CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Dec-2011 | 06-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 591-6 | 572-0 | -19-6 | -3.3% | 594-0 |  
                        | High | 592-0 | 586-0 | -6-0 | -1.0% | 609-0 |  
                        | Low | 580-2 | 571-4 | -8-6 | -1.5% | 585-4 |  
                        | Close | 580-2 | 585-2 | 5-0 | 0.9% | 586-4 |  
                        | Range | 11-6 | 14-4 | 2-6 | 23.4% | 23-4 |  
                        | ATR | 14-0 | 14-0 | 0-0 | 0.3% | 0-0 |  
                        | Volume | 9,428 | 8,514 | -914 | -9.7% | 422,207 |  | 
    
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            | Daily Pivots for day following 06-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 624-3 | 619-3 | 593-2 |  |  
                | R3 | 609-7 | 604-7 | 589-2 |  |  
                | R2 | 595-3 | 595-3 | 587-7 |  |  
                | R1 | 590-3 | 590-3 | 586-5 | 592-7 |  
                | PP | 580-7 | 580-7 | 580-7 | 582-2 |  
                | S1 | 575-7 | 575-7 | 583-7 | 578-3 |  
                | S2 | 566-3 | 566-3 | 582-5 |  |  
                | S3 | 551-7 | 561-3 | 581-2 |  |  
                | S4 | 537-3 | 546-7 | 577-2 |  |  | 
        
            | Weekly Pivots for week ending 02-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 664-1 | 648-7 | 599-3 |  |  
                | R3 | 640-5 | 625-3 | 593-0 |  |  
                | R2 | 617-1 | 617-1 | 590-6 |  |  
                | R1 | 601-7 | 601-7 | 588-5 | 597-6 |  
                | PP | 593-5 | 593-5 | 593-5 | 591-5 |  
                | S1 | 578-3 | 578-3 | 584-3 | 574-2 |  
                | S2 | 570-1 | 570-1 | 582-2 |  |  
                | S3 | 546-5 | 554-7 | 580-0 |  |  
                | S4 | 523-1 | 531-3 | 573-5 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 609-0 | 571-4 | 37-4 | 6.4% | 12-6 | 2.2% | 37% | False | True | 20,544 |  
                | 10 | 609-0 | 571-4 | 37-4 | 6.4% | 10-7 | 1.9% | 37% | False | True | 86,175 |  
                | 20 | 665-0 | 571-4 | 93-4 | 16.0% | 12-1 | 2.1% | 15% | False | True | 145,785 |  
                | 40 | 665-0 | 571-4 | 93-4 | 16.0% | 13-5 | 2.3% | 15% | False | True | 157,176 |  
                | 60 | 742-6 | 571-4 | 171-2 | 29.3% | 14-2 | 2.4% | 8% | False | True | 163,971 |  
                | 80 | 777-0 | 571-4 | 205-4 | 35.1% | 14-0 | 2.4% | 7% | False | True | 162,840 |  
                | 100 | 777-0 | 571-4 | 205-4 | 35.1% | 14-1 | 2.4% | 7% | False | True | 164,083 |  
                | 120 | 777-0 | 571-4 | 205-4 | 35.1% | 14-5 | 2.5% | 7% | False | True | 160,464 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 647-5 |  
            | 2.618 | 624-0 |  
            | 1.618 | 609-4 |  
            | 1.000 | 600-4 |  
            | 0.618 | 595-0 |  
            | HIGH | 586-0 |  
            | 0.618 | 580-4 |  
            | 0.500 | 578-6 |  
            | 0.382 | 577-0 |  
            | LOW | 571-4 |  
            | 0.618 | 562-4 |  
            | 1.000 | 557-0 |  
            | 1.618 | 548-0 |  
            | 2.618 | 533-4 |  
            | 4.250 | 509-7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 583-1 | 584-7 |  
                                | PP | 580-7 | 584-5 |  
                                | S1 | 578-6 | 584-2 |  |