CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Nov-2011 | 
                    04-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        669-6 | 
                        669-4 | 
                        -0-2 | 
                        0.0% | 
                        667-6 | 
                     
                    
                        | High | 
                        676-0 | 
                        678-2 | 
                        2-2 | 
                        0.3% | 
                        678-2 | 
                     
                    
                        | Low | 
                        669-4 | 
                        667-4 | 
                        -2-0 | 
                        -0.3% | 
                        656-6 | 
                     
                    
                        | Close | 
                        675-2 | 
                        678-2 | 
                        3-0 | 
                        0.4% | 
                        678-2 | 
                     
                    
                        | Range | 
                        6-4 | 
                        10-6 | 
                        4-2 | 
                        65.4% | 
                        21-4 | 
                     
                    
                        | ATR | 
                        12-4 | 
                        12-3 | 
                        -0-1 | 
                        -1.0% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        20,135 | 
                        19,946 | 
                        -189 | 
                        -0.9% | 
                        90,886 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                706-7 | 
                703-3 | 
                684-1 | 
                 | 
             
            
                | R3 | 
                696-1 | 
                692-5 | 
                681-2 | 
                 | 
             
            
                | R2 | 
                685-3 | 
                685-3 | 
                680-2 | 
                 | 
             
            
                | R1 | 
                681-7 | 
                681-7 | 
                679-2 | 
                683-5 | 
             
            
                | PP | 
                674-5 | 
                674-5 | 
                674-5 | 
                675-4 | 
             
            
                | S1 | 
                671-1 | 
                671-1 | 
                677-2 | 
                672-7 | 
             
            
                | S2 | 
                663-7 | 
                663-7 | 
                676-2 | 
                 | 
             
            
                | S3 | 
                653-1 | 
                660-3 | 
                675-2 | 
                 | 
             
            
                | S4 | 
                642-3 | 
                649-5 | 
                672-3 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                735-5 | 
                728-3 | 
                690-1 | 
                 | 
             
            
                | R3 | 
                714-1 | 
                706-7 | 
                684-1 | 
                 | 
             
            
                | R2 | 
                692-5 | 
                692-5 | 
                682-2 | 
                 | 
             
            
                | R1 | 
                685-3 | 
                685-3 | 
                680-2 | 
                689-0 | 
             
            
                | PP | 
                671-1 | 
                671-1 | 
                671-1 | 
                672-7 | 
             
            
                | S1 | 
                663-7 | 
                663-7 | 
                676-2 | 
                667-4 | 
             
            
                | S2 | 
                649-5 | 
                649-5 | 
                674-2 | 
                 | 
             
            
                | S3 | 
                628-1 | 
                642-3 | 
                672-3 | 
                 | 
             
            
                | S4 | 
                606-5 | 
                620-7 | 
                666-3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                678-2 | 
                656-6 | 
                21-4 | 
                3.2% | 
                10-6 | 
                1.6% | 
                100% | 
                True | 
                False | 
                18,177 | 
                 
                
                | 10 | 
                681-0 | 
                656-6 | 
                24-2 | 
                3.6% | 
                10-0 | 
                1.5% | 
                89% | 
                False | 
                False | 
                16,906 | 
                 
                
                | 20 | 
                682-4 | 
                629-0 | 
                53-4 | 
                7.9% | 
                10-2 | 
                1.5% | 
                92% | 
                False | 
                False | 
                19,157 | 
                 
                
                | 40 | 
                768-6 | 
                606-2 | 
                162-4 | 
                24.0% | 
                10-1 | 
                1.5% | 
                44% | 
                False | 
                False | 
                17,148 | 
                 
                
                | 60 | 
                794-4 | 
                606-2 | 
                188-2 | 
                27.8% | 
                9-3 | 
                1.4% | 
                38% | 
                False | 
                False | 
                14,765 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            724-0 | 
         
        
            | 
2.618             | 
            706-3 | 
         
        
            | 
1.618             | 
            695-5 | 
         
        
            | 
1.000             | 
            689-0 | 
         
        
            | 
0.618             | 
            684-7 | 
         
        
            | 
HIGH             | 
            678-2 | 
         
        
            | 
0.618             | 
            674-1 | 
         
        
            | 
0.500             | 
            672-7 | 
         
        
            | 
0.382             | 
            671-5 | 
         
        
            | 
LOW             | 
            667-4 | 
         
        
            | 
0.618             | 
            660-7 | 
         
        
            | 
1.000             | 
            656-6 | 
         
        
            | 
1.618             | 
            650-1 | 
         
        
            | 
2.618             | 
            639-3 | 
         
        
            | 
4.250             | 
            621-6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                676-4 | 
                                675-6 | 
                             
                            
                                | PP | 
                                674-5 | 
                                673-2 | 
                             
                            
                                | S1 | 
                                672-7 | 
                                670-6 | 
                             
             
         |