CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
521-0 |
543-0 |
22-0 |
4.2% |
477-4 |
| High |
547-0 |
555-0 |
8-0 |
1.5% |
527-4 |
| Low |
521-0 |
541-0 |
20-0 |
3.8% |
476-0 |
| Close |
542-4 |
551-6 |
9-2 |
1.7% |
498-6 |
| Range |
26-0 |
14-0 |
-12-0 |
-46.2% |
51-4 |
| ATR |
17-3 |
17-1 |
-0-2 |
-1.4% |
0-0 |
| Volume |
45,349 |
55,443 |
10,094 |
22.3% |
228,595 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
591-2 |
585-4 |
559-4 |
|
| R3 |
577-2 |
571-4 |
555-5 |
|
| R2 |
563-2 |
563-2 |
554-3 |
|
| R1 |
557-4 |
557-4 |
553-0 |
560-3 |
| PP |
549-2 |
549-2 |
549-2 |
550-6 |
| S1 |
543-4 |
543-4 |
550-4 |
546-3 |
| S2 |
535-2 |
535-2 |
549-1 |
|
| S3 |
521-2 |
529-4 |
547-7 |
|
| S4 |
507-2 |
515-4 |
544-0 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-2 |
628-4 |
527-1 |
|
| R3 |
603-6 |
577-0 |
512-7 |
|
| R2 |
552-2 |
552-2 |
508-2 |
|
| R1 |
525-4 |
525-4 |
503-4 |
538-7 |
| PP |
500-6 |
500-6 |
500-6 |
507-4 |
| S1 |
474-0 |
474-0 |
494-0 |
487-3 |
| S2 |
449-2 |
449-2 |
489-2 |
|
| S3 |
397-6 |
422-4 |
484-5 |
|
| S4 |
346-2 |
371-0 |
470-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
555-0 |
496-0 |
59-0 |
10.7% |
16-5 |
3.0% |
94% |
True |
False |
41,462 |
| 10 |
555-0 |
461-0 |
94-0 |
17.0% |
17-3 |
3.1% |
97% |
True |
False |
45,778 |
| 20 |
555-0 |
439-0 |
116-0 |
21.0% |
15-6 |
2.9% |
97% |
True |
False |
41,344 |
| 40 |
555-0 |
439-0 |
116-0 |
21.0% |
14-3 |
2.6% |
97% |
True |
False |
37,386 |
| 60 |
584-4 |
439-0 |
145-4 |
26.4% |
13-7 |
2.5% |
77% |
False |
False |
37,891 |
| 80 |
584-4 |
439-0 |
145-4 |
26.4% |
13-6 |
2.5% |
77% |
False |
False |
32,737 |
| 100 |
704-0 |
439-0 |
265-0 |
48.0% |
13-4 |
2.4% |
43% |
False |
False |
29,868 |
| 120 |
723-4 |
439-0 |
284-4 |
51.6% |
13-2 |
2.4% |
40% |
False |
False |
26,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614-4 |
|
2.618 |
591-5 |
|
1.618 |
577-5 |
|
1.000 |
569-0 |
|
0.618 |
563-5 |
|
HIGH |
555-0 |
|
0.618 |
549-5 |
|
0.500 |
548-0 |
|
0.382 |
546-3 |
|
LOW |
541-0 |
|
0.618 |
532-3 |
|
1.000 |
527-0 |
|
1.618 |
518-3 |
|
2.618 |
504-3 |
|
4.250 |
481-4 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
550-4 |
545-1 |
| PP |
549-2 |
538-5 |
| S1 |
548-0 |
532-0 |
|