CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jan-2012 | 
                    06-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        664-4 | 
                        660-4 | 
                        -4-0 | 
                        -0.6% | 
                        675-0 | 
                     
                    
                        | High | 
                        665-0 | 
                        661-0 | 
                        -4-0 | 
                        -0.6% | 
                        677-0 | 
                     
                    
                        | Low | 
                        655-4 | 
                        655-0 | 
                        -0-4 | 
                        -0.1% | 
                        655-0 | 
                     
                    
                        | Close | 
                        657-2 | 
                        655-6 | 
                        -1-4 | 
                        -0.2% | 
                        655-6 | 
                     
                    
                        | Range | 
                        9-4 | 
                        6-0 | 
                        -3-4 | 
                        -36.8% | 
                        22-0 | 
                     
                    
                        | ATR | 
                        10-5 | 
                        10-2 | 
                        -0-3 | 
                        -3.1% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        37,787 | 
                        49,876 | 
                        12,089 | 
                        32.0% | 
                        157,577 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                675-2 | 
                671-4 | 
                659-0 | 
                 | 
             
            
                | R3 | 
                669-2 | 
                665-4 | 
                657-3 | 
                 | 
             
            
                | R2 | 
                663-2 | 
                663-2 | 
                656-7 | 
                 | 
             
            
                | R1 | 
                659-4 | 
                659-4 | 
                656-2 | 
                658-3 | 
             
            
                | PP | 
                657-2 | 
                657-2 | 
                657-2 | 
                656-6 | 
             
            
                | S1 | 
                653-4 | 
                653-4 | 
                655-2 | 
                652-3 | 
             
            
                | S2 | 
                651-2 | 
                651-2 | 
                654-5 | 
                 | 
             
            
                | S3 | 
                645-2 | 
                647-4 | 
                654-1 | 
                 | 
             
            
                | S4 | 
                639-2 | 
                641-4 | 
                652-4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                728-5 | 
                714-1 | 
                667-7 | 
                 | 
             
            
                | R3 | 
                706-5 | 
                692-1 | 
                661-6 | 
                 | 
             
            
                | R2 | 
                684-5 | 
                684-5 | 
                659-6 | 
                 | 
             
            
                | R1 | 
                670-1 | 
                670-1 | 
                657-6 | 
                666-3 | 
             
            
                | PP | 
                662-5 | 
                662-5 | 
                662-5 | 
                660-6 | 
             
            
                | S1 | 
                648-1 | 
                648-1 | 
                653-6 | 
                644-3 | 
             
            
                | S2 | 
                640-5 | 
                640-5 | 
                651-6 | 
                 | 
             
            
                | S3 | 
                618-5 | 
                626-1 | 
                649-6 | 
                 | 
             
            
                | S4 | 
                596-5 | 
                604-1 | 
                643-5 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                677-0 | 
                655-0 | 
                22-0 | 
                3.4% | 
                6-4 | 
                1.0% | 
                3% | 
                False | 
                True | 
                36,760 | 
                 
                
                | 10 | 
                677-0 | 
                630-0 | 
                47-0 | 
                7.2% | 
                7-1 | 
                1.1% | 
                55% | 
                False | 
                False | 
                29,751 | 
                 
                
                | 20 | 
                677-0 | 
                594-2 | 
                82-6 | 
                12.6% | 
                7-5 | 
                1.2% | 
                74% | 
                False | 
                False | 
                25,545 | 
                 
                
                | 40 | 
                682-0 | 
                594-2 | 
                87-6 | 
                13.4% | 
                8-1 | 
                1.2% | 
                70% | 
                False | 
                False | 
                26,082 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                13.5% | 
                8-1 | 
                1.2% | 
                69% | 
                False | 
                False | 
                23,938 | 
                 
                
                | 80 | 
                749-0 | 
                594-2 | 
                154-6 | 
                23.6% | 
                8-7 | 
                1.4% | 
                40% | 
                False | 
                False | 
                21,750 | 
                 
                
                | 100 | 
                794-4 | 
                594-2 | 
                200-2 | 
                30.5% | 
                8-7 | 
                1.3% | 
                31% | 
                False | 
                False | 
                19,427 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            686-4 | 
         
        
            | 
2.618             | 
            676-6 | 
         
        
            | 
1.618             | 
            670-6 | 
         
        
            | 
1.000             | 
            667-0 | 
         
        
            | 
0.618             | 
            664-6 | 
         
        
            | 
HIGH             | 
            661-0 | 
         
        
            | 
0.618             | 
            658-6 | 
         
        
            | 
0.500             | 
            658-0 | 
         
        
            | 
0.382             | 
            657-2 | 
         
        
            | 
LOW             | 
            655-0 | 
         
        
            | 
0.618             | 
            651-2 | 
         
        
            | 
1.000             | 
            649-0 | 
         
        
            | 
1.618             | 
            645-2 | 
         
        
            | 
2.618             | 
            639-2 | 
         
        
            | 
4.250             | 
            629-4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                658-0 | 
                                664-4 | 
                             
                            
                                | PP | 
                                657-2 | 
                                661-5 | 
                             
                            
                                | S1 | 
                                656-4 | 
                                658-5 | 
                             
             
         |