CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Oct-2011 | 
                    24-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        682-0 | 
                        680-6 | 
                        -1-2 | 
                        -0.2% | 
                        659-4 | 
                     
                    
                        | High | 
                        682-4 | 
                        681-0 | 
                        -1-4 | 
                        -0.2% | 
                        682-4 | 
                     
                    
                        | Low | 
                        670-2 | 
                        670-6 | 
                        0-4 | 
                        0.1% | 
                        654-6 | 
                     
                    
                        | Close | 
                        670-0 | 
                        671-6 | 
                        1-6 | 
                        0.3% | 
                        670-0 | 
                     
                    
                        | Range | 
                        12-2 | 
                        10-2 | 
                        -2-0 | 
                        -16.3% | 
                        27-6 | 
                     
                    
                        | ATR | 
                        13-0 | 
                        12-7 | 
                        -0-1 | 
                        -1.1% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        16,014 | 
                        27,059 | 
                        11,045 | 
                        69.0% | 
                        112,891 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                705-2 | 
                698-6 | 
                677-3 | 
                 | 
             
            
                | R3 | 
                695-0 | 
                688-4 | 
                674-5 | 
                 | 
             
            
                | R2 | 
                684-6 | 
                684-6 | 
                673-5 | 
                 | 
             
            
                | R1 | 
                678-2 | 
                678-2 | 
                672-6 | 
                676-3 | 
             
            
                | PP | 
                674-4 | 
                674-4 | 
                674-4 | 
                673-4 | 
             
            
                | S1 | 
                668-0 | 
                668-0 | 
                670-6 | 
                666-1 | 
             
            
                | S2 | 
                664-2 | 
                664-2 | 
                669-7 | 
                 | 
             
            
                | S3 | 
                654-0 | 
                657-6 | 
                668-7 | 
                 | 
             
            
                | S4 | 
                643-6 | 
                647-4 | 
                666-1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                752-3 | 
                738-7 | 
                685-2 | 
                 | 
             
            
                | R3 | 
                724-5 | 
                711-1 | 
                677-5 | 
                 | 
             
            
                | R2 | 
                696-7 | 
                696-7 | 
                675-1 | 
                 | 
             
            
                | R1 | 
                683-3 | 
                683-3 | 
                672-4 | 
                690-1 | 
             
            
                | PP | 
                669-1 | 
                669-1 | 
                669-1 | 
                672-4 | 
             
            
                | S1 | 
                655-5 | 
                655-5 | 
                667-4 | 
                662-3 | 
             
            
                | S2 | 
                641-3 | 
                641-3 | 
                664-7 | 
                 | 
             
            
                | S3 | 
                613-5 | 
                627-7 | 
                662-3 | 
                 | 
             
            
                | S4 | 
                585-7 | 
                600-1 | 
                654-6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                682-4 | 
                654-6 | 
                27-6 | 
                4.1% | 
                10-2 | 
                1.5% | 
                61% | 
                False | 
                False | 
                21,801 | 
                 
                
                | 10 | 
                682-4 | 
                632-0 | 
                50-4 | 
                7.5% | 
                10-5 | 
                1.6% | 
                79% | 
                False | 
                False | 
                23,295 | 
                 
                
                | 20 | 
                689-6 | 
                606-2 | 
                83-4 | 
                12.4% | 
                9-5 | 
                1.4% | 
                78% | 
                False | 
                False | 
                20,984 | 
                 
                
                | 40 | 
                794-4 | 
                606-2 | 
                188-2 | 
                28.0% | 
                9-7 | 
                1.5% | 
                35% | 
                False | 
                False | 
                16,442 | 
                 
                
                | 60 | 
                794-4 | 
                606-2 | 
                188-2 | 
                28.0% | 
                8-6 | 
                1.3% | 
                35% | 
                False | 
                False | 
                13,510 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            724-4 | 
         
        
            | 
2.618             | 
            707-7 | 
         
        
            | 
1.618             | 
            697-5 | 
         
        
            | 
1.000             | 
            691-2 | 
         
        
            | 
0.618             | 
            687-3 | 
         
        
            | 
HIGH             | 
            681-0 | 
         
        
            | 
0.618             | 
            677-1 | 
         
        
            | 
0.500             | 
            675-7 | 
         
        
            | 
0.382             | 
            674-5 | 
         
        
            | 
LOW             | 
            670-6 | 
         
        
            | 
0.618             | 
            664-3 | 
         
        
            | 
1.000             | 
            660-4 | 
         
        
            | 
1.618             | 
            654-1 | 
         
        
            | 
2.618             | 
            643-7 | 
         
        
            | 
4.250             | 
            627-2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                675-7 | 
                                671-0 | 
                             
                            
                                | PP | 
                                674-4 | 
                                670-2 | 
                             
                            
                                | S1 | 
                                673-1 | 
                                669-4 | 
                             
             
         |