CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
463-4 |
451-4 |
-12-0 |
-2.6% |
459-0 |
| High |
463-4 |
468-6 |
5-2 |
1.1% |
480-0 |
| Low |
453-0 |
451-0 |
-2-0 |
-0.4% |
452-0 |
| Close |
455-6 |
460-0 |
4-2 |
0.9% |
457-2 |
| Range |
10-4 |
17-6 |
7-2 |
69.0% |
28-0 |
| ATR |
13-0 |
13-3 |
0-3 |
2.6% |
0-0 |
| Volume |
26,199 |
31,349 |
5,150 |
19.7% |
173,110 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
513-1 |
504-3 |
469-6 |
|
| R3 |
495-3 |
486-5 |
464-7 |
|
| R2 |
477-5 |
477-5 |
463-2 |
|
| R1 |
468-7 |
468-7 |
461-5 |
473-2 |
| PP |
459-7 |
459-7 |
459-7 |
462-1 |
| S1 |
451-1 |
451-1 |
458-3 |
455-4 |
| S2 |
442-1 |
442-1 |
456-6 |
|
| S3 |
424-3 |
433-3 |
455-1 |
|
| S4 |
406-5 |
415-5 |
450-2 |
|
|
| 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 |
468-6 |
451-0 |
17-6 |
3.9% |
10-4 |
2.3% |
51% |
True |
True |
26,858 |
| 10 |
480-0 |
451-0 |
29-0 |
6.3% |
12-0 |
2.6% |
31% |
False |
True |
30,658 |
| 20 |
510-0 |
451-0 |
59-0 |
12.8% |
12-3 |
2.7% |
15% |
False |
True |
33,865 |
| 40 |
584-4 |
451-0 |
133-4 |
29.0% |
12-5 |
2.7% |
7% |
False |
True |
35,579 |
| 60 |
584-4 |
451-0 |
133-4 |
29.0% |
13-1 |
2.8% |
7% |
False |
True |
29,428 |
| 80 |
720-0 |
451-0 |
269-0 |
58.5% |
12-6 |
2.8% |
3% |
False |
True |
26,756 |
| 100 |
723-4 |
451-0 |
272-4 |
59.2% |
12-6 |
2.8% |
3% |
False |
True |
23,463 |
| 120 |
723-4 |
451-0 |
272-4 |
59.2% |
12-0 |
2.6% |
3% |
False |
True |
20,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
544-2 |
|
2.618 |
515-2 |
|
1.618 |
497-4 |
|
1.000 |
486-4 |
|
0.618 |
479-6 |
|
HIGH |
468-6 |
|
0.618 |
462-0 |
|
0.500 |
459-7 |
|
0.382 |
457-6 |
|
LOW |
451-0 |
|
0.618 |
440-0 |
|
1.000 |
433-2 |
|
1.618 |
422-2 |
|
2.618 |
404-4 |
|
4.250 |
375-4 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
460-0 |
460-0 |
| PP |
459-7 |
459-7 |
| S1 |
459-7 |
459-7 |
|