CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
457-0 |
460-0 |
3-0 |
0.7% |
458-0 |
| High |
470-4 |
464-0 |
-6-4 |
-1.4% |
459-0 |
| Low |
454-0 |
455-2 |
1-2 |
0.3% |
439-0 |
| Close |
460-2 |
463-2 |
3-0 |
0.7% |
441-2 |
| Range |
16-4 |
8-6 |
-7-6 |
-47.0% |
20-0 |
| ATR |
15-0 |
14-5 |
-0-4 |
-3.0% |
0-0 |
| Volume |
29,941 |
46,789 |
16,848 |
56.3% |
192,302 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
487-1 |
483-7 |
468-0 |
|
| R3 |
478-3 |
475-1 |
465-5 |
|
| R2 |
469-5 |
469-5 |
464-7 |
|
| R1 |
466-3 |
466-3 |
464-0 |
468-0 |
| PP |
460-7 |
460-7 |
460-7 |
461-5 |
| S1 |
457-5 |
457-5 |
462-4 |
459-2 |
| S2 |
452-1 |
452-1 |
461-5 |
|
| S3 |
443-3 |
448-7 |
460-7 |
|
| S4 |
434-5 |
440-1 |
458-4 |
|
|
| 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 |
470-4 |
440-0 |
30-4 |
6.6% |
11-1 |
2.4% |
76% |
False |
False |
34,386 |
| 10 |
474-0 |
439-0 |
35-0 |
7.6% |
14-4 |
3.1% |
69% |
False |
False |
38,254 |
| 20 |
480-0 |
439-0 |
41-0 |
8.9% |
13-2 |
2.9% |
59% |
False |
False |
34,456 |
| 40 |
518-0 |
439-0 |
79-0 |
17.1% |
12-7 |
2.8% |
31% |
False |
False |
36,086 |
| 60 |
584-4 |
439-0 |
145-4 |
31.4% |
13-3 |
2.9% |
17% |
False |
False |
32,844 |
| 80 |
638-0 |
439-0 |
199-0 |
43.0% |
12-7 |
2.8% |
12% |
False |
False |
29,055 |
| 100 |
723-4 |
439-0 |
284-4 |
61.4% |
13-0 |
2.8% |
9% |
False |
False |
26,422 |
| 120 |
723-4 |
439-0 |
284-4 |
61.4% |
12-4 |
2.7% |
9% |
False |
False |
23,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
501-2 |
|
2.618 |
486-7 |
|
1.618 |
478-1 |
|
1.000 |
472-6 |
|
0.618 |
469-3 |
|
HIGH |
464-0 |
|
0.618 |
460-5 |
|
0.500 |
459-5 |
|
0.382 |
458-5 |
|
LOW |
455-2 |
|
0.618 |
449-7 |
|
1.000 |
446-4 |
|
1.618 |
441-1 |
|
2.618 |
432-3 |
|
4.250 |
418-0 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
462-0 |
460-6 |
| PP |
460-7 |
458-2 |
| S1 |
459-5 |
455-6 |
|