CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jan-2012 | 
                    12-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        659-0 | 
                        625-0 | 
                        -34-0 | 
                        -5.2% | 
                        675-0 | 
                     
                    
                        | High | 
                        665-0 | 
                        625-0 | 
                        -40-0 | 
                        -6.0% | 
                        677-0 | 
                     
                    
                        | Low | 
                        659-0 | 
                        623-2 | 
                        -35-6 | 
                        -5.4% | 
                        655-0 | 
                     
                    
                        | Close | 
                        663-2 | 
                        623-2 | 
                        -40-0 | 
                        -6.0% | 
                        655-6 | 
                     
                    
                        | Range | 
                        6-0 | 
                        1-6 | 
                        -4-2 | 
                        -70.8% | 
                        22-0 | 
                     
                    
                        | ATR | 
                        10-0 | 
                        12-1 | 
                        2-1 | 
                        21.4% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        41,211 | 
                        53,258 | 
                        12,047 | 
                        29.2% | 
                        157,577 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                629-1 | 
                627-7 | 
                624-2 | 
                 | 
             
            
                | R3 | 
                627-3 | 
                626-1 | 
                623-6 | 
                 | 
             
            
                | R2 | 
                625-5 | 
                625-5 | 
                623-5 | 
                 | 
             
            
                | R1 | 
                624-3 | 
                624-3 | 
                623-3 | 
                624-1 | 
             
            
                | PP | 
                623-7 | 
                623-7 | 
                623-7 | 
                623-6 | 
             
            
                | S1 | 
                622-5 | 
                622-5 | 
                623-1 | 
                622-3 | 
             
            
                | S2 | 
                622-1 | 
                622-1 | 
                622-7 | 
                 | 
             
            
                | S3 | 
                620-3 | 
                620-7 | 
                622-6 | 
                 | 
             
            
                | S4 | 
                618-5 | 
                619-1 | 
                622-2 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                672-0 | 
                623-2 | 
                48-6 | 
                7.8% | 
                5-4 | 
                0.9% | 
                0% | 
                False | 
                True | 
                42,651 | 
                 
                
                | 10 | 
                677-0 | 
                623-2 | 
                53-6 | 
                8.6% | 
                6-2 | 
                1.0% | 
                0% | 
                False | 
                True | 
                37,207 | 
                 
                
                | 20 | 
                677-0 | 
                594-2 | 
                82-6 | 
                13.3% | 
                7-0 | 
                1.1% | 
                35% | 
                False | 
                False | 
                29,343 | 
                 
                
                | 40 | 
                677-0 | 
                594-2 | 
                82-6 | 
                13.3% | 
                7-4 | 
                1.2% | 
                35% | 
                False | 
                False | 
                27,192 | 
                 
                
                | 60 | 
                683-0 | 
                594-2 | 
                88-6 | 
                14.2% | 
                8-2 | 
                1.3% | 
                33% | 
                False | 
                False | 
                24,879 | 
                 
                
                | 80 | 
                725-4 | 
                594-2 | 
                131-2 | 
                21.1% | 
                8-6 | 
                1.4% | 
                22% | 
                False | 
                False | 
                23,232 | 
                 
                
                | 100 | 
                794-4 | 
                594-2 | 
                200-2 | 
                32.1% | 
                8-7 | 
                1.4% | 
                14% | 
                False | 
                False | 
                20,847 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            632-4 | 
         
        
            | 
2.618             | 
            629-5 | 
         
        
            | 
1.618             | 
            627-7 | 
         
        
            | 
1.000             | 
            626-6 | 
         
        
            | 
0.618             | 
            626-1 | 
         
        
            | 
HIGH             | 
            625-0 | 
         
        
            | 
0.618             | 
            624-3 | 
         
        
            | 
0.500             | 
            624-1 | 
         
        
            | 
0.382             | 
            623-7 | 
         
        
            | 
LOW             | 
            623-2 | 
         
        
            | 
0.618             | 
            622-1 | 
         
        
            | 
1.000             | 
            621-4 | 
         
        
            | 
1.618             | 
            620-3 | 
         
        
            | 
2.618             | 
            618-5 | 
         
        
            | 
4.250             | 
            615-6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                624-1 | 
                                645-1 | 
                             
                            
                                | PP | 
                                623-7 | 
                                637-7 | 
                             
                            
                                | S1 | 
                                623-4 | 
                                630-4 | 
                             
             
         |