CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Nov-2011 | 09-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 655-4 | 650-0 | -5-4 | -0.8% | 645-4 |  
                        | High | 664-0 | 665-0 | 1-0 | 0.2% | 659-0 |  
                        | Low | 655-0 | 647-0 | -8-0 | -1.2% | 632-0 |  
                        | Close | 660-4 | 656-0 | -4-4 | -0.7% | 655-6 |  
                        | Range | 9-0 | 18-0 | 9-0 | 100.0% | 27-0 |  
                        | ATR | 15-3 | 15-5 | 0-1 | 1.2% | 0-0 |  
                        | Volume | 232,234 | 330,265 | 98,031 | 42.2% | 830,713 |  | 
    
| 
        
            | Daily Pivots for day following 09-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 710-0 | 701-0 | 665-7 |  |  
                | R3 | 692-0 | 683-0 | 661-0 |  |  
                | R2 | 674-0 | 674-0 | 659-2 |  |  
                | R1 | 665-0 | 665-0 | 657-5 | 669-4 |  
                | PP | 656-0 | 656-0 | 656-0 | 658-2 |  
                | S1 | 647-0 | 647-0 | 654-3 | 651-4 |  
                | S2 | 638-0 | 638-0 | 652-6 |  |  
                | S3 | 620-0 | 629-0 | 651-0 |  |  
                | S4 | 602-0 | 611-0 | 646-1 |  |  | 
        
            | Weekly Pivots for week ending 04-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 729-7 | 719-7 | 670-5 |  |  
                | R3 | 702-7 | 692-7 | 663-1 |  |  
                | R2 | 675-7 | 675-7 | 660-6 |  |  
                | R1 | 665-7 | 665-7 | 658-2 | 670-7 |  
                | PP | 648-7 | 648-7 | 648-7 | 651-4 |  
                | S1 | 638-7 | 638-7 | 653-2 | 643-7 |  
                | S2 | 621-7 | 621-7 | 650-6 |  |  
                | S3 | 594-7 | 611-7 | 648-3 |  |  
                | S4 | 567-7 | 584-7 | 640-7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 665-0 | 644-4 | 20-4 | 3.1% | 11-1 | 1.7% | 56% | True | False | 213,025 |  
                | 10 | 665-0 | 632-0 | 33-0 | 5.0% | 13-6 | 2.1% | 73% | True | False | 191,084 |  
                | 20 | 665-0 | 622-4 | 42-4 | 6.5% | 13-7 | 2.1% | 79% | True | False | 174,563 |  
                | 40 | 720-4 | 577-0 | 143-4 | 21.9% | 15-0 | 2.3% | 55% | False | False | 177,727 |  
                | 60 | 777-0 | 577-0 | 200-0 | 30.5% | 14-6 | 2.3% | 40% | False | False | 172,876 |  
                | 80 | 777-0 | 577-0 | 200-0 | 30.5% | 14-5 | 2.2% | 40% | False | False | 171,958 |  
                | 100 | 777-0 | 576-0 | 201-0 | 30.6% | 15-1 | 2.3% | 40% | False | False | 166,792 |  
                | 120 | 777-0 | 576-0 | 201-0 | 30.6% | 14-7 | 2.3% | 40% | False | False | 152,486 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 741-4 |  
            | 2.618 | 712-1 |  
            | 1.618 | 694-1 |  
            | 1.000 | 683-0 |  
            | 0.618 | 676-1 |  
            | HIGH | 665-0 |  
            | 0.618 | 658-1 |  
            | 0.500 | 656-0 |  
            | 0.382 | 653-7 |  
            | LOW | 647-0 |  
            | 0.618 | 635-7 |  
            | 1.000 | 629-0 |  
            | 1.618 | 617-7 |  
            | 2.618 | 599-7 |  
            | 4.250 | 570-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 656-0 | 656-0 |  
                                | PP | 656-0 | 656-0 |  
                                | S1 | 656-0 | 656-0 |  |