CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Nov-2011 | 22-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 600-0 | 599-6 | -0-2 | 0.0% | 637-2 |  
                        | High | 601-0 | 600-0 | -1-0 | -0.2% | 647-4 |  
                        | Low | 594-0 | 595-0 | 1-0 | 0.2% | 602-0 |  
                        | Close | 597-6 | 599-0 | 1-2 | 0.2% | 610-2 |  
                        | Range | 7-0 | 5-0 | -2-0 | -28.6% | 45-4 |  
                        | ATR | 15-5 | 14-7 | -0-6 | -4.9% | 0-0 |  
                        | Volume | 155,849 | 170,292 | 14,443 | 9.3% | 910,099 |  | 
    
| 
        
            | Daily Pivots for day following 22-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 613-0 | 611-0 | 601-6 |  |  
                | R3 | 608-0 | 606-0 | 600-3 |  |  
                | R2 | 603-0 | 603-0 | 599-7 |  |  
                | R1 | 601-0 | 601-0 | 599-4 | 599-4 |  
                | PP | 598-0 | 598-0 | 598-0 | 597-2 |  
                | S1 | 596-0 | 596-0 | 598-4 | 594-4 |  
                | S2 | 593-0 | 593-0 | 598-1 |  |  
                | S3 | 588-0 | 591-0 | 597-5 |  |  
                | S4 | 583-0 | 586-0 | 596-2 |  |  | 
        
            | 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 | 8.9% | 12-4 | 2.1% | 9% | False | False | 171,977 |  
                | 10 | 665-0 | 594-0 | 71-0 | 11.9% | 13-0 | 2.2% | 7% | False | False | 199,201 |  
                | 20 | 665-0 | 594-0 | 71-0 | 11.9% | 13-3 | 2.2% | 7% | False | False | 186,932 |  
                | 40 | 665-0 | 577-0 | 88-0 | 14.7% | 14-0 | 2.3% | 25% | False | False | 179,115 |  
                | 60 | 777-0 | 577-0 | 200-0 | 33.4% | 15-0 | 2.5% | 11% | False | False | 178,670 |  
                | 80 | 777-0 | 577-0 | 200-0 | 33.4% | 14-4 | 2.4% | 11% | False | False | 176,860 |  
                | 100 | 777-0 | 577-0 | 200-0 | 33.4% | 14-4 | 2.4% | 11% | False | False | 170,929 |  
                | 120 | 777-0 | 576-0 | 201-0 | 33.6% | 14-6 | 2.5% | 11% | False | False | 161,417 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 621-2 |  
            | 2.618 | 613-1 |  
            | 1.618 | 608-1 |  
            | 1.000 | 605-0 |  
            | 0.618 | 603-1 |  
            | HIGH | 600-0 |  
            | 0.618 | 598-1 |  
            | 0.500 | 597-4 |  
            | 0.382 | 596-7 |  
            | LOW | 595-0 |  
            | 0.618 | 591-7 |  
            | 1.000 | 590-0 |  
            | 1.618 | 586-7 |  
            | 2.618 | 581-7 |  
            | 4.250 | 573-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 598-4 | 604-6 |  
                                | PP | 598-0 | 602-7 |  
                                | S1 | 597-4 | 600-7 |  |