CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Nov-2011 | 01-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 608-4 | 606-0 | -2-4 | -0.4% | 600-0 |  
                        | High | 609-0 | 606-0 | -3-0 | -0.5% | 601-0 |  
                        | Low | 598-0 | 591-0 | -7-0 | -1.2% | 580-4 |  
                        | Close | 601-2 | 594-6 | -6-4 | -1.1% | 582-4 |  
                        | Range | 11-0 | 15-0 | 4-0 | 36.4% | 20-4 |  
                        | ATR | 14-2 | 14-3 | 0-0 | 0.4% | 0-0 |  
                        | Volume | 48,615 | 19,942 | -28,673 | -59.0% | 577,450 |  | 
    
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            | Daily Pivots for day following 01-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 642-2 | 633-4 | 603-0 |  |  
                | R3 | 627-2 | 618-4 | 598-7 |  |  
                | R2 | 612-2 | 612-2 | 597-4 |  |  
                | R1 | 603-4 | 603-4 | 596-1 | 600-3 |  
                | PP | 597-2 | 597-2 | 597-2 | 595-6 |  
                | S1 | 588-4 | 588-4 | 593-3 | 585-3 |  
                | S2 | 582-2 | 582-2 | 592-0 |  |  
                | S3 | 567-2 | 573-4 | 590-5 |  |  
                | S4 | 552-2 | 558-4 | 586-4 |  |  | 
        
            | 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 | 609-0 | 580-4 | 28-4 | 4.8% | 11-6 | 2.0% | 50% | False | False | 100,189 |  
                | 10 | 637-0 | 580-4 | 56-4 | 9.5% | 11-7 | 2.0% | 25% | False | False | 134,444 |  
                | 20 | 665-0 | 580-4 | 84-4 | 14.2% | 11-5 | 2.0% | 17% | False | False | 169,208 |  
                | 40 | 665-0 | 580-4 | 84-4 | 14.2% | 13-4 | 2.3% | 17% | False | False | 166,728 |  
                | 60 | 748-0 | 577-0 | 171-0 | 28.8% | 14-2 | 2.4% | 10% | False | False | 172,372 |  
                | 80 | 777-0 | 577-0 | 200-0 | 33.6% | 14-0 | 2.3% | 9% | False | False | 170,234 |  
                | 100 | 777-0 | 577-0 | 200-0 | 33.6% | 14-2 | 2.4% | 9% | False | False | 169,103 |  
                | 120 | 777-0 | 576-0 | 201-0 | 33.8% | 14-7 | 2.5% | 9% | False | False | 162,824 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 669-6 |  
            | 2.618 | 645-2 |  
            | 1.618 | 630-2 |  
            | 1.000 | 621-0 |  
            | 0.618 | 615-2 |  
            | HIGH | 606-0 |  
            | 0.618 | 600-2 |  
            | 0.500 | 598-4 |  
            | 0.382 | 596-6 |  
            | LOW | 591-0 |  
            | 0.618 | 581-6 |  
            | 1.000 | 576-0 |  
            | 1.618 | 566-6 |  
            | 2.618 | 551-6 |  
            | 4.250 | 527-2 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 598-4 | 600-0 |  
                                | PP | 597-2 | 598-2 |  
                                | S1 | 596-0 | 596-4 |  |