CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
466-0 |
459-0 |
-7-0 |
-1.5% |
459-0 |
| High |
468-4 |
465-0 |
-3-4 |
-0.7% |
480-0 |
| Low |
458-0 |
457-0 |
-1-0 |
-0.2% |
452-0 |
| Close |
461-6 |
457-2 |
-4-4 |
-1.0% |
457-2 |
| Range |
10-4 |
8-0 |
-2-4 |
-23.8% |
28-0 |
| ATR |
14-1 |
13-6 |
-0-4 |
-3.1% |
0-0 |
| Volume |
31,700 |
24,999 |
-6,701 |
-21.1% |
173,110 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
483-6 |
478-4 |
461-5 |
|
| R3 |
475-6 |
470-4 |
459-4 |
|
| R2 |
467-6 |
467-6 |
458-6 |
|
| R1 |
462-4 |
462-4 |
458-0 |
461-1 |
| PP |
459-6 |
459-6 |
459-6 |
459-0 |
| S1 |
454-4 |
454-4 |
456-4 |
453-1 |
| S2 |
451-6 |
451-6 |
455-6 |
|
| S3 |
443-6 |
446-4 |
455-0 |
|
| S4 |
435-6 |
438-4 |
452-7 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547-1 |
530-1 |
472-5 |
|
| R3 |
519-1 |
502-1 |
465-0 |
|
| R2 |
491-1 |
491-1 |
462-3 |
|
| R1 |
474-1 |
474-1 |
459-7 |
468-5 |
| PP |
463-1 |
463-1 |
463-1 |
460-2 |
| S1 |
446-1 |
446-1 |
454-5 |
440-5 |
| S2 |
435-1 |
435-1 |
452-1 |
|
| S3 |
407-1 |
418-1 |
449-4 |
|
| S4 |
379-1 |
390-1 |
441-7 |
|
|
| 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% |
12-3 |
2.7% |
19% |
False |
False |
34,622 |
| 10 |
480-0 |
452-0 |
28-0 |
6.1% |
12-0 |
2.6% |
19% |
False |
False |
31,441 |
| 20 |
516-0 |
452-0 |
64-0 |
14.0% |
13-0 |
2.9% |
8% |
False |
False |
35,258 |
| 40 |
584-4 |
452-0 |
132-4 |
29.0% |
12-6 |
2.8% |
4% |
False |
False |
34,717 |
| 60 |
592-0 |
452-0 |
140-0 |
30.6% |
12-7 |
2.8% |
4% |
False |
False |
29,003 |
| 80 |
723-4 |
452-0 |
271-4 |
59.4% |
13-0 |
2.8% |
2% |
False |
False |
26,382 |
| 100 |
723-4 |
452-0 |
271-4 |
59.4% |
12-6 |
2.8% |
2% |
False |
False |
22,876 |
| 120 |
723-4 |
452-0 |
271-4 |
59.4% |
12-0 |
2.6% |
2% |
False |
False |
20,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
499-0 |
|
2.618 |
486-0 |
|
1.618 |
478-0 |
|
1.000 |
473-0 |
|
0.618 |
470-0 |
|
HIGH |
465-0 |
|
0.618 |
462-0 |
|
0.500 |
461-0 |
|
0.382 |
460-0 |
|
LOW |
457-0 |
|
0.618 |
452-0 |
|
1.000 |
449-0 |
|
1.618 |
444-0 |
|
2.618 |
436-0 |
|
4.250 |
423-0 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
461-0 |
462-6 |
| PP |
459-6 |
460-7 |
| S1 |
458-4 |
459-1 |
|