CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
459-0 |
457-4 |
-1-4 |
-0.3% |
472-0 |
| High |
462-0 |
480-0 |
18-0 |
3.9% |
475-0 |
| Low |
452-0 |
457-4 |
5-4 |
1.2% |
452-0 |
| Close |
454-0 |
470-4 |
16-4 |
3.6% |
467-2 |
| Range |
10-0 |
22-4 |
12-4 |
125.0% |
23-0 |
| ATR |
13-5 |
14-4 |
0-7 |
6.5% |
0-0 |
| Volume |
38,946 |
25,951 |
-12,995 |
-33.4% |
111,583 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
536-7 |
526-1 |
482-7 |
|
| R3 |
514-3 |
503-5 |
476-6 |
|
| R2 |
491-7 |
491-7 |
474-5 |
|
| R1 |
481-1 |
481-1 |
472-4 |
486-4 |
| PP |
469-3 |
469-3 |
469-3 |
472-0 |
| S1 |
458-5 |
458-5 |
468-4 |
464-0 |
| S2 |
446-7 |
446-7 |
466-3 |
|
| S3 |
424-3 |
436-1 |
464-2 |
|
| S4 |
401-7 |
413-5 |
458-1 |
|
|
| 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 |
480-0 |
452-0 |
28-0 |
6.0% |
13-1 |
2.8% |
66% |
True |
False |
30,495 |
| 10 |
494-2 |
452-0 |
42-2 |
9.0% |
12-1 |
2.6% |
44% |
False |
False |
32,303 |
| 20 |
516-0 |
452-0 |
64-0 |
13.6% |
13-1 |
2.8% |
29% |
False |
False |
35,528 |
| 40 |
584-4 |
452-0 |
132-4 |
28.2% |
13-0 |
2.8% |
14% |
False |
False |
33,305 |
| 60 |
606-0 |
452-0 |
154-0 |
32.7% |
12-7 |
2.7% |
12% |
False |
False |
28,221 |
| 80 |
723-4 |
452-0 |
271-4 |
57.7% |
13-0 |
2.8% |
7% |
False |
False |
25,487 |
| 100 |
723-4 |
452-0 |
271-4 |
57.7% |
12-5 |
2.7% |
7% |
False |
False |
22,005 |
| 120 |
723-4 |
452-0 |
271-4 |
57.7% |
11-7 |
2.5% |
7% |
False |
False |
19,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
575-5 |
|
2.618 |
538-7 |
|
1.618 |
516-3 |
|
1.000 |
502-4 |
|
0.618 |
493-7 |
|
HIGH |
480-0 |
|
0.618 |
471-3 |
|
0.500 |
468-6 |
|
0.382 |
466-1 |
|
LOW |
457-4 |
|
0.618 |
443-5 |
|
1.000 |
435-0 |
|
1.618 |
421-1 |
|
2.618 |
398-5 |
|
4.250 |
361-7 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
469-7 |
469-0 |
| PP |
469-3 |
467-4 |
| S1 |
468-6 |
466-0 |
|