CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
459-0 |
453-0 |
-6-0 |
-1.3% |
459-0 |
| High |
465-0 |
459-0 |
-6-0 |
-1.3% |
480-0 |
| Low |
457-0 |
453-0 |
-4-0 |
-0.9% |
452-0 |
| Close |
457-2 |
456-0 |
-1-2 |
-0.3% |
457-2 |
| Range |
8-0 |
6-0 |
-2-0 |
-25.0% |
28-0 |
| ATR |
13-6 |
13-1 |
-0-4 |
-4.0% |
0-0 |
| Volume |
24,999 |
20,047 |
-4,952 |
-19.8% |
173,110 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
474-0 |
471-0 |
459-2 |
|
| R3 |
468-0 |
465-0 |
457-5 |
|
| R2 |
462-0 |
462-0 |
457-1 |
|
| R1 |
459-0 |
459-0 |
456-4 |
460-4 |
| PP |
456-0 |
456-0 |
456-0 |
456-6 |
| S1 |
453-0 |
453-0 |
455-4 |
454-4 |
| S2 |
450-0 |
450-0 |
454-7 |
|
| S3 |
444-0 |
447-0 |
454-3 |
|
| S4 |
438-0 |
441-0 |
452-6 |
|
|
| 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 |
453-0 |
27-0 |
5.9% |
11-5 |
2.5% |
11% |
False |
True |
30,842 |
| 10 |
480-0 |
452-0 |
28-0 |
6.1% |
11-7 |
2.6% |
14% |
False |
False |
30,474 |
| 20 |
516-0 |
452-0 |
64-0 |
14.0% |
12-5 |
2.8% |
6% |
False |
False |
35,204 |
| 40 |
584-4 |
452-0 |
132-4 |
29.1% |
12-4 |
2.7% |
3% |
False |
False |
34,762 |
| 60 |
592-0 |
452-0 |
140-0 |
30.7% |
12-7 |
2.8% |
3% |
False |
False |
28,866 |
| 80 |
723-4 |
452-0 |
271-4 |
59.5% |
12-6 |
2.8% |
1% |
False |
False |
26,476 |
| 100 |
723-4 |
452-0 |
271-4 |
59.5% |
12-6 |
2.8% |
1% |
False |
False |
23,013 |
| 120 |
723-4 |
452-0 |
271-4 |
59.5% |
11-7 |
2.6% |
1% |
False |
False |
20,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
484-4 |
|
2.618 |
474-6 |
|
1.618 |
468-6 |
|
1.000 |
465-0 |
|
0.618 |
462-6 |
|
HIGH |
459-0 |
|
0.618 |
456-6 |
|
0.500 |
456-0 |
|
0.382 |
455-2 |
|
LOW |
453-0 |
|
0.618 |
449-2 |
|
1.000 |
447-0 |
|
1.618 |
443-2 |
|
2.618 |
437-2 |
|
4.250 |
427-4 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
456-0 |
460-6 |
| PP |
456-0 |
459-1 |
| S1 |
456-0 |
457-5 |
|