CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Nov-2011 | 21-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 615-0 | 600-0 | -15-0 | -2.4% | 637-2 |  
                        | High | 615-4 | 601-0 | -14-4 | -2.4% | 647-4 |  
                        | Low | 602-0 | 594-0 | -8-0 | -1.3% | 602-0 |  
                        | Close | 610-2 | 597-6 | -12-4 | -2.0% | 610-2 |  
                        | Range | 13-4 | 7-0 | -6-4 | -48.1% | 45-4 |  
                        | ATR | 15-4 | 15-5 | 0-0 | 0.3% | 0-0 |  
                        | Volume | 156,943 | 155,849 | -1,094 | -0.7% | 910,099 |  | 
    
| 
        
            | Daily Pivots for day following 21-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 618-5 | 615-1 | 601-5 |  |  
                | R3 | 611-5 | 608-1 | 599-5 |  |  
                | R2 | 604-5 | 604-5 | 599-0 |  |  
                | R1 | 601-1 | 601-1 | 598-3 | 599-3 |  
                | PP | 597-5 | 597-5 | 597-5 | 596-6 |  
                | S1 | 594-1 | 594-1 | 597-1 | 592-3 |  
                | S2 | 590-5 | 590-5 | 596-4 |  |  
                | S3 | 583-5 | 587-1 | 595-7 |  |  
                | S4 | 576-5 | 580-1 | 593-7 |  |  | 
        
            | 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 | 594-0 | 53-4 | 9.0% | 14-2 | 2.4% | 7% | False | True | 175,730 |  
                | 10 | 665-0 | 594-0 | 71-0 | 11.9% | 13-3 | 2.2% | 5% | False | True | 205,395 |  
                | 20 | 665-0 | 594-0 | 71-0 | 11.9% | 13-4 | 2.3% | 5% | False | True | 184,929 |  
                | 40 | 665-6 | 577-0 | 88-6 | 14.8% | 14-3 | 2.4% | 23% | False | False | 179,407 |  
                | 60 | 777-0 | 577-0 | 200-0 | 33.5% | 15-1 | 2.5% | 10% | False | False | 178,766 |  
                | 80 | 777-0 | 577-0 | 200-0 | 33.5% | 14-4 | 2.4% | 10% | False | False | 176,695 |  
                | 100 | 777-0 | 576-0 | 201-0 | 33.6% | 14-6 | 2.5% | 11% | False | False | 170,063 |  
                | 120 | 777-0 | 576-0 | 201-0 | 33.6% | 14-7 | 2.5% | 11% | False | False | 160,669 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 630-6 |  
            | 2.618 | 619-3 |  
            | 1.618 | 612-3 |  
            | 1.000 | 608-0 |  
            | 0.618 | 605-3 |  
            | HIGH | 601-0 |  
            | 0.618 | 598-3 |  
            | 0.500 | 597-4 |  
            | 0.382 | 596-5 |  
            | LOW | 594-0 |  
            | 0.618 | 589-5 |  
            | 1.000 | 587-0 |  
            | 1.618 | 582-5 |  
            | 2.618 | 575-5 |  
            | 4.250 | 564-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 597-5 | 615-4 |  
                                | PP | 597-5 | 609-5 |  
                                | S1 | 597-4 | 603-5 |  |