CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Nov-2011 | 
                    01-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        624-4 | 
                        617-2 | 
                        -7-2 | 
                        -1.2% | 
                        617-0 | 
                     
                    
                        | High | 
                        624-4 | 
                        617-2 | 
                        -7-2 | 
                        -1.2% | 
                        617-2 | 
                     
                    
                        | Low | 
                        616-2 | 
                        611-4 | 
                        -4-6 | 
                        -0.8% | 
                        598-4 | 
                     
                    
                        | Close | 
                        618-6 | 
                        614-2 | 
                        -4-4 | 
                        -0.7% | 
                        599-2 | 
                     
                    
                        | Range | 
                        8-2 | 
                        5-6 | 
                        -2-4 | 
                        -30.3% | 
                        18-6 | 
                     
                    
                        | ATR | 
                        11-5 | 
                        11-2 | 
                        -0-2 | 
                        -2.7% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        23,811 | 
                        22,598 | 
                        -1,213 | 
                        -5.1% | 
                        96,044 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                631-5 | 
                628-5 | 
                617-3 | 
                 | 
             
            
                | R3 | 
                625-7 | 
                622-7 | 
                615-7 | 
                 | 
             
            
                | R2 | 
                620-1 | 
                620-1 | 
                615-2 | 
                 | 
             
            
                | R1 | 
                617-1 | 
                617-1 | 
                614-6 | 
                615-6 | 
             
            
                | PP | 
                614-3 | 
                614-3 | 
                614-3 | 
                613-5 | 
             
            
                | S1 | 
                611-3 | 
                611-3 | 
                613-6 | 
                610-0 | 
             
            
                | S2 | 
                608-5 | 
                608-5 | 
                613-2 | 
                 | 
             
            
                | S3 | 
                602-7 | 
                605-5 | 
                612-5 | 
                 | 
             
            
                | S4 | 
                597-1 | 
                599-7 | 
                611-1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                661-2 | 
                649-0 | 
                609-4 | 
                 | 
             
            
                | R3 | 
                642-4 | 
                630-2 | 
                604-3 | 
                 | 
             
            
                | R2 | 
                623-6 | 
                623-6 | 
                602-6 | 
                 | 
             
            
                | R1 | 
                611-4 | 
                611-4 | 
                601-0 | 
                608-2 | 
             
            
                | PP | 
                605-0 | 
                605-0 | 
                605-0 | 
                603-3 | 
             
            
                | S1 | 
                592-6 | 
                592-6 | 
                597-4 | 
                589-4 | 
             
            
                | S2 | 
                586-2 | 
                586-2 | 
                595-6 | 
                 | 
             
            
                | S3 | 
                567-4 | 
                574-0 | 
                594-1 | 
                 | 
             
            
                | S4 | 
                548-6 | 
                555-2 | 
                589-0 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                624-4 | 
                598-4 | 
                26-0 | 
                4.2% | 
                7-5 | 
                1.2% | 
                61% | 
                False | 
                False | 
                22,589 | 
                 
                
                | 10 | 
                654-6 | 
                598-4 | 
                56-2 | 
                9.2% | 
                9-0 | 
                1.5% | 
                28% | 
                False | 
                False | 
                22,718 | 
                 
                
                | 20 | 
                683-0 | 
                598-4 | 
                84-4 | 
                13.8% | 
                8-1 | 
                1.3% | 
                19% | 
                False | 
                False | 
                23,411 | 
                 
                
                | 40 | 
                683-0 | 
                598-4 | 
                84-4 | 
                13.8% | 
                9-0 | 
                1.5% | 
                19% | 
                False | 
                False | 
                21,139 | 
                 
                
                | 60 | 
                768-6 | 
                598-4 | 
                170-2 | 
                27.7% | 
                9-4 | 
                1.5% | 
                9% | 
                False | 
                False | 
                19,109 | 
                 
                
                | 80 | 
                794-4 | 
                598-4 | 
                196-0 | 
                31.9% | 
                9-0 | 
                1.5% | 
                8% | 
                False | 
                False | 
                16,591 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            641-6 | 
         
        
            | 
2.618             | 
            632-2 | 
         
        
            | 
1.618             | 
            626-4 | 
         
        
            | 
1.000             | 
            623-0 | 
         
        
            | 
0.618             | 
            620-6 | 
         
        
            | 
HIGH             | 
            617-2 | 
         
        
            | 
0.618             | 
            615-0 | 
         
        
            | 
0.500             | 
            614-3 | 
         
        
            | 
0.382             | 
            613-6 | 
         
        
            | 
LOW             | 
            611-4 | 
         
        
            | 
0.618             | 
            608-0 | 
         
        
            | 
1.000             | 
            605-6 | 
         
        
            | 
1.618             | 
            602-2 | 
         
        
            | 
2.618             | 
            596-4 | 
         
        
            | 
4.250             | 
            587-0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                614-3 | 
                                617-3 | 
                             
                            
                                | PP | 
                                614-3 | 
                                616-3 | 
                             
                            
                                | S1 | 
                                614-2 | 
                                615-2 | 
                             
             
         |