CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
453-0 |
463-4 |
10-4 |
2.3% |
459-0 |
| High |
459-0 |
463-4 |
4-4 |
1.0% |
480-0 |
| Low |
453-0 |
453-0 |
0-0 |
0.0% |
452-0 |
| Close |
456-0 |
455-6 |
-0-2 |
-0.1% |
457-2 |
| Range |
6-0 |
10-4 |
4-4 |
75.0% |
28-0 |
| ATR |
13-1 |
13-0 |
-0-2 |
-1.4% |
0-0 |
| Volume |
20,047 |
26,199 |
6,152 |
30.7% |
173,110 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
488-7 |
482-7 |
461-4 |
|
| R3 |
478-3 |
472-3 |
458-5 |
|
| R2 |
467-7 |
467-7 |
457-5 |
|
| R1 |
461-7 |
461-7 |
456-6 |
459-5 |
| PP |
457-3 |
457-3 |
457-3 |
456-2 |
| S1 |
451-3 |
451-3 |
454-6 |
449-1 |
| S2 |
446-7 |
446-7 |
453-7 |
|
| S3 |
436-3 |
440-7 |
452-7 |
|
| S4 |
425-7 |
430-3 |
450-0 |
|
|
| 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 |
468-4 |
453-0 |
15-4 |
3.4% |
9-2 |
2.0% |
18% |
False |
True |
30,891 |
| 10 |
480-0 |
452-0 |
28-0 |
6.1% |
11-1 |
2.4% |
13% |
False |
False |
30,693 |
| 20 |
516-0 |
452-0 |
64-0 |
14.0% |
12-5 |
2.8% |
6% |
False |
False |
34,583 |
| 40 |
584-4 |
452-0 |
132-4 |
29.1% |
12-4 |
2.7% |
3% |
False |
False |
35,098 |
| 60 |
592-0 |
452-0 |
140-0 |
30.7% |
13-0 |
2.9% |
3% |
False |
False |
29,079 |
| 80 |
723-4 |
452-0 |
271-4 |
59.6% |
12-7 |
2.8% |
1% |
False |
False |
26,570 |
| 100 |
723-4 |
452-0 |
271-4 |
59.6% |
12-6 |
2.8% |
1% |
False |
False |
23,219 |
| 120 |
723-4 |
452-0 |
271-4 |
59.6% |
12-0 |
2.6% |
1% |
False |
False |
20,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
508-1 |
|
2.618 |
491-0 |
|
1.618 |
480-4 |
|
1.000 |
474-0 |
|
0.618 |
470-0 |
|
HIGH |
463-4 |
|
0.618 |
459-4 |
|
0.500 |
458-2 |
|
0.382 |
457-0 |
|
LOW |
453-0 |
|
0.618 |
446-4 |
|
1.000 |
442-4 |
|
1.618 |
436-0 |
|
2.618 |
425-4 |
|
4.250 |
408-3 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
458-2 |
459-0 |
| PP |
457-3 |
457-7 |
| S1 |
456-5 |
456-7 |
|