CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Oct-2011 | 24-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 660-0 | 659-2 | -0-6 | -0.1% | 636-0 |  
                        | High | 664-0 | 660-0 | -4-0 | -0.6% | 664-0 |  
                        | Low | 646-4 | 647-0 | 0-4 | 0.1% | 632-4 |  
                        | Close | 649-2 | 651-0 | 1-6 | 0.3% | 649-2 |  
                        | Range | 17-4 | 13-0 | -4-4 | -25.7% | 31-4 |  
                        | ATR | 17-2 | 17-0 | -0-2 | -1.8% | 0-0 |  
                        | Volume | 183,602 | 121,335 | -62,267 | -33.9% | 819,327 |  | 
    
| 
        
            | Daily Pivots for day following 24-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 691-5 | 684-3 | 658-1 |  |  
                | R3 | 678-5 | 671-3 | 654-5 |  |  
                | R2 | 665-5 | 665-5 | 653-3 |  |  
                | R1 | 658-3 | 658-3 | 652-2 | 655-4 |  
                | PP | 652-5 | 652-5 | 652-5 | 651-2 |  
                | S1 | 645-3 | 645-3 | 649-6 | 642-4 |  
                | S2 | 639-5 | 639-5 | 648-5 |  |  
                | S3 | 626-5 | 632-3 | 647-3 |  |  
                | S4 | 613-5 | 619-3 | 643-7 |  |  | 
        
            | 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 | 4.8% | 14-5 | 2.3% | 59% | False | False | 161,802 |  
                | 10 | 664-0 | 607-4 | 56-4 | 8.7% | 16-6 | 2.6% | 77% | False | False | 172,672 |  
                | 20 | 665-6 | 577-0 | 88-6 | 13.6% | 15-2 | 2.3% | 83% | False | False | 173,884 |  
                | 40 | 777-0 | 577-0 | 200-0 | 30.7% | 15-7 | 2.4% | 37% | False | False | 175,684 |  
                | 60 | 777-0 | 577-0 | 200-0 | 30.7% | 14-7 | 2.3% | 37% | False | False | 173,950 |  
                | 80 | 777-0 | 576-0 | 201-0 | 30.9% | 15-0 | 2.3% | 37% | False | False | 166,346 |  
                | 100 | 777-0 | 576-0 | 201-0 | 30.9% | 15-1 | 2.3% | 37% | False | False | 155,817 |  
                | 120 | 777-0 | 576-0 | 201-0 | 30.9% | 15-0 | 2.3% | 37% | False | False | 141,359 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 715-2 |  
            | 2.618 | 694-0 |  
            | 1.618 | 681-0 |  
            | 1.000 | 673-0 |  
            | 0.618 | 668-0 |  
            | HIGH | 660-0 |  
            | 0.618 | 655-0 |  
            | 0.500 | 653-4 |  
            | 0.382 | 652-0 |  
            | LOW | 647-0 |  
            | 0.618 | 639-0 |  
            | 1.000 | 634-0 |  
            | 1.618 | 626-0 |  
            | 2.618 | 613-0 |  
            | 4.250 | 591-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 653-4 | 650-4 |  
                                | PP | 652-5 | 650-1 |  
                                | S1 | 651-7 | 649-5 |  |