CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
448-0 |
442-4 |
-5-4 |
-1.2% |
458-0 |
| High |
453-2 |
451-2 |
-2-0 |
-0.4% |
459-0 |
| Low |
440-0 |
441-0 |
1-0 |
0.2% |
439-0 |
| Close |
441-2 |
442-6 |
1-4 |
0.3% |
441-2 |
| Range |
13-2 |
10-2 |
-3-0 |
-22.6% |
20-0 |
| ATR |
14-3 |
14-1 |
-0-2 |
-2.0% |
0-0 |
| Volume |
25,947 |
27,474 |
1,527 |
5.9% |
192,302 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
475-6 |
469-4 |
448-3 |
|
| R3 |
465-4 |
459-2 |
445-5 |
|
| R2 |
455-2 |
455-2 |
444-5 |
|
| R1 |
449-0 |
449-0 |
443-6 |
452-1 |
| PP |
445-0 |
445-0 |
445-0 |
446-4 |
| S1 |
438-6 |
438-6 |
441-6 |
441-7 |
| S2 |
434-6 |
434-6 |
440-7 |
|
| S3 |
424-4 |
428-4 |
439-7 |
|
| S4 |
414-2 |
418-2 |
437-1 |
|
|
| 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% |
13-1 |
3.0% |
19% |
False |
False |
31,803 |
| 10 |
474-0 |
439-0 |
35-0 |
7.9% |
14-7 |
3.3% |
11% |
False |
False |
36,336 |
| 20 |
480-0 |
439-0 |
41-0 |
9.3% |
13-3 |
3.0% |
9% |
False |
False |
33,405 |
| 40 |
526-0 |
439-0 |
87-0 |
19.6% |
12-6 |
2.9% |
4% |
False |
False |
37,347 |
| 60 |
584-4 |
439-0 |
145-4 |
32.9% |
13-5 |
3.1% |
3% |
False |
False |
32,317 |
| 80 |
640-0 |
439-0 |
201-0 |
45.4% |
12-6 |
2.9% |
2% |
False |
False |
28,508 |
| 100 |
723-4 |
439-0 |
284-4 |
64.3% |
13-0 |
2.9% |
1% |
False |
False |
25,810 |
| 120 |
723-4 |
439-0 |
284-4 |
64.3% |
12-3 |
2.8% |
1% |
False |
False |
22,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
494-6 |
|
2.618 |
478-1 |
|
1.618 |
467-7 |
|
1.000 |
461-4 |
|
0.618 |
457-5 |
|
HIGH |
451-2 |
|
0.618 |
447-3 |
|
0.500 |
446-1 |
|
0.382 |
444-7 |
|
LOW |
441-0 |
|
0.618 |
434-5 |
|
1.000 |
430-6 |
|
1.618 |
424-3 |
|
2.618 |
414-1 |
|
4.250 |
397-4 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
446-1 |
447-0 |
| PP |
445-0 |
445-5 |
| S1 |
443-7 |
444-1 |
|