CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Dec-2011 | 
    
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                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Dec-2011 | 12-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 584-0 | 576-4 | -7-4 | -1.3% | 591-6 |  
                        | High | 585-4 | 586-4 | 1-0 | 0.2% | 592-0 |  
                        | Low | 578-0 | 576-4 | -1-4 | -0.3% | 571-4 |  
                        | Close | 585-4 | 585-4 | 0-0 | 0.0% | 585-4 |  
                        | Range | 7-4 | 10-0 | 2-4 | 33.3% | 20-4 |  
                        | ATR | 13-0 | 12-7 | -0-2 | -1.7% | 0-0 |  
                        | Volume | 2,711 | 2,449 | -262 | -9.7% | 27,635 |  | 
    
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            | Daily Pivots for day following 12-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 612-7 | 609-1 | 591-0 |  |  
                | R3 | 602-7 | 599-1 | 588-2 |  |  
                | R2 | 592-7 | 592-7 | 587-3 |  |  
                | R1 | 589-1 | 589-1 | 586-3 | 591-0 |  
                | PP | 582-7 | 582-7 | 582-7 | 583-6 |  
                | S1 | 579-1 | 579-1 | 584-5 | 581-0 |  
                | S2 | 572-7 | 572-7 | 583-5 |  |  
                | S3 | 562-7 | 569-1 | 582-6 |  |  
                | S4 | 552-7 | 559-1 | 580-0 |  |  | 
        
            | Weekly Pivots for week ending 09-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 644-4 | 635-4 | 596-6 |  |  
                | R3 | 624-0 | 615-0 | 591-1 |  |  
                | R2 | 603-4 | 603-4 | 589-2 |  |  
                | R1 | 594-4 | 594-4 | 587-3 | 588-6 |  
                | PP | 583-0 | 583-0 | 583-0 | 580-1 |  
                | S1 | 574-0 | 574-0 | 583-5 | 568-2 |  
                | S2 | 562-4 | 562-4 | 581-6 |  |  
                | S3 | 542-0 | 553-4 | 579-7 |  |  
                | S4 | 521-4 | 533-0 | 574-2 |  |  | 
    
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                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 591-4 | 571-4 | 20-0 | 3.4% | 9-0 | 1.5% | 70% | False | False | 4,131 |  
                | 10 | 609-0 | 571-4 | 37-4 | 6.4% | 10-5 | 1.8% | 37% | False | False | 28,065 |  
                | 20 | 647-4 | 571-4 | 76-0 | 13.0% | 11-0 | 1.9% | 18% | False | False | 96,992 |  
                | 40 | 665-0 | 571-4 | 93-4 | 16.0% | 12-2 | 2.1% | 15% | False | False | 137,828 |  
                | 60 | 703-0 | 571-4 | 131-4 | 22.5% | 13-4 | 2.3% | 11% | False | False | 151,705 |  
                | 80 | 777-0 | 571-4 | 205-4 | 35.1% | 14-0 | 2.4% | 7% | False | False | 155,511 |  
                | 100 | 777-0 | 571-4 | 205-4 | 35.1% | 13-7 | 2.4% | 7% | False | False | 158,081 |  
                | 120 | 777-0 | 571-4 | 205-4 | 35.1% | 14-3 | 2.5% | 7% | False | False | 157,053 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 629-0 |  
            | 2.618 | 612-5 |  
            | 1.618 | 602-5 |  
            | 1.000 | 596-4 |  
            | 0.618 | 592-5 |  
            | HIGH | 586-4 |  
            | 0.618 | 582-5 |  
            | 0.500 | 581-4 |  
            | 0.382 | 580-3 |  
            | LOW | 576-4 |  
            | 0.618 | 570-3 |  
            | 1.000 | 566-4 |  
            | 1.618 | 560-3 |  
            | 2.618 | 550-3 |  
            | 4.250 | 534-0 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 584-1 | 585-0 |  
                                | PP | 582-7 | 584-4 |  
                                | S1 | 581-4 | 584-0 |  |