CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Oct-2011 | 28-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 648-2 | 648-0 | -0-2 | 0.0% | 659-2 |  
                        | High | 656-0 | 656-4 | 0-4 | 0.1% | 660-0 |  
                        | Low | 639-0 | 647-0 | 8-0 | 1.3% | 633-0 |  
                        | Close | 651-4 | 655-0 | 3-4 | 0.5% | 655-0 |  
                        | Range | 17-0 | 9-4 | -7-4 | -44.1% | 27-0 |  
                        | ATR | 16-5 | 16-1 | -0-4 | -3.1% | 0-0 |  
                        | Volume | 166,210 | 150,722 | -15,488 | -9.3% | 734,557 |  | 
    
| 
        
            | Daily Pivots for day following 28-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 681-3 | 677-5 | 660-2 |  |  
                | R3 | 671-7 | 668-1 | 657-5 |  |  
                | R2 | 662-3 | 662-3 | 656-6 |  |  
                | R1 | 658-5 | 658-5 | 655-7 | 660-4 |  
                | PP | 652-7 | 652-7 | 652-7 | 653-6 |  
                | S1 | 649-1 | 649-1 | 654-1 | 651-0 |  
                | S2 | 643-3 | 643-3 | 653-2 |  |  
                | S3 | 633-7 | 639-5 | 652-3 |  |  
                | S4 | 624-3 | 630-1 | 649-6 |  |  | 
        
            | Weekly Pivots for week ending 28-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 730-3 | 719-5 | 669-7 |  |  
                | R3 | 703-3 | 692-5 | 662-3 |  |  
                | R2 | 676-3 | 676-3 | 660-0 |  |  
                | R1 | 665-5 | 665-5 | 657-4 | 657-4 |  
                | PP | 649-3 | 649-3 | 649-3 | 645-2 |  
                | S1 | 638-5 | 638-5 | 652-4 | 630-4 |  
                | S2 | 622-3 | 622-3 | 650-0 |  |  
                | S3 | 595-3 | 611-5 | 647-5 |  |  
                | S4 | 568-3 | 584-5 | 640-1 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 660-0 | 633-0 | 27-0 | 4.1% | 12-7 | 2.0% | 81% | False | False | 146,911 |  
                | 10 | 664-0 | 632-4 | 31-4 | 4.8% | 13-3 | 2.0% | 71% | False | False | 155,388 |  
                | 20 | 664-0 | 577-0 | 87-0 | 13.3% | 14-7 | 2.3% | 90% | False | False | 167,216 |  
                | 40 | 764-6 | 577-0 | 187-6 | 28.7% | 15-5 | 2.4% | 42% | False | False | 172,548 |  
                | 60 | 777-0 | 577-0 | 200-0 | 30.5% | 14-5 | 2.2% | 39% | False | False | 172,231 |  
                | 80 | 777-0 | 577-0 | 200-0 | 30.5% | 14-7 | 2.3% | 39% | False | False | 166,974 |  
                | 100 | 777-0 | 576-0 | 201-0 | 30.7% | 15-2 | 2.3% | 39% | False | False | 159,114 |  
                | 120 | 777-0 | 576-0 | 201-0 | 30.7% | 14-7 | 2.3% | 39% | False | False | 144,224 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 696-7 |  
            | 2.618 | 681-3 |  
            | 1.618 | 671-7 |  
            | 1.000 | 666-0 |  
            | 0.618 | 662-3 |  
            | HIGH | 656-4 |  
            | 0.618 | 652-7 |  
            | 0.500 | 651-6 |  
            | 0.382 | 650-5 |  
            | LOW | 647-0 |  
            | 0.618 | 641-1 |  
            | 1.000 | 637-4 |  
            | 1.618 | 631-5 |  
            | 2.618 | 622-1 |  
            | 4.250 | 606-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 653-7 | 651-5 |  
                                | PP | 652-7 | 648-1 |  
                                | S1 | 651-6 | 644-6 |  |