CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Oct-2011 | 25-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 659-2 | 651-0 | -8-2 | -1.3% | 636-0 |  
                        | High | 660-0 | 655-2 | -4-6 | -0.7% | 664-0 |  
                        | Low | 647-0 | 647-2 | 0-2 | 0.0% | 632-4 |  
                        | Close | 651-0 | 650-6 | -0-2 | 0.0% | 649-2 |  
                        | Range | 13-0 | 8-0 | -5-0 | -38.5% | 31-4 |  
                        | ATR | 17-0 | 16-3 | -0-5 | -3.8% | 0-0 |  
                        | Volume | 121,335 | 130,234 | 8,899 | 7.3% | 819,327 |  | 
    
| 
        
            | Daily Pivots for day following 25-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 675-1 | 670-7 | 655-1 |  |  
                | R3 | 667-1 | 662-7 | 653-0 |  |  
                | R2 | 659-1 | 659-1 | 652-2 |  |  
                | R1 | 654-7 | 654-7 | 651-4 | 653-0 |  
                | PP | 651-1 | 651-1 | 651-1 | 650-1 |  
                | S1 | 646-7 | 646-7 | 650-0 | 645-0 |  
                | S2 | 643-1 | 643-1 | 649-2 |  |  
                | S3 | 635-1 | 638-7 | 648-4 |  |  
                | S4 | 627-1 | 630-7 | 646-3 |  |  | 
        
            | 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 | 635-2 | 28-6 | 4.4% | 13-4 | 2.1% | 54% | False | False | 151,712 |  
                | 10 | 664-0 | 622-4 | 41-4 | 6.4% | 13-6 | 2.1% | 68% | False | False | 162,322 |  
                | 20 | 664-0 | 577-0 | 87-0 | 13.4% | 14-5 | 2.2% | 85% | False | False | 171,297 |  
                | 40 | 777-0 | 577-0 | 200-0 | 30.7% | 15-7 | 2.4% | 37% | False | False | 174,538 |  
                | 60 | 777-0 | 577-0 | 200-0 | 30.7% | 14-7 | 2.3% | 37% | False | False | 173,502 |  
                | 80 | 777-0 | 577-0 | 200-0 | 30.7% | 14-6 | 2.3% | 37% | False | False | 166,928 |  
                | 100 | 777-0 | 576-0 | 201-0 | 30.9% | 15-0 | 2.3% | 37% | False | False | 156,314 |  
                | 120 | 777-0 | 576-0 | 201-0 | 30.9% | 15-0 | 2.3% | 37% | False | False | 142,038 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 689-2 |  
            | 2.618 | 676-2 |  
            | 1.618 | 668-2 |  
            | 1.000 | 663-2 |  
            | 0.618 | 660-2 |  
            | HIGH | 655-2 |  
            | 0.618 | 652-2 |  
            | 0.500 | 651-2 |  
            | 0.382 | 650-2 |  
            | LOW | 647-2 |  
            | 0.618 | 642-2 |  
            | 1.000 | 639-2 |  
            | 1.618 | 634-2 |  
            | 2.618 | 626-2 |  
            | 4.250 | 613-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 651-2 | 655-2 |  
                                | PP | 651-1 | 653-6 |  
                                | S1 | 650-7 | 652-2 |  |