CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
454-0 |
457-0 |
3-0 |
0.7% |
487-0 |
| High |
463-0 |
462-0 |
-1-0 |
-0.2% |
501-4 |
| Low |
454-0 |
454-0 |
0-0 |
0.0% |
471-6 |
| Close |
456-2 |
458-6 |
2-4 |
0.5% |
471-6 |
| Range |
9-0 |
8-0 |
-1-0 |
-11.1% |
29-6 |
| ATR |
13-6 |
13-3 |
-0-3 |
-3.0% |
0-0 |
| Volume |
31,703 |
30,874 |
-829 |
-2.6% |
193,484 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
482-2 |
478-4 |
463-1 |
|
| R3 |
474-2 |
470-4 |
461-0 |
|
| R2 |
466-2 |
466-2 |
460-2 |
|
| R1 |
462-4 |
462-4 |
459-4 |
464-3 |
| PP |
458-2 |
458-2 |
458-2 |
459-2 |
| S1 |
454-4 |
454-4 |
458-0 |
456-3 |
| S2 |
450-2 |
450-2 |
457-2 |
|
| S3 |
442-2 |
446-4 |
456-4 |
|
| S4 |
434-2 |
438-4 |
454-3 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570-7 |
551-1 |
488-1 |
|
| R3 |
541-1 |
521-3 |
479-7 |
|
| R2 |
511-3 |
511-3 |
477-2 |
|
| R1 |
491-5 |
491-5 |
474-4 |
486-5 |
| PP |
481-5 |
481-5 |
481-5 |
479-2 |
| S1 |
461-7 |
461-7 |
469-0 |
456-7 |
| S2 |
451-7 |
451-7 |
466-2 |
|
| S3 |
422-1 |
432-1 |
463-5 |
|
| S4 |
392-3 |
402-3 |
455-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
488-0 |
454-0 |
34-0 |
7.4% |
10-6 |
2.4% |
14% |
False |
True |
28,612 |
| 10 |
510-0 |
454-0 |
56-0 |
12.2% |
13-0 |
2.8% |
8% |
False |
True |
35,302 |
| 20 |
518-0 |
454-0 |
64-0 |
14.0% |
12-1 |
2.7% |
7% |
False |
True |
36,962 |
| 40 |
584-4 |
454-0 |
130-4 |
28.4% |
13-2 |
2.9% |
4% |
False |
True |
32,350 |
| 60 |
626-0 |
454-0 |
172-0 |
37.5% |
12-4 |
2.7% |
3% |
False |
True |
27,587 |
| 80 |
723-4 |
454-0 |
269-4 |
58.7% |
12-6 |
2.8% |
2% |
False |
True |
24,743 |
| 100 |
723-4 |
454-0 |
269-4 |
58.7% |
12-3 |
2.7% |
2% |
False |
True |
21,291 |
| 120 |
723-4 |
454-0 |
269-4 |
58.7% |
11-6 |
2.6% |
2% |
False |
True |
18,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
496-0 |
|
2.618 |
483-0 |
|
1.618 |
475-0 |
|
1.000 |
470-0 |
|
0.618 |
467-0 |
|
HIGH |
462-0 |
|
0.618 |
459-0 |
|
0.500 |
458-0 |
|
0.382 |
457-0 |
|
LOW |
454-0 |
|
0.618 |
449-0 |
|
1.000 |
446-0 |
|
1.618 |
441-0 |
|
2.618 |
433-0 |
|
4.250 |
420-0 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
458-4 |
464-4 |
| PP |
458-2 |
462-5 |
| S1 |
458-0 |
460-5 |
|