CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Nov-2011 | 
                    23-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        616-4 | 
                        603-0 | 
                        -13-4 | 
                        -2.2% | 
                        655-6 | 
                     
                    
                        | High | 
                        616-4 | 
                        608-0 | 
                        -8-4 | 
                        -1.4% | 
                        661-6 | 
                     
                    
                        | Low | 
                        611-6 | 
                        601-6 | 
                        -10-0 | 
                        -1.6% | 
                        620-0 | 
                     
                    
                        | Close | 
                        615-6 | 
                        605-6 | 
                        -10-0 | 
                        -1.6% | 
                        628-0 | 
                     
                    
                        | Range | 
                        4-6 | 
                        6-2 | 
                        1-4 | 
                        31.6% | 
                        41-6 | 
                     
                    
                        | ATR | 
                        11-7 | 
                        12-0 | 
                        0-1 | 
                        1.3% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        24,544 | 
                        18,892 | 
                        -5,652 | 
                        -23.0% | 
                        113,344 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                623-7 | 
                621-1 | 
                609-2 | 
                 | 
             
            
                | R3 | 
                617-5 | 
                614-7 | 
                607-4 | 
                 | 
             
            
                | R2 | 
                611-3 | 
                611-3 | 
                606-7 | 
                 | 
             
            
                | R1 | 
                608-5 | 
                608-5 | 
                606-3 | 
                610-0 | 
             
            
                | PP | 
                605-1 | 
                605-1 | 
                605-1 | 
                605-7 | 
             
            
                | S1 | 
                602-3 | 
                602-3 | 
                605-1 | 
                603-6 | 
             
            
                | S2 | 
                598-7 | 
                598-7 | 
                604-5 | 
                 | 
             
            
                | S3 | 
                592-5 | 
                596-1 | 
                604-0 | 
                 | 
             
            
                | S4 | 
                586-3 | 
                589-7 | 
                602-2 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                761-7 | 
                736-5 | 
                651-0 | 
                 | 
             
            
                | R3 | 
                720-1 | 
                694-7 | 
                639-4 | 
                 | 
             
            
                | R2 | 
                678-3 | 
                678-3 | 
                635-5 | 
                 | 
             
            
                | R1 | 
                653-1 | 
                653-1 | 
                631-7 | 
                644-7 | 
             
            
                | PP | 
                636-5 | 
                636-5 | 
                636-5 | 
                632-4 | 
             
            
                | S1 | 
                611-3 | 
                611-3 | 
                624-1 | 
                603-1 | 
             
            
                | S2 | 
                594-7 | 
                594-7 | 
                620-3 | 
                 | 
             
            
                | S3 | 
                553-1 | 
                569-5 | 
                616-4 | 
                 | 
             
            
                | S4 | 
                511-3 | 
                527-7 | 
                605-0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                654-6 | 
                601-6 | 
                53-0 | 
                8.7% | 
                10-4 | 
                1.7% | 
                8% | 
                False | 
                True | 
                22,847 | 
                 
                
                | 10 | 
                677-6 | 
                601-6 | 
                76-0 | 
                12.5% | 
                8-7 | 
                1.5% | 
                5% | 
                False | 
                True | 
                25,764 | 
                 
                
                | 20 | 
                683-0 | 
                601-6 | 
                81-2 | 
                13.4% | 
                9-1 | 
                1.5% | 
                5% | 
                False | 
                True | 
                21,776 | 
                 
                
                | 40 | 
                683-0 | 
                601-6 | 
                81-2 | 
                13.4% | 
                9-3 | 
                1.5% | 
                5% | 
                False | 
                True | 
                21,121 | 
                 
                
                | 60 | 
                792-0 | 
                601-6 | 
                190-2 | 
                31.4% | 
                9-5 | 
                1.6% | 
                2% | 
                False | 
                True | 
                18,206 | 
                 
                
                | 80 | 
                794-4 | 
                601-6 | 
                192-6 | 
                31.8% | 
                8-6 | 
                1.4% | 
                2% | 
                False | 
                True | 
                15,674 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            634-4 | 
         
        
            | 
2.618             | 
            624-3 | 
         
        
            | 
1.618             | 
            618-1 | 
         
        
            | 
1.000             | 
            614-2 | 
         
        
            | 
0.618             | 
            611-7 | 
         
        
            | 
HIGH             | 
            608-0 | 
         
        
            | 
0.618             | 
            605-5 | 
         
        
            | 
0.500             | 
            604-7 | 
         
        
            | 
0.382             | 
            604-1 | 
         
        
            | 
LOW             | 
            601-6 | 
         
        
            | 
0.618             | 
            597-7 | 
         
        
            | 
1.000             | 
            595-4 | 
         
        
            | 
1.618             | 
            591-5 | 
         
        
            | 
2.618             | 
            585-3 | 
         
        
            | 
4.250             | 
            575-2 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                605-4 | 
                                609-4 | 
                             
                            
                                | PP | 
                                605-1 | 
                                608-2 | 
                             
                            
                                | S1 | 
                                604-7 | 
                                607-0 | 
                             
             
         |