CME Pit-Traded Corn Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-May-2012 | 
                    01-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        559-6 | 
                        559-4 | 
                        -0-2 | 
                        0.0% | 
                        581-2 | 
                     
                    
                        | High | 
                        562-6 | 
                        579-4 | 
                        16-6 | 
                        3.0% | 
                        582-0 | 
                     
                    
                        | Low | 
                        555-0 | 
                        551-0 | 
                        -4-0 | 
                        -0.7% | 
                        551-0 | 
                     
                    
                        | Close | 
                        555-2 | 
                        551-4 | 
                        -3-6 | 
                        -0.7% | 
                        551-4 | 
                     
                    
                        | Range | 
                        7-6 | 
                        28-4 | 
                        20-6 | 
                        267.7% | 
                        31-0 | 
                     
                    
                        | ATR | 
                        16-0 | 
                        16-7 | 
                        0-7 | 
                        5.5% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        146,500 | 
                        174,449 | 
                        27,949 | 
                        19.1% | 
                        641,234 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                646-1 | 
                627-3 | 
                567-1 | 
                 | 
             
            
                | R3 | 
                617-5 | 
                598-7 | 
                559-3 | 
                 | 
             
            
                | R2 | 
                589-1 | 
                589-1 | 
                556-6 | 
                 | 
             
            
                | R1 | 
                570-3 | 
                570-3 | 
                554-1 | 
                565-4 | 
             
            
                | PP | 
                560-5 | 
                560-5 | 
                560-5 | 
                558-2 | 
             
            
                | S1 | 
                541-7 | 
                541-7 | 
                548-7 | 
                537-0 | 
             
            
                | S2 | 
                532-1 | 
                532-1 | 
                546-2 | 
                 | 
             
            
                | S3 | 
                503-5 | 
                513-3 | 
                543-5 | 
                 | 
             
            
                | S4 | 
                475-1 | 
                484-7 | 
                535-7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                654-4 | 
                634-0 | 
                568-4 | 
                 | 
             
            
                | R3 | 
                623-4 | 
                603-0 | 
                560-0 | 
                 | 
             
            
                | R2 | 
                592-4 | 
                592-4 | 
                557-1 | 
                 | 
             
            
                | R1 | 
                572-0 | 
                572-0 | 
                554-3 | 
                566-6 | 
             
            
                | PP | 
                561-4 | 
                561-4 | 
                561-4 | 
                558-7 | 
             
            
                | S1 | 
                541-0 | 
                541-0 | 
                548-5 | 
                535-6 | 
             
            
                | S2 | 
                530-4 | 
                530-4 | 
                545-7 | 
                 | 
             
            
                | S3 | 
                499-4 | 
                510-0 | 
                543-0 | 
                 | 
             
            
                | S4 | 
                468-4 | 
                479-0 | 
                534-4 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                588-0 | 
                551-0 | 
                37-0 | 
                6.7% | 
                17-0 | 
                3.1% | 
                1% | 
                False | 
                True | 
                156,841 | 
                 
                
                | 10 | 
                639-2 | 
                551-0 | 
                88-2 | 
                16.0% | 
                18-3 | 
                3.3% | 
                1% | 
                False | 
                True | 
                161,047 | 
                 
                
                | 20 | 
                639-2 | 
                551-0 | 
                88-2 | 
                16.0% | 
                16-3 | 
                3.0% | 
                1% | 
                False | 
                True | 
                154,265 | 
                 
                
                | 40 | 
                657-0 | 
                551-0 | 
                106-0 | 
                19.2% | 
                13-7 | 
                2.5% | 
                0% | 
                False | 
                True | 
                150,500 | 
                 
                
                | 60 | 
                671-0 | 
                551-0 | 
                120-0 | 
                21.8% | 
                12-7 | 
                2.3% | 
                0% | 
                False | 
                True | 
                122,857 | 
                 
                
                | 80 | 
                671-0 | 
                551-0 | 
                120-0 | 
                21.8% | 
                11-5 | 
                2.1% | 
                0% | 
                False | 
                True | 
                106,788 | 
                 
                
                | 100 | 
                671-0 | 
                551-0 | 
                120-0 | 
                21.8% | 
                10-5 | 
                1.9% | 
                0% | 
                False | 
                True | 
                95,396 | 
                 
                
                | 120 | 
                677-0 | 
                551-0 | 
                126-0 | 
                22.8% | 
                10-1 | 
                1.8% | 
                0% | 
                False | 
                True | 
                83,841 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            700-5 | 
         
        
            | 
2.618             | 
            654-1 | 
         
        
            | 
1.618             | 
            625-5 | 
         
        
            | 
1.000             | 
            608-0 | 
         
        
            | 
0.618             | 
            597-1 | 
         
        
            | 
HIGH             | 
            579-4 | 
         
        
            | 
0.618             | 
            568-5 | 
         
        
            | 
0.500             | 
            565-2 | 
         
        
            | 
0.382             | 
            561-7 | 
         
        
            | 
LOW             | 
            551-0 | 
         
        
            | 
0.618             | 
            533-3 | 
         
        
            | 
1.000             | 
            522-4 | 
         
        
            | 
1.618             | 
            504-7 | 
         
        
            | 
2.618             | 
            476-3 | 
         
        
            | 
4.250             | 
            429-7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                565-2 | 
                                565-2 | 
                             
                            
                                | PP | 
                                560-5 | 
                                560-5 | 
                             
                            
                                | S1 | 
                                556-1 | 
                                556-1 | 
                             
             
         |