 2.4% | 31% | False | False | 166,138 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.5% | 15-0 | 2.4% | 31% | False | False | 152,973 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.5% | 15-0 | 2.3% | 31% | False | False | 139,171 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 706-2 |  
            | 2.618 | 685-0 |  
            | 1.618 | 672-0 |  
            | 1.000 | 664-0 |  
            | 0.618 | 659-0 |  
            | HIGH | 651-0 |  
            | 0.618 | 646-0 |  
            | 0.500 | 644-4 |  
            | 0.382 | 643-0 |  
            | LOW | 638-0 |  
            | 0.618 | 630-0 |  
            | 1.000 | 625-0 |  
            | 1.618 | 617-0 |  
            | 2.618 | 604-0 |  
            | 4.250 | 582-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 644-4 | 641-6 |  
                                | PP | 642-4 | 640-5 |  
                                | S1 | 640-4 | 639-5 |  |