CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
458-0 |
459-0 |
1-0 |
0.2% |
472-0 |
| High |
468-0 |
462-0 |
-6-0 |
-1.3% |
475-0 |
| Low |
452-0 |
452-0 |
0-0 |
0.0% |
452-0 |
| Close |
467-2 |
454-0 |
-13-2 |
-2.8% |
467-2 |
| Range |
16-0 |
10-0 |
-6-0 |
-37.5% |
23-0 |
| ATR |
13-4 |
13-5 |
0-1 |
0.9% |
0-0 |
| Volume |
25,003 |
38,946 |
13,943 |
55.8% |
111,583 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
486-0 |
480-0 |
459-4 |
|
| R3 |
476-0 |
470-0 |
456-6 |
|
| R2 |
466-0 |
466-0 |
455-7 |
|
| R1 |
460-0 |
460-0 |
454-7 |
458-0 |
| PP |
456-0 |
456-0 |
456-0 |
455-0 |
| S1 |
450-0 |
450-0 |
453-1 |
448-0 |
| S2 |
446-0 |
446-0 |
452-1 |
|
| S3 |
436-0 |
440-0 |
451-2 |
|
| S4 |
426-0 |
430-0 |
448-4 |
|
|
| 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 |
475-0 |
452-0 |
23-0 |
5.1% |
12-2 |
2.7% |
9% |
False |
True |
30,105 |
| 10 |
501-4 |
452-0 |
49-4 |
10.9% |
12-0 |
2.6% |
4% |
False |
True |
34,401 |
| 20 |
516-0 |
452-0 |
64-0 |
14.1% |
12-3 |
2.7% |
3% |
False |
True |
36,057 |
| 40 |
584-4 |
452-0 |
132-4 |
29.2% |
13-0 |
2.9% |
2% |
False |
True |
33,003 |
| 60 |
618-4 |
452-0 |
166-4 |
36.7% |
12-5 |
2.8% |
1% |
False |
True |
27,991 |
| 80 |
723-4 |
452-0 |
271-4 |
59.8% |
12-7 |
2.8% |
1% |
False |
True |
25,316 |
| 100 |
723-4 |
452-0 |
271-4 |
59.8% |
12-4 |
2.8% |
1% |
False |
True |
21,809 |
| 120 |
723-4 |
452-0 |
271-4 |
59.8% |
11-7 |
2.6% |
1% |
False |
True |
19,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
504-4 |
|
2.618 |
488-1 |
|
1.618 |
478-1 |
|
1.000 |
472-0 |
|
0.618 |
468-1 |
|
HIGH |
462-0 |
|
0.618 |
458-1 |
|
0.500 |
457-0 |
|
0.382 |
455-7 |
|
LOW |
452-0 |
|
0.618 |
445-7 |
|
1.000 |
442-0 |
|
1.618 |
435-7 |
|
2.618 |
425-7 |
|
4.250 |
409-4 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
457-0 |
460-0 |
| PP |
456-0 |
458-0 |
| S1 |
455-0 |
456-0 |
|