CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
445-0 |
450-4 |
5-4 |
1.2% |
453-0 |
| High |
459-0 |
454-0 |
-5-0 |
-1.1% |
474-0 |
| Low |
439-0 |
447-0 |
8-0 |
1.8% |
448-0 |
| Close |
457-4 |
452-6 |
-4-6 |
-1.0% |
449-6 |
| Range |
20-0 |
7-0 |
-13-0 |
-65.0% |
26-0 |
| ATR |
14-6 |
14-4 |
-0-2 |
-2.1% |
0-0 |
| Volume |
33,411 |
41,782 |
8,371 |
25.1% |
163,631 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
472-2 |
469-4 |
456-5 |
|
| R3 |
465-2 |
462-4 |
454-5 |
|
| R2 |
458-2 |
458-2 |
454-0 |
|
| R1 |
455-4 |
455-4 |
453-3 |
456-7 |
| PP |
451-2 |
451-2 |
451-2 |
452-0 |
| S1 |
448-4 |
448-4 |
452-1 |
449-7 |
| S2 |
444-2 |
444-2 |
451-4 |
|
| S3 |
437-2 |
441-4 |
450-7 |
|
| S4 |
430-2 |
434-4 |
448-7 |
|
|
| 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% |
15-2 |
3.4% |
39% |
False |
False |
42,509 |
| 10 |
474-0 |
439-0 |
35-0 |
7.7% |
13-7 |
3.1% |
39% |
False |
False |
35,498 |
| 20 |
488-0 |
439-0 |
49-0 |
10.8% |
13-1 |
2.9% |
28% |
False |
False |
33,558 |
| 40 |
546-0 |
439-0 |
107-0 |
23.6% |
12-7 |
2.9% |
13% |
False |
False |
37,668 |
| 60 |
584-4 |
439-0 |
145-4 |
32.1% |
13-4 |
3.0% |
9% |
False |
False |
32,103 |
| 80 |
666-0 |
439-0 |
227-0 |
50.1% |
12-7 |
2.8% |
6% |
False |
False |
28,297 |
| 100 |
723-4 |
439-0 |
284-4 |
62.8% |
13-0 |
2.9% |
5% |
False |
False |
25,489 |
| 120 |
723-4 |
439-0 |
284-4 |
62.8% |
12-2 |
2.7% |
5% |
False |
False |
22,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
483-6 |
|
2.618 |
472-3 |
|
1.618 |
465-3 |
|
1.000 |
461-0 |
|
0.618 |
458-3 |
|
HIGH |
454-0 |
|
0.618 |
451-3 |
|
0.500 |
450-4 |
|
0.382 |
449-5 |
|
LOW |
447-0 |
|
0.618 |
442-5 |
|
1.000 |
440-0 |
|
1.618 |
435-5 |
|
2.618 |
428-5 |
|
4.250 |
417-2 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
452-0 |
451-4 |
| PP |
451-2 |
450-2 |
| S1 |
450-4 |
449-0 |
|