CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Nov-2011 | 18-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 637-0 | 615-0 | -22-0 | -3.5% | 637-2 |  
                        | High | 637-0 | 615-4 | -21-4 | -3.4% | 647-4 |  
                        | Low | 610-6 | 602-0 | -8-6 | -1.4% | 602-0 |  
                        | Close | 614-4 | 610-2 | -4-2 | -0.7% | 610-2 |  
                        | Range | 26-2 | 13-4 | -12-6 | -48.6% | 45-4 |  
                        | ATR | 15-5 | 15-4 | -0-1 | -1.0% | 0-0 |  
                        | Volume | 204,069 | 156,943 | -47,126 | -23.1% | 910,099 |  | 
    
| 
        
            | Daily Pivots for day following 18-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 649-6 | 643-4 | 617-5 |  |  
                | R3 | 636-2 | 630-0 | 614-0 |  |  
                | R2 | 622-6 | 622-6 | 612-6 |  |  
                | R1 | 616-4 | 616-4 | 611-4 | 612-7 |  
                | PP | 609-2 | 609-2 | 609-2 | 607-4 |  
                | S1 | 603-0 | 603-0 | 609-0 | 599-3 |  
                | S2 | 595-6 | 595-6 | 607-6 |  |  
                | S3 | 582-2 | 589-4 | 606-4 |  |  
                | S4 | 568-6 | 576-0 | 602-7 |  |  | 
        
            | Weekly Pivots for week ending 18-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 756-3 | 728-7 | 635-2 |  |  
                | R3 | 710-7 | 683-3 | 622-6 |  |  
                | R2 | 665-3 | 665-3 | 618-5 |  |  
                | R1 | 637-7 | 637-7 | 614-3 | 628-7 |  
                | PP | 619-7 | 619-7 | 619-7 | 615-4 |  
                | S1 | 592-3 | 592-3 | 606-1 | 583-3 |  
                | S2 | 574-3 | 574-3 | 601-7 |  |  
                | S3 | 528-7 | 546-7 | 597-6 |  |  
                | S4 | 483-3 | 501-3 | 585-2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 647-4 | 602-0 | 45-4 | 7.5% | 14-5 | 2.4% | 18% | False | True | 182,019 |  
                | 10 | 665-0 | 602-0 | 63-0 | 10.3% | 13-3 | 2.2% | 13% | False | True | 209,881 |  
                | 20 | 665-0 | 602-0 | 63-0 | 10.3% | 13-6 | 2.3% | 13% | False | True | 183,204 |  
                | 40 | 665-6 | 577-0 | 88-6 | 14.5% | 14-4 | 2.4% | 37% | False | False | 179,148 |  
                | 60 | 777-0 | 577-0 | 200-0 | 32.8% | 15-3 | 2.5% | 17% | False | False | 178,683 |  
                | 80 | 777-0 | 577-0 | 200-0 | 32.8% | 14-5 | 2.4% | 17% | False | False | 176,448 |  
                | 100 | 777-0 | 576-0 | 201-0 | 32.9% | 14-5 | 2.4% | 17% | False | False | 170,238 |  
                | 120 | 777-0 | 576-0 | 201-0 | 32.9% | 14-7 | 2.4% | 17% | False | False | 159,958 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 672-7 |  
            | 2.618 | 650-7 |  
            | 1.618 | 637-3 |  
            | 1.000 | 629-0 |  
            | 0.618 | 623-7 |  
            | HIGH | 615-4 |  
            | 0.618 | 610-3 |  
            | 0.500 | 608-6 |  
            | 0.382 | 607-1 |  
            | LOW | 602-0 |  
            | 0.618 | 593-5 |  
            | 1.000 | 588-4 |  
            | 1.618 | 580-1 |  
            | 2.618 | 566-5 |  
            | 4.250 | 544-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 609-6 | 624-6 |  
                                | PP | 609-2 | 619-7 |  
                                | S1 | 608-6 | 615-1 |  |