CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Oct-2011 | 
                    28-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        669-4 | 
                        668-4 | 
                        -1-0 | 
                        -0.1% | 
                        680-6 | 
                     
                    
                        | High | 
                        675-0 | 
                        676-4 | 
                        1-4 | 
                        0.2% | 
                        681-0 | 
                     
                    
                        | Low | 
                        662-0 | 
                        668-4 | 
                        6-4 | 
                        1.0% | 
                        657-0 | 
                     
                    
                        | Close | 
                        671-6 | 
                        677-2 | 
                        5-4 | 
                        0.8% | 
                        677-2 | 
                     
                    
                        | Range | 
                        13-0 | 
                        8-0 | 
                        -5-0 | 
                        -38.5% | 
                        24-0 | 
                     
                    
                        | ATR | 
                        12-4 | 
                        12-2 | 
                        -0-3 | 
                        -2.6% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        16,471 | 
                        12,965 | 
                        -3,506 | 
                        -21.3% | 
                        78,178 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                698-1 | 
                695-5 | 
                681-5 | 
                 | 
             
            
                | R3 | 
                690-1 | 
                687-5 | 
                679-4 | 
                 | 
             
            
                | R2 | 
                682-1 | 
                682-1 | 
                678-6 | 
                 | 
             
            
                | R1 | 
                679-5 | 
                679-5 | 
                678-0 | 
                680-7 | 
             
            
                | PP | 
                674-1 | 
                674-1 | 
                674-1 | 
                674-6 | 
             
            
                | S1 | 
                671-5 | 
                671-5 | 
                676-4 | 
                672-7 | 
             
            
                | S2 | 
                666-1 | 
                666-1 | 
                675-6 | 
                 | 
             
            
                | S3 | 
                658-1 | 
                663-5 | 
                675-0 | 
                 | 
             
            
                | S4 | 
                650-1 | 
                655-5 | 
                672-7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                743-6 | 
                734-4 | 
                690-4 | 
                 | 
             
            
                | R3 | 
                719-6 | 
                710-4 | 
                683-7 | 
                 | 
             
            
                | R2 | 
                695-6 | 
                695-6 | 
                681-5 | 
                 | 
             
            
                | R1 | 
                686-4 | 
                686-4 | 
                679-4 | 
                679-1 | 
             
            
                | PP | 
                671-6 | 
                671-6 | 
                671-6 | 
                668-0 | 
             
            
                | S1 | 
                662-4 | 
                662-4 | 
                675-0 | 
                655-1 | 
             
            
                | S2 | 
                647-6 | 
                647-6 | 
                672-7 | 
                 | 
             
            
                | S3 | 
                623-6 | 
                638-4 | 
                670-5 | 
                 | 
             
            
                | S4 | 
                599-6 | 
                614-4 | 
                664-0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                681-0 | 
                657-0 | 
                24-0 | 
                3.5% | 
                9-1 | 
                1.4% | 
                84% | 
                False | 
                False | 
                15,635 | 
                 
                
                | 10 | 
                682-4 | 
                654-6 | 
                27-6 | 
                4.1% | 
                9-2 | 
                1.4% | 
                81% | 
                False | 
                False | 
                19,106 | 
                 
                
                | 20 | 
                682-4 | 
                606-2 | 
                76-2 | 
                11.3% | 
                9-6 | 
                1.4% | 
                93% | 
                False | 
                False | 
                20,168 | 
                 
                
                | 40 | 
                784-0 | 
                606-2 | 
                177-6 | 
                26.2% | 
                9-7 | 
                1.5% | 
                40% | 
                False | 
                False | 
                16,699 | 
                 
                
                | 60 | 
                794-4 | 
                606-2 | 
                188-2 | 
                27.8% | 
                8-6 | 
                1.3% | 
                38% | 
                False | 
                False | 
                13,800 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            710-4 | 
         
        
            | 
2.618             | 
            697-4 | 
         
        
            | 
1.618             | 
            689-4 | 
         
        
            | 
1.000             | 
            684-4 | 
         
        
            | 
0.618             | 
            681-4 | 
         
        
            | 
HIGH             | 
            676-4 | 
         
        
            | 
0.618             | 
            673-4 | 
         
        
            | 
0.500             | 
            672-4 | 
         
        
            | 
0.382             | 
            671-4 | 
         
        
            | 
LOW             | 
            668-4 | 
         
        
            | 
0.618             | 
            663-4 | 
         
        
            | 
1.000             | 
            660-4 | 
         
        
            | 
1.618             | 
            655-4 | 
         
        
            | 
2.618             | 
            647-4 | 
         
        
            | 
4.250             | 
            634-4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                675-5 | 
                                673-6 | 
                             
                            
                                | PP | 
                                674-1 | 
                                670-2 | 
                             
                            
                                | S1 | 
                                672-4 | 
                                666-6 | 
                             
             
         |