CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Dec-2011 | 
                    30-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        654-4 | 
                        658-0 | 
                        3-4 | 
                        0.5% | 
                        640-4 | 
                     
                    
                        | High | 
                        659-0 | 
                        661-4 | 
                        2-4 | 
                        0.4% | 
                        661-4 | 
                     
                    
                        | Low | 
                        650-2 | 
                        655-4 | 
                        5-2 | 
                        0.8% | 
                        640-0 | 
                     
                    
                        | Close | 
                        652-4 | 
                        661-2 | 
                        8-6 | 
                        1.3% | 
                        661-2 | 
                     
                    
                        | Range | 
                        8-6 | 
                        6-0 | 
                        -2-6 | 
                        -31.4% | 
                        21-4 | 
                     
                    
                        | ATR | 
                        10-2 | 
                        10-1 | 
                        -0-1 | 
                        -0.9% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        24,894 | 
                        26,225 | 
                        1,331 | 
                        5.3% | 
                        85,923 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                677-3 | 
                675-3 | 
                664-4 | 
                 | 
             
            
                | R3 | 
                671-3 | 
                669-3 | 
                662-7 | 
                 | 
             
            
                | R2 | 
                665-3 | 
                665-3 | 
                662-3 | 
                 | 
             
            
                | R1 | 
                663-3 | 
                663-3 | 
                661-6 | 
                664-3 | 
             
            
                | PP | 
                659-3 | 
                659-3 | 
                659-3 | 
                660-0 | 
             
            
                | S1 | 
                657-3 | 
                657-3 | 
                660-6 | 
                658-3 | 
             
            
                | S2 | 
                653-3 | 
                653-3 | 
                660-1 | 
                 | 
             
            
                | S3 | 
                647-3 | 
                651-3 | 
                659-5 | 
                 | 
             
            
                | S4 | 
                641-3 | 
                645-3 | 
                658-0 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                718-6 | 
                711-4 | 
                673-1 | 
                 | 
             
            
                | R3 | 
                697-2 | 
                690-0 | 
                667-1 | 
                 | 
             
            
                | R2 | 
                675-6 | 
                675-6 | 
                665-2 | 
                 | 
             
            
                | R1 | 
                668-4 | 
                668-4 | 
                663-2 | 
                672-1 | 
             
            
                | PP | 
                654-2 | 
                654-2 | 
                654-2 | 
                656-0 | 
             
            
                | S1 | 
                647-0 | 
                647-0 | 
                659-2 | 
                650-5 | 
             
            
                | S2 | 
                632-6 | 
                632-6 | 
                657-2 | 
                 | 
             
            
                | S3 | 
                611-2 | 
                625-4 | 
                655-3 | 
                 | 
             
            
                | S4 | 
                589-6 | 
                604-0 | 
                649-3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                661-4 | 
                630-0 | 
                31-4 | 
                4.8% | 
                7-4 | 
                1.1% | 
                99% | 
                True | 
                False | 
                22,105 | 
                 
                
                | 10 | 
                661-4 | 
                596-4 | 
                65-0 | 
                9.8% | 
                7-6 | 
                1.2% | 
                100% | 
                True | 
                False | 
                23,215 | 
                 
                
                | 20 | 
                661-4 | 
                594-2 | 
                67-2 | 
                10.2% | 
                8-0 | 
                1.2% | 
                100% | 
                True | 
                False | 
                24,633 | 
                 
                
                | 40 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.4% | 
                8-1 | 
                1.2% | 
                75% | 
                False | 
                False | 
                24,022 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.4% | 
                8-6 | 
                1.3% | 
                75% | 
                False | 
                False | 
                22,304 | 
                 
                
                | 80 | 
                768-6 | 
                594-2 | 
                174-4 | 
                26.4% | 
                9-1 | 
                1.4% | 
                38% | 
                False | 
                False | 
                20,490 | 
                 
                
                | 100 | 
                794-4 | 
                594-2 | 
                200-2 | 
                30.3% | 
                8-6 | 
                1.3% | 
                33% | 
                False | 
                False | 
                18,199 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            687-0 | 
         
        
            | 
2.618             | 
            677-2 | 
         
        
            | 
1.618             | 
            671-2 | 
         
        
            | 
1.000             | 
            667-4 | 
         
        
            | 
0.618             | 
            665-2 | 
         
        
            | 
HIGH             | 
            661-4 | 
         
        
            | 
0.618             | 
            659-2 | 
         
        
            | 
0.500             | 
            658-4 | 
         
        
            | 
0.382             | 
            657-6 | 
         
        
            | 
LOW             | 
            655-4 | 
         
        
            | 
0.618             | 
            651-6 | 
         
        
            | 
1.000             | 
            649-4 | 
         
        
            | 
1.618             | 
            645-6 | 
         
        
            | 
2.618             | 
            639-6 | 
         
        
            | 
4.250             | 
            630-0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                660-3 | 
                                659-1 | 
                             
                            
                                | PP | 
                                659-3 | 
                                657-1 | 
                             
                            
                                | S1 | 
                                658-4 | 
                                655-0 | 
                             
             
         |