CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
450-4 |
448-0 |
-2-4 |
-0.6% |
458-0 |
| High |
454-0 |
453-2 |
-0-6 |
-0.2% |
459-0 |
| Low |
447-0 |
440-0 |
-7-0 |
-1.6% |
439-0 |
| Close |
452-6 |
441-2 |
-11-4 |
-2.5% |
441-2 |
| Range |
7-0 |
13-2 |
6-2 |
89.3% |
20-0 |
| ATR |
14-4 |
14-3 |
-0-1 |
-0.6% |
0-0 |
| Volume |
41,782 |
25,947 |
-15,835 |
-37.9% |
192,302 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
484-5 |
476-1 |
448-4 |
|
| R3 |
471-3 |
462-7 |
444-7 |
|
| R2 |
458-1 |
458-1 |
443-5 |
|
| R1 |
449-5 |
449-5 |
442-4 |
447-2 |
| PP |
444-7 |
444-7 |
444-7 |
443-5 |
| S1 |
436-3 |
436-3 |
440-0 |
434-0 |
| S2 |
431-5 |
431-5 |
438-7 |
|
| S3 |
418-3 |
423-1 |
437-5 |
|
| S4 |
405-1 |
409-7 |
434-0 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
506-3 |
493-7 |
452-2 |
|
| R3 |
486-3 |
473-7 |
446-6 |
|
| R2 |
466-3 |
466-3 |
444-7 |
|
| R1 |
453-7 |
453-7 |
443-1 |
450-1 |
| PP |
446-3 |
446-3 |
446-3 |
444-4 |
| S1 |
433-7 |
433-7 |
439-3 |
430-1 |
| S2 |
426-3 |
426-3 |
437-5 |
|
| S3 |
406-3 |
413-7 |
435-6 |
|
| S4 |
386-3 |
393-7 |
430-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
459-0 |
439-0 |
20-0 |
4.5% |
12-5 |
2.9% |
11% |
False |
False |
38,460 |
| 10 |
474-0 |
439-0 |
35-0 |
7.9% |
14-3 |
3.3% |
6% |
False |
False |
35,593 |
| 20 |
480-0 |
439-0 |
41-0 |
9.3% |
13-2 |
3.0% |
5% |
False |
False |
33,517 |
| 40 |
530-0 |
439-0 |
91-0 |
20.6% |
12-6 |
2.9% |
2% |
False |
False |
37,446 |
| 60 |
584-4 |
439-0 |
145-4 |
33.0% |
13-5 |
3.1% |
2% |
False |
False |
32,236 |
| 80 |
660-0 |
439-0 |
221-0 |
50.1% |
12-6 |
2.9% |
1% |
False |
False |
28,382 |
| 100 |
723-4 |
439-0 |
284-4 |
64.5% |
13-0 |
2.9% |
1% |
False |
False |
25,658 |
| 120 |
723-4 |
439-0 |
284-4 |
64.5% |
12-2 |
2.8% |
1% |
False |
False |
22,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
509-4 |
|
2.618 |
488-0 |
|
1.618 |
474-6 |
|
1.000 |
466-4 |
|
0.618 |
461-4 |
|
HIGH |
453-2 |
|
0.618 |
448-2 |
|
0.500 |
446-5 |
|
0.382 |
445-0 |
|
LOW |
440-0 |
|
0.618 |
431-6 |
|
1.000 |
426-6 |
|
1.618 |
418-4 |
|
2.618 |
405-2 |
|
4.250 |
383-6 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
446-5 |
449-0 |
| PP |
444-7 |
446-3 |
| S1 |
443-0 |
443-7 |
|