CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Oct-2011 | 26-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 651-0 | 649-4 | -1-4 | -0.2% | 636-0 |  
                        | High | 655-2 | 650-0 | -5-2 | -0.8% | 664-0 |  
                        | Low | 647-2 | 633-0 | -14-2 | -2.2% | 632-4 |  
                        | Close | 650-6 | 637-2 | -13-4 | -2.1% | 649-2 |  
                        | Range | 8-0 | 17-0 | 9-0 | 112.5% | 31-4 |  
                        | ATR | 16-3 | 16-4 | 0-1 | 0.6% | 0-0 |  
                        | Volume | 130,234 | 166,056 | 35,822 | 27.5% | 819,327 |  | 
    
| 
        
            | Daily Pivots for day following 26-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 691-1 | 681-1 | 646-5 |  |  
                | R3 | 674-1 | 664-1 | 641-7 |  |  
                | R2 | 657-1 | 657-1 | 640-3 |  |  
                | R1 | 647-1 | 647-1 | 638-6 | 643-5 |  
                | PP | 640-1 | 640-1 | 640-1 | 638-2 |  
                | S1 | 630-1 | 630-1 | 635-6 | 626-5 |  
                | S2 | 623-1 | 623-1 | 634-1 |  |  
                | S3 | 606-1 | 613-1 | 632-5 |  |  
                | S4 | 589-1 | 596-1 | 627-7 |  |  | 
        
            | 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 | 633-0 | 31-0 | 4.9% | 14-2 | 2.2% | 14% | False | True | 152,146 |  
                | 10 | 664-0 | 622-4 | 41-4 | 6.5% | 14-0 | 2.2% | 36% | False | False | 158,041 |  
                | 20 | 664-0 | 577-0 | 87-0 | 13.7% | 14-3 | 2.3% | 69% | False | False | 169,847 |  
                | 40 | 775-4 | 577-0 | 198-4 | 31.1% | 15-7 | 2.5% | 30% | False | False | 173,517 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.4% | 14-5 | 2.3% | 30% | False | False | 173,835 |  
                | 80 | 777-0 | 577-0 | 200-0 | 31.4% | 14-7 | 2.3% | 30% | False | False | 166,118 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.5% | 15-1 | 2.4% | 30% | False | False | 157,389 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.5% | 14-7 | 2.3% | 30% | False | False | 142,815 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 722-2 |  
            | 2.618 | 694-4 |  
            | 1.618 | 677-4 |  
            | 1.000 | 667-0 |  
            | 0.618 | 660-4 |  
            | HIGH | 650-0 |  
            | 0.618 | 643-4 |  
            | 0.500 | 641-4 |  
            | 0.382 | 639-4 |  
            | LOW | 633-0 |  
            | 0.618 | 622-4 |  
            | 1.000 | 616-0 |  
            | 1.618 | 605-4 |  
            | 2.618 | 588-4 |  
            | 4.250 | 560-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 641-4 | 646-4 |  
                                | PP | 640-1 | 643-3 |  
                                | S1 | 638-5 | 640-3 |  |