CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
457-0 |
458-0 |
1-0 |
0.2% |
472-0 |
| High |
462-0 |
468-0 |
6-0 |
1.3% |
475-0 |
| Low |
454-0 |
452-0 |
-2-0 |
-0.4% |
452-0 |
| Close |
458-6 |
467-2 |
8-4 |
1.9% |
467-2 |
| Range |
8-0 |
16-0 |
8-0 |
100.0% |
23-0 |
| ATR |
13-3 |
13-4 |
0-2 |
1.4% |
0-0 |
| Volume |
30,874 |
25,003 |
-5,871 |
-19.0% |
111,583 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
510-3 |
504-7 |
476-0 |
|
| R3 |
494-3 |
488-7 |
471-5 |
|
| R2 |
478-3 |
478-3 |
470-1 |
|
| R1 |
472-7 |
472-7 |
468-6 |
475-5 |
| PP |
462-3 |
462-3 |
462-3 |
463-6 |
| S1 |
456-7 |
456-7 |
465-6 |
459-5 |
| S2 |
446-3 |
446-3 |
464-3 |
|
| S3 |
430-3 |
440-7 |
462-7 |
|
| S4 |
414-3 |
424-7 |
458-4 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
533-6 |
523-4 |
479-7 |
|
| R3 |
510-6 |
500-4 |
473-5 |
|
| R2 |
487-6 |
487-6 |
471-4 |
|
| R1 |
477-4 |
477-4 |
469-3 |
471-1 |
| PP |
464-6 |
464-6 |
464-6 |
461-4 |
| S1 |
454-4 |
454-4 |
465-1 |
448-1 |
| S2 |
441-6 |
441-6 |
463-0 |
|
| S3 |
418-6 |
431-4 |
460-7 |
|
| S4 |
395-6 |
408-4 |
454-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
478-6 |
452-0 |
26-6 |
5.7% |
11-5 |
2.5% |
57% |
False |
True |
28,260 |
| 10 |
508-0 |
452-0 |
56-0 |
12.0% |
12-7 |
2.8% |
27% |
False |
True |
34,208 |
| 20 |
516-0 |
452-0 |
64-0 |
13.7% |
12-4 |
2.7% |
24% |
False |
True |
36,189 |
| 40 |
584-4 |
452-0 |
132-4 |
28.4% |
13-1 |
2.8% |
12% |
False |
True |
32,491 |
| 60 |
618-4 |
452-0 |
166-4 |
35.6% |
12-4 |
2.7% |
9% |
False |
True |
27,672 |
| 80 |
723-4 |
452-0 |
271-4 |
58.1% |
12-7 |
2.8% |
6% |
False |
True |
24,930 |
| 100 |
723-4 |
452-0 |
271-4 |
58.1% |
12-4 |
2.7% |
6% |
False |
True |
21,472 |
| 120 |
723-4 |
452-0 |
271-4 |
58.1% |
11-7 |
2.5% |
6% |
False |
True |
19,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
536-0 |
|
2.618 |
509-7 |
|
1.618 |
493-7 |
|
1.000 |
484-0 |
|
0.618 |
477-7 |
|
HIGH |
468-0 |
|
0.618 |
461-7 |
|
0.500 |
460-0 |
|
0.382 |
458-1 |
|
LOW |
452-0 |
|
0.618 |
442-1 |
|
1.000 |
436-0 |
|
1.618 |
426-1 |
|
2.618 |
410-1 |
|
4.250 |
384-0 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
464-7 |
464-7 |
| PP |
462-3 |
462-3 |
| S1 |
460-0 |
460-0 |
|