CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Dec-2011 | 
                    29-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        649-4 | 
                        654-4 | 
                        5-0 | 
                        0.8% | 
                        611-0 | 
                     
                    
                        | High | 
                        658-2 | 
                        659-0 | 
                        0-6 | 
                        0.1% | 
                        638-6 | 
                     
                    
                        | Low | 
                        648-4 | 
                        650-2 | 
                        1-6 | 
                        0.3% | 
                        608-6 | 
                     
                    
                        | Close | 
                        656-0 | 
                        652-4 | 
                        -3-4 | 
                        -0.5% | 
                        634-0 | 
                     
                    
                        | Range | 
                        9-6 | 
                        8-6 | 
                        -1-0 | 
                        -10.3% | 
                        30-0 | 
                     
                    
                        | ATR | 
                        10-3 | 
                        10-2 | 
                        -0-1 | 
                        -1.1% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        19,715 | 
                        24,894 | 
                        5,179 | 
                        26.3% | 
                        117,849 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                680-1 | 
                675-1 | 
                657-2 | 
                 | 
             
            
                | R3 | 
                671-3 | 
                666-3 | 
                654-7 | 
                 | 
             
            
                | R2 | 
                662-5 | 
                662-5 | 
                654-1 | 
                 | 
             
            
                | R1 | 
                657-5 | 
                657-5 | 
                653-2 | 
                655-6 | 
             
            
                | PP | 
                653-7 | 
                653-7 | 
                653-7 | 
                653-0 | 
             
            
                | S1 | 
                648-7 | 
                648-7 | 
                651-6 | 
                647-0 | 
             
            
                | S2 | 
                645-1 | 
                645-1 | 
                650-7 | 
                 | 
             
            
                | S3 | 
                636-3 | 
                640-1 | 
                650-1 | 
                 | 
             
            
                | S4 | 
                627-5 | 
                631-3 | 
                647-6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                659-0 | 
                630-0 | 
                29-0 | 
                4.4% | 
                7-7 | 
                1.2% | 
                78% | 
                True | 
                False | 
                22,742 | 
                 
                
                | 10 | 
                659-0 | 
                594-2 | 
                64-6 | 
                9.9% | 
                7-4 | 
                1.1% | 
                90% | 
                True | 
                False | 
                22,314 | 
                 
                
                | 20 | 
                659-0 | 
                594-2 | 
                64-6 | 
                9.9% | 
                8-0 | 
                1.2% | 
                90% | 
                True | 
                False | 
                24,451 | 
                 
                
                | 40 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.6% | 
                8-2 | 
                1.3% | 
                66% | 
                False | 
                False | 
                23,864 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.6% | 
                8-6 | 
                1.3% | 
                66% | 
                False | 
                False | 
                22,238 | 
                 
                
                | 80 | 
                771-4 | 
                594-2 | 
                177-2 | 
                27.2% | 
                9-0 | 
                1.4% | 
                33% | 
                False | 
                False | 
                20,311 | 
                 
                
                | 100 | 
                794-4 | 
                594-2 | 
                200-2 | 
                30.7% | 
                8-6 | 
                1.3% | 
                29% | 
                False | 
                False | 
                18,002 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            696-2 | 
         
        
            | 
2.618             | 
            681-7 | 
         
        
            | 
1.618             | 
            673-1 | 
         
        
            | 
1.000             | 
            667-6 | 
         
        
            | 
0.618             | 
            664-3 | 
         
        
            | 
HIGH             | 
            659-0 | 
         
        
            | 
0.618             | 
            655-5 | 
         
        
            | 
0.500             | 
            654-5 | 
         
        
            | 
0.382             | 
            653-5 | 
         
        
            | 
LOW             | 
            650-2 | 
         
        
            | 
0.618             | 
            644-7 | 
         
        
            | 
1.000             | 
            641-4 | 
         
        
            | 
1.618             | 
            636-1 | 
         
        
            | 
2.618             | 
            627-3 | 
         
        
            | 
4.250             | 
            613-0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                654-5 | 
                                651-4 | 
                             
                            
                                | PP | 
                                653-7 | 
                                650-4 | 
                             
                            
                                | S1 | 
                                653-2 | 
                                649-4 | 
                             
             
         |