CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Nov-2011 | 17-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 640-4 | 637-0 | -3-4 | -0.5% | 653-4 |  
                        | High | 647-4 | 637-0 | -10-4 | -1.6% | 665-0 |  
                        | Low | 637-0 | 610-6 | -26-2 | -4.1% | 636-4 |  
                        | Close | 642-6 | 614-4 | -28-2 | -4.4% | 638-4 |  
                        | Range | 10-4 | 26-2 | 15-6 | 150.0% | 28-4 |  
                        | ATR | 14-3 | 15-5 | 1-2 | 8.7% | 0-0 |  
                        | Volume | 172,735 | 204,069 | 31,334 | 18.1% | 1,188,716 |  | 
    
| 
        
            | Daily Pivots for day following 17-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 699-4 | 683-2 | 629-0 |  |  
                | R3 | 673-2 | 657-0 | 621-6 |  |  
                | R2 | 647-0 | 647-0 | 619-2 |  |  
                | R1 | 630-6 | 630-6 | 616-7 | 625-6 |  
                | PP | 620-6 | 620-6 | 620-6 | 618-2 |  
                | S1 | 604-4 | 604-4 | 612-1 | 599-4 |  
                | S2 | 594-4 | 594-4 | 609-6 |  |  
                | S3 | 568-2 | 578-2 | 607-2 |  |  
                | S4 | 542-0 | 552-0 | 600-0 |  |  | 
        
            | 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 | 648-0 | 610-6 | 37-2 | 6.1% | 14-2 | 2.3% | 10% | False | True | 188,324 |  
                | 10 | 665-0 | 610-6 | 54-2 | 8.8% | 13-2 | 2.2% | 7% | False | True | 209,430 |  
                | 20 | 665-0 | 610-6 | 54-2 | 8.8% | 14-0 | 2.3% | 7% | False | True | 184,537 |  
                | 40 | 665-6 | 577-0 | 88-6 | 14.4% | 14-5 | 2.4% | 42% | False | False | 180,155 |  
                | 60 | 777-0 | 577-0 | 200-0 | 32.5% | 15-3 | 2.5% | 19% | False | False | 178,470 |  
                | 80 | 777-0 | 577-0 | 200-0 | 32.5% | 14-4 | 2.4% | 19% | False | False | 176,255 |  
                | 100 | 777-0 | 576-0 | 201-0 | 32.7% | 14-6 | 2.4% | 19% | False | False | 170,132 |  
                | 120 | 777-0 | 576-0 | 201-0 | 32.7% | 14-7 | 2.4% | 19% | False | False | 159,122 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 748-4 |  
            | 2.618 | 705-6 |  
            | 1.618 | 679-4 |  
            | 1.000 | 663-2 |  
            | 0.618 | 653-2 |  
            | HIGH | 637-0 |  
            | 0.618 | 627-0 |  
            | 0.500 | 623-7 |  
            | 0.382 | 620-6 |  
            | LOW | 610-6 |  
            | 0.618 | 594-4 |  
            | 1.000 | 584-4 |  
            | 1.618 | 568-2 |  
            | 2.618 | 542-0 |  
            | 4.250 | 499-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 623-7 | 629-1 |  
                                | PP | 620-6 | 624-2 |  
                                | S1 | 617-5 | 619-3 |  |