CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Nov-2011 | 
                    02-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        656-6 | 
                        674-6 | 
                        18-0 | 
                        2.7% | 
                        680-6 | 
                     
                    
                        | High | 
                        673-4 | 
                        675-0 | 
                        1-4 | 
                        0.2% | 
                        681-0 | 
                     
                    
                        | Low | 
                        656-6 | 
                        663-2 | 
                        6-4 | 
                        1.0% | 
                        657-0 | 
                     
                    
                        | Close | 
                        673-4 | 
                        666-0 | 
                        -7-4 | 
                        -1.1% | 
                        677-2 | 
                     
                    
                        | Range | 
                        16-6 | 
                        11-6 | 
                        -5-0 | 
                        -29.9% | 
                        24-0 | 
                     
                    
                        | ATR | 
                        12-6 | 
                        12-5 | 
                        -0-1 | 
                        -0.6% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        12,858 | 
                        19,905 | 
                        7,047 | 
                        54.8% | 
                        78,178 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                703-3 | 
                696-3 | 
                672-4 | 
                 | 
             
            
                | R3 | 
                691-5 | 
                684-5 | 
                669-2 | 
                 | 
             
            
                | R2 | 
                679-7 | 
                679-7 | 
                668-1 | 
                 | 
             
            
                | R1 | 
                672-7 | 
                672-7 | 
                667-1 | 
                670-4 | 
             
            
                | PP | 
                668-1 | 
                668-1 | 
                668-1 | 
                666-7 | 
             
            
                | S1 | 
                661-1 | 
                661-1 | 
                664-7 | 
                658-6 | 
             
            
                | S2 | 
                656-3 | 
                656-3 | 
                663-7 | 
                 | 
             
            
                | S3 | 
                644-5 | 
                649-3 | 
                662-6 | 
                 | 
             
            
                | S4 | 
                632-7 | 
                637-5 | 
                659-4 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                676-4 | 
                656-6 | 
                19-6 | 
                3.0% | 
                11-4 | 
                1.7% | 
                47% | 
                False | 
                False | 
                16,048 | 
                 
                
                | 10 | 
                682-4 | 
                656-4 | 
                26-0 | 
                3.9% | 
                10-5 | 
                1.6% | 
                37% | 
                False | 
                False | 
                16,045 | 
                 
                
                | 20 | 
                682-4 | 
                622-0 | 
                60-4 | 
                9.1% | 
                10-0 | 
                1.5% | 
                73% | 
                False | 
                False | 
                18,867 | 
                 
                
                | 40 | 
                768-6 | 
                606-2 | 
                162-4 | 
                24.4% | 
                10-1 | 
                1.5% | 
                37% | 
                False | 
                False | 
                16,958 | 
                 
                
                | 60 | 
                794-4 | 
                606-2 | 
                188-2 | 
                28.3% | 
                9-2 | 
                1.4% | 
                32% | 
                False | 
                False | 
                14,317 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            725-0 | 
         
        
            | 
2.618             | 
            705-6 | 
         
        
            | 
1.618             | 
            694-0 | 
         
        
            | 
1.000             | 
            686-6 | 
         
        
            | 
0.618             | 
            682-2 | 
         
        
            | 
HIGH             | 
            675-0 | 
         
        
            | 
0.618             | 
            670-4 | 
         
        
            | 
0.500             | 
            669-1 | 
         
        
            | 
0.382             | 
            667-6 | 
         
        
            | 
LOW             | 
            663-2 | 
         
        
            | 
0.618             | 
            656-0 | 
         
        
            | 
1.000             | 
            651-4 | 
         
        
            | 
1.618             | 
            644-2 | 
         
        
            | 
2.618             | 
            632-4 | 
         
        
            | 
4.250             | 
            613-2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                669-1 | 
                                666-0 | 
                             
                            
                                | PP | 
                                668-1 | 
                                665-7 | 
                             
                            
                                | S1 | 
                                667-0 | 
                                665-7 | 
                             
             
         |