CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
459-0 |
445-0 |
-14-0 |
-3.1% |
453-0 |
| High |
459-0 |
459-0 |
0-0 |
0.0% |
474-0 |
| Low |
444-0 |
439-0 |
-5-0 |
-1.1% |
448-0 |
| Close |
447-4 |
457-4 |
10-0 |
2.2% |
449-6 |
| Range |
15-0 |
20-0 |
5-0 |
33.3% |
26-0 |
| ATR |
14-3 |
14-6 |
0-3 |
2.8% |
0-0 |
| Volume |
30,401 |
33,411 |
3,010 |
9.9% |
163,631 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511-7 |
504-5 |
468-4 |
|
| R3 |
491-7 |
484-5 |
463-0 |
|
| R2 |
471-7 |
471-7 |
461-1 |
|
| R1 |
464-5 |
464-5 |
459-3 |
468-2 |
| PP |
451-7 |
451-7 |
451-7 |
453-5 |
| S1 |
444-5 |
444-5 |
455-5 |
448-2 |
| S2 |
431-7 |
431-7 |
453-7 |
|
| S3 |
411-7 |
424-5 |
452-0 |
|
| S4 |
391-7 |
404-5 |
446-4 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
535-2 |
518-4 |
464-0 |
|
| R3 |
509-2 |
492-4 |
456-7 |
|
| R2 |
483-2 |
483-2 |
454-4 |
|
| R1 |
466-4 |
466-4 |
452-1 |
461-7 |
| PP |
457-2 |
457-2 |
457-2 |
455-0 |
| S1 |
440-4 |
440-4 |
447-3 |
435-7 |
| S2 |
431-2 |
431-2 |
445-0 |
|
| S3 |
405-2 |
414-4 |
442-5 |
|
| S4 |
379-2 |
388-4 |
435-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
474-0 |
439-0 |
35-0 |
7.7% |
17-7 |
3.9% |
53% |
False |
True |
42,121 |
| 10 |
474-0 |
439-0 |
35-0 |
7.7% |
14-2 |
3.1% |
53% |
False |
True |
34,490 |
| 20 |
490-0 |
439-0 |
51-0 |
11.1% |
13-1 |
2.9% |
36% |
False |
True |
33,447 |
| 40 |
570-4 |
439-0 |
131-4 |
28.7% |
13-2 |
2.9% |
14% |
False |
True |
37,273 |
| 60 |
584-4 |
439-0 |
145-4 |
31.8% |
13-4 |
2.9% |
13% |
False |
True |
31,677 |
| 80 |
670-0 |
439-0 |
231-0 |
50.5% |
12-7 |
2.8% |
8% |
False |
True |
28,064 |
| 100 |
723-4 |
439-0 |
284-4 |
62.2% |
13-0 |
2.8% |
7% |
False |
True |
25,185 |
| 120 |
723-4 |
439-0 |
284-4 |
62.2% |
12-2 |
2.7% |
7% |
False |
True |
22,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
544-0 |
|
2.618 |
511-3 |
|
1.618 |
491-3 |
|
1.000 |
479-0 |
|
0.618 |
471-3 |
|
HIGH |
459-0 |
|
0.618 |
451-3 |
|
0.500 |
449-0 |
|
0.382 |
446-5 |
|
LOW |
439-0 |
|
0.618 |
426-5 |
|
1.000 |
419-0 |
|
1.618 |
406-5 |
|
2.618 |
386-5 |
|
4.250 |
354-0 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
454-5 |
454-5 |
| PP |
451-7 |
451-7 |
| S1 |
449-0 |
449-0 |
|