CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2011 | 
                    23-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        633-2 | 
                        634-0 | 
                        0-6 | 
                        0.1% | 
                        611-0 | 
                     
                    
                        | High | 
                        638-6 | 
                        635-6 | 
                        -3-0 | 
                        -0.5% | 
                        638-6 | 
                     
                    
                        | Low | 
                        631-2 | 
                        630-0 | 
                        -1-2 | 
                        -0.2% | 
                        608-6 | 
                     
                    
                        | Close | 
                        632-2 | 
                        634-0 | 
                        1-6 | 
                        0.3% | 
                        634-0 | 
                     
                    
                        | Range | 
                        7-4 | 
                        5-6 | 
                        -1-6 | 
                        -23.3% | 
                        30-0 | 
                     
                    
                        | ATR | 
                        10-3 | 
                        10-1 | 
                        -0-3 | 
                        -3.2% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        29,410 | 
                        24,605 | 
                        -4,805 | 
                        -16.3% | 
                        117,849 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                650-4 | 
                648-0 | 
                637-1 | 
                 | 
             
            
                | R3 | 
                644-6 | 
                642-2 | 
                635-5 | 
                 | 
             
            
                | R2 | 
                639-0 | 
                639-0 | 
                635-0 | 
                 | 
             
            
                | R1 | 
                636-4 | 
                636-4 | 
                634-4 | 
                636-7 | 
             
            
                | PP | 
                633-2 | 
                633-2 | 
                633-2 | 
                633-4 | 
             
            
                | S1 | 
                630-6 | 
                630-6 | 
                633-4 | 
                631-1 | 
             
            
                | S2 | 
                627-4 | 
                627-4 | 
                633-0 | 
                 | 
             
            
                | S3 | 
                621-6 | 
                625-0 | 
                632-3 | 
                 | 
             
            
                | S4 | 
                616-0 | 
                619-2 | 
                630-7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                717-1 | 
                705-5 | 
                650-4 | 
                 | 
             
            
                | R3 | 
                687-1 | 
                675-5 | 
                642-2 | 
                 | 
             
            
                | R2 | 
                657-1 | 
                657-1 | 
                639-4 | 
                 | 
             
            
                | R1 | 
                645-5 | 
                645-5 | 
                636-6 | 
                651-3 | 
             
            
                | PP | 
                627-1 | 
                627-1 | 
                627-1 | 
                630-0 | 
             
            
                | S1 | 
                615-5 | 
                615-5 | 
                631-2 | 
                621-3 | 
             
            
                | S2 | 
                597-1 | 
                597-1 | 
                628-4 | 
                 | 
             
            
                | S3 | 
                567-1 | 
                585-5 | 
                625-6 | 
                 | 
             
            
                | S4 | 
                537-1 | 
                555-5 | 
                617-4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                638-6 | 
                608-6 | 
                30-0 | 
                4.7% | 
                8-1 | 
                1.3% | 
                84% | 
                False | 
                False | 
                23,569 | 
                 
                
                | 10 | 
                638-6 | 
                594-2 | 
                44-4 | 
                7.0% | 
                7-4 | 
                1.2% | 
                89% | 
                False | 
                False | 
                22,439 | 
                 
                
                | 20 | 
                638-6 | 
                594-2 | 
                44-4 | 
                7.0% | 
                7-7 | 
                1.2% | 
                89% | 
                False | 
                False | 
                24,675 | 
                 
                
                | 40 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.0% | 
                8-3 | 
                1.3% | 
                45% | 
                False | 
                False | 
                23,468 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.0% | 
                8-7 | 
                1.4% | 
                45% | 
                False | 
                False | 
                22,379 | 
                 
                
                | 80 | 
                784-0 | 
                594-2 | 
                189-6 | 
                29.9% | 
                9-1 | 
                1.4% | 
                21% | 
                False | 
                False | 
                20,023 | 
                 
                
                | 100 | 
                794-4 | 
                594-2 | 
                200-2 | 
                31.6% | 
                8-5 | 
                1.4% | 
                20% | 
                False | 
                False | 
                17,614 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            660-2 | 
         
        
            | 
2.618             | 
            650-6 | 
         
        
            | 
1.618             | 
            645-0 | 
         
        
            | 
1.000             | 
            641-4 | 
         
        
            | 
0.618             | 
            639-2 | 
         
        
            | 
HIGH             | 
            635-6 | 
         
        
            | 
0.618             | 
            633-4 | 
         
        
            | 
0.500             | 
            632-7 | 
         
        
            | 
0.382             | 
            632-2 | 
         
        
            | 
LOW             | 
            630-0 | 
         
        
            | 
0.618             | 
            626-4 | 
         
        
            | 
1.000             | 
            624-2 | 
         
        
            | 
1.618             | 
            620-6 | 
         
        
            | 
2.618             | 
            615-0 | 
         
        
            | 
4.250             | 
            605-4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                633-5 | 
                                632-0 | 
                             
                            
                                | PP | 
                                633-2 | 
                                629-7 | 
                             
                            
                                | S1 | 
                                632-7 | 
                                627-7 | 
                             
             
         |