CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
461-4 |
466-0 |
4-4 |
1.0% |
472-0 |
| High |
468-0 |
468-4 |
0-4 |
0.1% |
475-0 |
| Low |
457-0 |
458-0 |
1-0 |
0.2% |
452-0 |
| Close |
467-2 |
461-6 |
-5-4 |
-1.2% |
467-2 |
| Range |
11-0 |
10-4 |
-0-4 |
-4.5% |
23-0 |
| ATR |
14-4 |
14-1 |
-0-2 |
-2.0% |
0-0 |
| Volume |
51,514 |
31,700 |
-19,814 |
-38.5% |
111,583 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
494-2 |
488-4 |
467-4 |
|
| R3 |
483-6 |
478-0 |
464-5 |
|
| R2 |
473-2 |
473-2 |
463-5 |
|
| R1 |
467-4 |
467-4 |
462-6 |
465-1 |
| PP |
462-6 |
462-6 |
462-6 |
461-4 |
| S1 |
457-0 |
457-0 |
460-6 |
454-5 |
| S2 |
452-2 |
452-2 |
459-7 |
|
| S3 |
441-6 |
446-4 |
458-7 |
|
| S4 |
431-2 |
436-0 |
456-0 |
|
|
| 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 |
6.1% |
14-0 |
3.0% |
35% |
False |
False |
34,622 |
| 10 |
488-0 |
452-0 |
36-0 |
7.8% |
12-3 |
2.7% |
27% |
False |
False |
31,617 |
| 20 |
516-0 |
452-0 |
64-0 |
13.9% |
12-7 |
2.8% |
15% |
False |
False |
36,414 |
| 40 |
584-4 |
452-0 |
132-4 |
28.7% |
13-0 |
2.8% |
7% |
False |
False |
34,797 |
| 60 |
602-4 |
452-0 |
150-4 |
32.6% |
13-0 |
2.8% |
6% |
False |
False |
29,104 |
| 80 |
723-4 |
452-0 |
271-4 |
58.8% |
13-0 |
2.8% |
4% |
False |
False |
26,179 |
| 100 |
723-4 |
452-0 |
271-4 |
58.8% |
12-5 |
2.7% |
4% |
False |
False |
22,738 |
| 120 |
723-4 |
452-0 |
271-4 |
58.8% |
12-0 |
2.6% |
4% |
False |
False |
20,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
513-1 |
|
2.618 |
496-0 |
|
1.618 |
485-4 |
|
1.000 |
479-0 |
|
0.618 |
475-0 |
|
HIGH |
468-4 |
|
0.618 |
464-4 |
|
0.500 |
463-2 |
|
0.382 |
462-0 |
|
LOW |
458-0 |
|
0.618 |
451-4 |
|
1.000 |
447-4 |
|
1.618 |
441-0 |
|
2.618 |
430-4 |
|
4.250 |
413-3 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
463-2 |
468-4 |
| PP |
462-6 |
466-2 |
| S1 |
462-2 |
464-0 |
|