CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Nov-2011 | 29-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 594-0 | 593-0 | -1-0 | -0.2% | 600-0 |  
                        | High | 596-0 | 605-0 | 9-0 | 1.5% | 601-0 |  
                        | Low | 588-4 | 593-0 | 4-4 | 0.8% | 580-4 |  
                        | Close | 591-6 | 598-0 | 6-2 | 1.1% | 582-4 |  
                        | Range | 7-4 | 12-0 | 4-4 | 60.0% | 20-4 |  
                        | ATR | 14-5 | 14-4 | -0-1 | -0.7% | 0-0 |  
                        | Volume | 171,638 | 165,790 | -5,848 | -3.4% | 577,450 |  | 
    
| 
        
            | Daily Pivots for day following 29-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 634-5 | 628-3 | 604-5 |  |  
                | R3 | 622-5 | 616-3 | 601-2 |  |  
                | R2 | 610-5 | 610-5 | 600-2 |  |  
                | R1 | 604-3 | 604-3 | 599-1 | 607-4 |  
                | PP | 598-5 | 598-5 | 598-5 | 600-2 |  
                | S1 | 592-3 | 592-3 | 596-7 | 595-4 |  
                | S2 | 586-5 | 586-5 | 595-6 |  |  
                | S3 | 574-5 | 580-3 | 594-6 |  |  
                | S4 | 562-5 | 568-3 | 591-3 |  |  | 
        
            | Weekly Pivots for week ending 25-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 649-4 | 636-4 | 593-6 |  |  
                | R3 | 629-0 | 616-0 | 588-1 |  |  
                | R2 | 608-4 | 608-4 | 586-2 |  |  
                | R1 | 595-4 | 595-4 | 584-3 | 591-6 |  
                | PP | 588-0 | 588-0 | 588-0 | 586-1 |  
                | S1 | 575-0 | 575-0 | 580-5 | 571-2 |  
                | S2 | 567-4 | 567-4 | 578-6 |  |  
                | S3 | 547-0 | 554-4 | 576-7 |  |  
                | S4 | 526-4 | 534-0 | 571-2 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 605-0 | 580-4 | 24-4 | 4.1% | 9-1 | 1.5% | 71% | True | False | 151,805 |  
                | 10 | 647-4 | 580-4 | 67-0 | 11.2% | 11-5 | 2.0% | 26% | False | False | 163,768 |  
                | 20 | 665-0 | 580-4 | 84-4 | 14.1% | 12-5 | 2.1% | 21% | False | False | 185,667 |  
                | 40 | 665-0 | 577-0 | 88-0 | 14.7% | 13-4 | 2.3% | 24% | False | False | 173,940 |  
                | 60 | 764-6 | 577-0 | 187-6 | 31.4% | 14-3 | 2.4% | 11% | False | False | 176,270 |  
                | 80 | 777-0 | 577-0 | 200-0 | 33.4% | 14-0 | 2.3% | 11% | False | False | 174,526 |  
                | 100 | 777-0 | 577-0 | 200-0 | 33.4% | 14-3 | 2.4% | 11% | False | False | 170,967 |  
                | 120 | 777-0 | 576-0 | 201-0 | 33.6% | 14-6 | 2.5% | 11% | False | False | 163,924 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 656-0 |  
            | 2.618 | 636-3 |  
            | 1.618 | 624-3 |  
            | 1.000 | 617-0 |  
            | 0.618 | 612-3 |  
            | HIGH | 605-0 |  
            | 0.618 | 600-3 |  
            | 0.500 | 599-0 |  
            | 0.382 | 597-5 |  
            | LOW | 593-0 |  
            | 0.618 | 585-5 |  
            | 1.000 | 581-0 |  
            | 1.618 | 573-5 |  
            | 2.618 | 561-5 |  
            | 4.250 | 542-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 599-0 | 596-2 |  
                                | PP | 598-5 | 594-4 |  
                                | S1 | 598-3 | 592-6 |  |