CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Oct-2011 | 21-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 637-6 | 660-0 | 22-2 | 3.5% | 636-0 |  
                        | High | 651-0 | 664-0 | 13-0 | 2.0% | 664-0 |  
                        | Low | 635-2 | 646-4 | 11-2 | 1.8% | 632-4 |  
                        | Close | 649-4 | 649-2 | -0-2 | 0.0% | 649-2 |  
                        | Range | 15-6 | 17-4 | 1-6 | 11.1% | 31-4 |  
                        | ATR | 17-2 | 17-2 | 0-0 | 0.1% | 0-0 |  
                        | Volume | 159,507 | 183,602 | 24,095 | 15.1% | 819,327 |  | 
    
| 
        
            | Daily Pivots for day following 21-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 705-6 | 695-0 | 658-7 |  |  
                | R3 | 688-2 | 677-4 | 654-0 |  |  
                | R2 | 670-6 | 670-6 | 652-4 |  |  
                | R1 | 660-0 | 660-0 | 650-7 | 656-5 |  
                | PP | 653-2 | 653-2 | 653-2 | 651-4 |  
                | S1 | 642-4 | 642-4 | 647-5 | 639-1 |  
                | S2 | 635-6 | 635-6 | 646-0 |  |  
                | S3 | 618-2 | 625-0 | 644-4 |  |  
                | S4 | 600-6 | 607-4 | 639-5 |  |  | 
        
            | Weekly Pivots for week ending 21-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 743-1 | 727-5 | 666-5 |  |  
                | R3 | 711-5 | 696-1 | 657-7 |  |  
                | R2 | 680-1 | 680-1 | 655-0 |  |  
                | R1 | 664-5 | 664-5 | 652-1 | 672-3 |  
                | PP | 648-5 | 648-5 | 648-5 | 652-4 |  
                | S1 | 633-1 | 633-1 | 646-3 | 640-7 |  
                | S2 | 617-1 | 617-1 | 643-4 |  |  
                | S3 | 585-5 | 601-5 | 640-5 |  |  
                | S4 | 554-1 | 570-1 | 631-7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 664-0 | 632-4 | 31-4 | 4.9% | 13-7 | 2.1% | 53% | True | False | 163,865 |  
                | 10 | 664-0 | 604-0 | 60-0 | 9.2% | 16-7 | 2.6% | 75% | True | False | 174,166 |  
                | 20 | 665-6 | 577-0 | 88-6 | 13.7% | 15-2 | 2.3% | 81% | False | False | 175,093 |  
                | 40 | 777-0 | 577-0 | 200-0 | 30.8% | 16-2 | 2.5% | 36% | False | False | 176,423 |  
                | 60 | 777-0 | 577-0 | 200-0 | 30.8% | 14-7 | 2.3% | 36% | False | False | 174,195 |  
                | 80 | 777-0 | 576-0 | 201-0 | 31.0% | 14-7 | 2.3% | 36% | False | False | 166,996 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.0% | 15-1 | 2.3% | 36% | False | False | 155,309 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.0% | 15-0 | 2.3% | 36% | False | False | 140,959 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 738-3 |  
            | 2.618 | 709-7 |  
            | 1.618 | 692-3 |  
            | 1.000 | 681-4 |  
            | 0.618 | 674-7 |  
            | HIGH | 664-0 |  
            | 0.618 | 657-3 |  
            | 0.500 | 655-2 |  
            | 0.382 | 653-1 |  
            | LOW | 646-4 |  
            | 0.618 | 635-5 |  
            | 1.000 | 629-0 |  
            | 1.618 | 618-1 |  
            | 2.618 | 600-5 |  
            | 4.250 | 572-1 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 655-2 | 649-5 |  
                                | PP | 653-2 | 649-4 |  
                                | S1 | 651-2 | 649-3 |  |