CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Dec-2011 | 07-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 572-0 | 584-4 | 12-4 | 2.2% | 594-0 |  
                        | High | 586-0 | 584-4 | -1-4 | -0.3% | 609-0 |  
                        | Low | 571-4 | 579-0 | 7-4 | 1.3% | 585-4 |  
                        | Close | 585-2 | 582-2 | -3-0 | -0.5% | 586-4 |  
                        | Range | 14-4 | 5-4 | -9-0 | -62.1% | 23-4 |  
                        | ATR | 14-0 | 13-4 | -0-4 | -4.0% | 0-0 |  
                        | Volume | 8,514 | 4,049 | -4,465 | -52.4% | 422,207 |  | 
    
| 
        
            | Daily Pivots for day following 07-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 598-3 | 595-7 | 585-2 |  |  
                | R3 | 592-7 | 590-3 | 583-6 |  |  
                | R2 | 587-3 | 587-3 | 583-2 |  |  
                | R1 | 584-7 | 584-7 | 582-6 | 583-3 |  
                | PP | 581-7 | 581-7 | 581-7 | 581-2 |  
                | S1 | 579-3 | 579-3 | 581-6 | 577-7 |  
                | S2 | 576-3 | 576-3 | 581-2 |  |  
                | S3 | 570-7 | 573-7 | 580-6 |  |  
                | S4 | 565-3 | 568-3 | 579-2 |  |  | 
        
            | 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 | 606-0 | 571-4 | 34-4 | 5.9% | 11-5 | 2.0% | 31% | False | False | 11,631 |  
                | 10 | 609-0 | 571-4 | 37-4 | 6.4% | 11-0 | 1.9% | 29% | False | False | 69,550 |  
                | 20 | 665-0 | 571-4 | 93-4 | 16.1% | 12-0 | 2.1% | 11% | False | False | 134,376 |  
                | 40 | 665-0 | 571-4 | 93-4 | 16.1% | 12-7 | 2.2% | 11% | False | False | 151,434 |  
                | 60 | 728-2 | 571-4 | 156-6 | 26.9% | 13-7 | 2.4% | 7% | False | False | 160,233 |  
                | 80 | 777-0 | 571-4 | 205-4 | 35.3% | 14-0 | 2.4% | 5% | False | False | 160,520 |  
                | 100 | 777-0 | 571-4 | 205-4 | 35.3% | 14-0 | 2.4% | 5% | False | False | 162,396 |  
                | 120 | 777-0 | 571-4 | 205-4 | 35.3% | 14-4 | 2.5% | 5% | False | False | 159,523 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 607-7 |  
            | 2.618 | 598-7 |  
            | 1.618 | 593-3 |  
            | 1.000 | 590-0 |  
            | 0.618 | 587-7 |  
            | HIGH | 584-4 |  
            | 0.618 | 582-3 |  
            | 0.500 | 581-6 |  
            | 0.382 | 581-1 |  
            | LOW | 579-0 |  
            | 0.618 | 575-5 |  
            | 1.000 | 573-4 |  
            | 1.618 | 570-1 |  
            | 2.618 | 564-5 |  
            | 4.250 | 555-5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 582-1 | 582-1 |  
                                | PP | 581-7 | 581-7 |  
                                | S1 | 581-6 | 581-6 |  |