CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jan-2012 | 
                    04-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        675-0 | 
                        673-0 | 
                        -2-0 | 
                        -0.3% | 
                        640-4 | 
                     
                    
                        | High | 
                        677-0 | 
                        674-0 | 
                        -3-0 | 
                        -0.4% | 
                        661-4 | 
                     
                    
                        | Low | 
                        670-0 | 
                        670-0 | 
                        0-0 | 
                        0.0% | 
                        640-0 | 
                     
                    
                        | Close | 
                        673-6 | 
                        673-0 | 
                        -0-6 | 
                        -0.1% | 
                        661-2 | 
                     
                    
                        | Range | 
                        7-0 | 
                        4-0 | 
                        -3-0 | 
                        -42.9% | 
                        21-4 | 
                     
                    
                        | ATR | 
                        10-5 | 
                        10-1 | 
                        -0-4 | 
                        -4.4% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        24,682 | 
                        45,232 | 
                        20,550 | 
                        83.3% | 
                        85,923 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                684-3 | 
                682-5 | 
                675-2 | 
                 | 
             
            
                | R3 | 
                680-3 | 
                678-5 | 
                674-1 | 
                 | 
             
            
                | R2 | 
                676-3 | 
                676-3 | 
                673-6 | 
                 | 
             
            
                | R1 | 
                674-5 | 
                674-5 | 
                673-3 | 
                675-0 | 
             
            
                | PP | 
                672-3 | 
                672-3 | 
                672-3 | 
                672-4 | 
             
            
                | S1 | 
                670-5 | 
                670-5 | 
                672-5 | 
                671-0 | 
             
            
                | S2 | 
                668-3 | 
                668-3 | 
                672-2 | 
                 | 
             
            
                | S3 | 
                664-3 | 
                666-5 | 
                671-7 | 
                 | 
             
            
                | S4 | 
                660-3 | 
                662-5 | 
                670-6 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                677-0 | 
                648-4 | 
                28-4 | 
                4.2% | 
                7-1 | 
                1.1% | 
                86% | 
                False | 
                False | 
                28,149 | 
                 
                
                | 10 | 
                677-0 | 
                617-0 | 
                60-0 | 
                8.9% | 
                7-5 | 
                1.1% | 
                93% | 
                False | 
                False | 
                24,894 | 
                 
                
                | 20 | 
                677-0 | 
                594-2 | 
                82-6 | 
                12.3% | 
                7-7 | 
                1.2% | 
                95% | 
                False | 
                False | 
                24,645 | 
                 
                
                | 40 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.2% | 
                7-7 | 
                1.2% | 
                89% | 
                False | 
                False | 
                24,768 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.2% | 
                8-6 | 
                1.3% | 
                89% | 
                False | 
                False | 
                22,897 | 
                 
                
                | 80 | 
                768-6 | 
                594-2 | 
                174-4 | 
                25.9% | 
                9-0 | 
                1.3% | 
                45% | 
                False | 
                False | 
                20,958 | 
                 
                
                | 100 | 
                794-4 | 
                594-2 | 
                200-2 | 
                29.8% | 
                8-6 | 
                1.3% | 
                39% | 
                False | 
                False | 
                18,766 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            691-0 | 
         
        
            | 
2.618             | 
            684-4 | 
         
        
            | 
1.618             | 
            680-4 | 
         
        
            | 
1.000             | 
            678-0 | 
         
        
            | 
0.618             | 
            676-4 | 
         
        
            | 
HIGH             | 
            674-0 | 
         
        
            | 
0.618             | 
            672-4 | 
         
        
            | 
0.500             | 
            672-0 | 
         
        
            | 
0.382             | 
            671-4 | 
         
        
            | 
LOW             | 
            670-0 | 
         
        
            | 
0.618             | 
            667-4 | 
         
        
            | 
1.000             | 
            666-0 | 
         
        
            | 
1.618             | 
            663-4 | 
         
        
            | 
2.618             | 
            659-4 | 
         
        
            | 
4.250             | 
            653-0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                672-5 | 
                                670-6 | 
                             
                            
                                | PP | 
                                672-3 | 
                                668-4 | 
                             
                            
                                | S1 | 
                                672-0 | 
                                666-2 | 
                             
             
         |