CME Pit-Traded Corn Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Dec-2011 | 14-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 590-4 | 583-0 | -7-4 | -1.3% | 591-6 |  
                        | High | 591-0 | 583-6 | -7-2 | -1.2% | 592-0 |  
                        | Low | 584-4 | 579-0 | -5-4 | -0.9% | 571-4 |  
                        | Close | 588-4 | 580-0 | -8-4 | -1.4% | 585-4 |  
                        | Range | 6-4 | 4-6 | -1-6 | -26.9% | 20-4 |  
                        | ATR | 12-3 | 12-1 | -0-2 | -1.7% | 0-0 |  
                        | Volume | 2,638 | 481 | -2,157 | -81.8% | 27,635 |  | 
    
| 
        
            | Daily Pivots for day following 14-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 595-1 | 592-3 | 582-5 |  |  
                | R3 | 590-3 | 587-5 | 581-2 |  |  
                | R2 | 585-5 | 585-5 | 580-7 |  |  
                | R1 | 582-7 | 582-7 | 580-3 | 581-7 |  
                | PP | 580-7 | 580-7 | 580-7 | 580-4 |  
                | S1 | 578-1 | 578-1 | 579-5 | 577-1 |  
                | S2 | 576-1 | 576-1 | 579-1 |  |  
                | S3 | 571-3 | 573-3 | 578-6 |  |  
                | S4 | 566-5 | 568-5 | 577-3 |  |  | 
        
            | 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 | 2.6% | 7-2 | 1.3% | 23% | False | False | 2,242 |  
                | 10 | 606-0 | 571-4 | 34-4 | 5.9% | 9-4 | 1.6% | 25% | False | False | 6,936 |  
                | 20 | 647-4 | 571-4 | 76-0 | 13.1% | 10-3 | 1.8% | 11% | False | False | 78,330 |  
                | 40 | 665-0 | 571-4 | 93-4 | 16.1% | 12-0 | 2.1% | 9% | False | False | 130,098 |  
                | 60 | 697-0 | 571-4 | 125-4 | 21.6% | 13-2 | 2.3% | 7% | False | False | 146,057 |  
                | 80 | 777-0 | 571-4 | 205-4 | 35.4% | 13-7 | 2.4% | 4% | False | False | 152,227 |  
                | 100 | 777-0 | 571-4 | 205-4 | 35.4% | 13-5 | 2.4% | 4% | False | False | 155,432 |  
                | 120 | 777-0 | 571-4 | 205-4 | 35.4% | 14-0 | 2.4% | 4% | False | False | 153,747 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 604-0 |  
            | 2.618 | 596-1 |  
            | 1.618 | 591-3 |  
            | 1.000 | 588-4 |  
            | 0.618 | 586-5 |  
            | HIGH | 583-6 |  
            | 0.618 | 581-7 |  
            | 0.500 | 581-3 |  
            | 0.382 | 580-7 |  
            | LOW | 579-0 |  
            | 0.618 | 576-1 |  
            | 1.000 | 574-2 |  
            | 1.618 | 571-3 |  
            | 2.618 | 566-5 |  
            | 4.250 | 558-6 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 581-3 | 583-6 |  
                                | PP | 580-7 | 582-4 |  
                                | S1 | 580-4 | 581-2 |  |