CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Nov-2011 | 14-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 647-4 | 637-2 | -10-2 | -1.6% | 653-4 |  
                        | High | 648-0 | 639-0 | -9-0 | -1.4% | 665-0 |  
                        | Low | 636-4 | 630-2 | -6-2 | -1.0% | 636-4 |  
                        | Close | 638-4 | 633-4 | -5-0 | -0.8% | 638-4 |  
                        | Range | 11-4 | 8-6 | -2-6 | -23.9% | 28-4 |  
                        | ATR | 15-2 | 14-6 | -0-4 | -3.0% | 0-0 |  
                        | Volume | 188,468 | 187,297 | -1,171 | -0.6% | 1,188,716 |  | 
    
| 
        
            | Daily Pivots for day following 14-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 660-4 | 655-6 | 638-2 |  |  
                | R3 | 651-6 | 647-0 | 635-7 |  |  
                | R2 | 643-0 | 643-0 | 635-1 |  |  
                | R1 | 638-2 | 638-2 | 634-2 | 636-2 |  
                | PP | 634-2 | 634-2 | 634-2 | 633-2 |  
                | S1 | 629-4 | 629-4 | 632-6 | 627-4 |  
                | S2 | 625-4 | 625-4 | 631-7 |  |  
                | S3 | 616-6 | 620-6 | 631-1 |  |  
                | S4 | 608-0 | 612-0 | 628-6 |  |  | 
        
            | Weekly Pivots for week ending 11-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 732-1 | 713-7 | 654-1 |  |  
                | R3 | 703-5 | 685-3 | 646-3 |  |  
                | R2 | 675-1 | 675-1 | 643-6 |  |  
                | R1 | 656-7 | 656-7 | 641-1 | 651-6 |  
                | PP | 646-5 | 646-5 | 646-5 | 644-1 |  
                | S1 | 628-3 | 628-3 | 635-7 | 623-2 |  
                | S2 | 618-1 | 618-1 | 633-2 |  |  
                | S3 | 589-5 | 599-7 | 630-5 |  |  
                | S4 | 561-1 | 571-3 | 622-7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 665-0 | 630-2 | 34-6 | 5.5% | 12-4 | 2.0% | 9% | False | True | 235,061 |  
                | 10 | 665-0 | 630-2 | 34-6 | 5.5% | 13-4 | 2.1% | 9% | False | True | 207,567 |  
                | 20 | 665-0 | 630-2 | 34-6 | 5.5% | 13-5 | 2.1% | 9% | False | True | 181,447 |  
                | 40 | 703-0 | 577-0 | 126-0 | 19.9% | 14-5 | 2.3% | 45% | False | False | 178,853 |  
                | 60 | 777-0 | 577-0 | 200-0 | 31.6% | 14-7 | 2.4% | 28% | False | False | 175,840 |  
                | 80 | 777-0 | 577-0 | 200-0 | 31.6% | 14-3 | 2.3% | 28% | False | False | 173,889 |  
                | 100 | 777-0 | 576-0 | 201-0 | 31.7% | 14-6 | 2.3% | 29% | False | False | 169,088 |  
                | 120 | 777-0 | 576-0 | 201-0 | 31.7% | 14-6 | 2.3% | 29% | False | False | 155,915 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 676-2 |  
            | 2.618 | 661-7 |  
            | 1.618 | 653-1 |  
            | 1.000 | 647-6 |  
            | 0.618 | 644-3 |  
            | HIGH | 639-0 |  
            | 0.618 | 635-5 |  
            | 0.500 | 634-5 |  
            | 0.382 | 633-5 |  
            | LOW | 630-2 |  
            | 0.618 | 624-7 |  
            | 1.000 | 621-4 |  
            | 1.618 | 616-1 |  
            | 2.618 | 607-3 |  
            | 4.250 | 593-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 634-5 | 645-1 |  
                                | PP | 634-2 | 641-2 |  
                                | S1 | 633-7 | 637-3 |  |