CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Dec-2011 | 13-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 576-4 | 590-4 | 14-0 | 2.4% | 591-6 |  
                        | High | 586-4 | 591-0 | 4-4 | 0.8% | 592-0 |  
                        | Low | 576-4 | 584-4 | 8-0 | 1.4% | 571-4 |  
                        | Close | 585-4 | 588-4 | 3-0 | 0.5% | 585-4 |  
                        | Range | 10-0 | 6-4 | -3-4 | -35.0% | 20-4 |  
                        | ATR | 12-7 | 12-3 | -0-4 | -3.5% | 0-0 |  
                        | Volume | 2,449 | 2,638 | 189 | 7.7% | 27,635 |  | 
    
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            | Daily Pivots for day following 13-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 607-4 | 604-4 | 592-1 |  |  
                | R3 | 601-0 | 598-0 | 590-2 |  |  
                | R2 | 594-4 | 594-4 | 589-6 |  |  
                | R1 | 591-4 | 591-4 | 589-1 | 589-6 |  
                | PP | 588-0 | 588-0 | 588-0 | 587-1 |  
                | S1 | 585-0 | 585-0 | 587-7 | 583-2 |  
                | S2 | 581-4 | 581-4 | 587-2 |  |  
                | S3 | 575-0 | 578-4 | 586-6 |  |  
                | S4 | 568-4 | 572-0 | 584-7 |  |  | 
        
            | 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 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 591-4 | 576-4 | 15-0 | 2.5% | 7-3 | 1.3% | 80% | False | False | 2,956 |  
                | 10 | 609-0 | 571-4 | 37-4 | 6.4% | 10-1 | 1.7% | 45% | False | False | 11,750 |  
                | 20 | 647-4 | 571-4 | 76-0 | 12.9% | 10-7 | 1.8% | 22% | False | False | 87,759 |  
                | 40 | 665-0 | 571-4 | 93-4 | 15.9% | 12-2 | 2.1% | 18% | False | False | 134,603 |  
                | 60 | 703-0 | 571-4 | 131-4 | 22.3% | 13-3 | 2.3% | 13% | False | False | 148,488 |  
                | 80 | 777-0 | 571-4 | 205-4 | 34.9% | 13-7 | 2.4% | 8% | False | False | 153,820 |  
                | 100 | 777-0 | 571-4 | 205-4 | 34.9% | 13-6 | 2.3% | 8% | False | False | 156,663 |  
                | 120 | 777-0 | 571-4 | 205-4 | 34.9% | 14-1 | 2.4% | 8% | False | False | 155,533 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 618-5 |  
            | 2.618 | 608-0 |  
            | 1.618 | 601-4 |  
            | 1.000 | 597-4 |  
            | 0.618 | 595-0 |  
            | HIGH | 591-0 |  
            | 0.618 | 588-4 |  
            | 0.500 | 587-6 |  
            | 0.382 | 587-0 |  
            | LOW | 584-4 |  
            | 0.618 | 580-4 |  
            | 1.000 | 578-0 |  
            | 1.618 | 574-0 |  
            | 2.618 | 567-4 |  
            | 4.250 | 556-7 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 588-2 | 586-7 |  
                                | PP | 588-0 | 585-3 |  
                                | S1 | 587-6 | 583-6 |  |