CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Oct-2011 | 27-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 649-4 | 648-2 | -1-2 | -0.2% | 636-0 |  
                        | High | 650-0 | 656-0 | 6-0 | 0.9% | 664-0 |  
                        | Low | 633-0 | 639-0 | 6-0 | 0.9% | 632-4 |  
                        | Close | 637-2 | 651-4 | 14-2 | 2.2% | 649-2 |  
                        | Range | 17-0 | 17-0 | 0-0 | 0.0% | 31-4 |  
                        | ATR | 16-4 | 16-5 | 0-1 | 1.0% | 0-0 |  
                        | Volume | 166,056 | 166,210 | 154 | 0.1% | 819,327 |  | 
    
| 
        
            | Daily Pivots for day following 27-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 699-7 | 692-5 | 660-7 |  |  
                | R3 | 682-7 | 675-5 | 656-1 |  |  
                | R2 | 665-7 | 665-7 | 654-5 |  |  
                | R1 | 658-5 | 658-5 | 653-0 | 662-2 |  
                | PP | 648-7 | 648-7 | 648-7 | 650-5 |  
                | S1 | 641-5 | 641-5 | 650-0 | 645-2 |  
                | S2 | 631-7 | 631-7 | 648-3 |  |  
                | S3 | 614-7 | 624-5 | 646-7 |  |  
                | S4 | 597-7 | 607-5 | 642-1 |  |  | 
        
            | 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 | 4.8% | 14-4 | 2.2% | 60% | False | False | 153,487 |  
                | 10 | 664-0 | 632-4 | 31-4 | 4.8% | 13-7 | 2.1% | 60% | False | False | 157,195 |  
                | 20 | 664-0 | 577-0 | 87-0 | 13.4% | 14-6 | 2.3% | 86% | False | False | 170,109 |  
                | 40 | 766-0 | 577-0 | 189-0 | 29.0% | 16-1 | 2.5% | 39% | False | False | 173,742 |  
                | 60 | 777-0 | 577-0 | 200-0 | 30.7% | 14-6 | 2.3% | 37% | False | False | 172,757 |  
                | 80 | 777-0 | 577-0 | 200-0 | 30.7% | 14-7 | 2.3% | 37% | False | False | 166,598 |  
                | 100 | 777-0 | 576-0 | 201-0 | 30.9% | 15-2 | 2.3% | 38% | False | False | 158,331 |  
                | 120 | 777-0 | 576-0 | 201-0 | 30.9% | 14-7 | 2.3% | 38% | False | False | 143,471 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 728-2 |  
            | 2.618 | 700-4 |  
            | 1.618 | 683-4 |  
            | 1.000 | 673-0 |  
            | 0.618 | 666-4 |  
            | HIGH | 656-0 |  
            | 0.618 | 649-4 |  
            | 0.500 | 647-4 |  
            | 0.382 | 645-4 |  
            | LOW | 639-0 |  
            | 0.618 | 628-4 |  
            | 1.000 | 622-0 |  
            | 1.618 | 611-4 |  
            | 2.618 | 594-4 |  
            | 4.250 | 566-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 650-1 | 649-1 |  
                                | PP | 648-7 | 646-7 |  
                                | S1 | 647-4 | 644-4 |  |