CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
460-0 |
467-0 |
7-0 |
1.5% |
458-0 |
| High |
464-0 |
481-4 |
17-4 |
3.8% |
459-0 |
| Low |
455-2 |
465-0 |
9-6 |
2.1% |
439-0 |
| Close |
463-2 |
474-0 |
10-6 |
2.3% |
441-2 |
| Range |
8-6 |
16-4 |
7-6 |
88.6% |
20-0 |
| ATR |
14-5 |
14-7 |
0-2 |
1.8% |
0-0 |
| Volume |
46,789 |
26,401 |
-20,388 |
-43.6% |
192,302 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
523-0 |
515-0 |
483-1 |
|
| R3 |
506-4 |
498-4 |
478-4 |
|
| R2 |
490-0 |
490-0 |
477-0 |
|
| R1 |
482-0 |
482-0 |
475-4 |
486-0 |
| PP |
473-4 |
473-4 |
473-4 |
475-4 |
| S1 |
465-4 |
465-4 |
472-4 |
469-4 |
| S2 |
457-0 |
457-0 |
471-0 |
|
| S3 |
440-4 |
449-0 |
469-4 |
|
| S4 |
424-0 |
432-4 |
464-7 |
|
|
| 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 |
481-4 |
440-0 |
41-4 |
8.8% |
13-0 |
2.8% |
82% |
True |
False |
31,310 |
| 10 |
481-4 |
439-0 |
42-4 |
9.0% |
14-1 |
3.0% |
82% |
True |
False |
36,909 |
| 20 |
481-4 |
439-0 |
42-4 |
9.0% |
13-6 |
2.9% |
82% |
True |
False |
34,232 |
| 40 |
518-0 |
439-0 |
79-0 |
16.7% |
12-7 |
2.7% |
44% |
False |
False |
35,597 |
| 60 |
584-4 |
439-0 |
145-4 |
30.7% |
13-3 |
2.8% |
24% |
False |
False |
32,977 |
| 80 |
626-0 |
439-0 |
187-0 |
39.5% |
12-6 |
2.7% |
19% |
False |
False |
29,249 |
| 100 |
723-4 |
439-0 |
284-4 |
60.0% |
12-7 |
2.7% |
12% |
False |
False |
26,641 |
| 120 |
723-4 |
439-0 |
284-4 |
60.0% |
12-5 |
2.7% |
12% |
False |
False |
23,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
551-5 |
|
2.618 |
524-6 |
|
1.618 |
508-2 |
|
1.000 |
498-0 |
|
0.618 |
491-6 |
|
HIGH |
481-4 |
|
0.618 |
475-2 |
|
0.500 |
473-2 |
|
0.382 |
471-2 |
|
LOW |
465-0 |
|
0.618 |
454-6 |
|
1.000 |
448-4 |
|
1.618 |
438-2 |
|
2.618 |
421-6 |
|
4.250 |
394-7 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
473-6 |
471-7 |
| PP |
473-4 |
469-7 |
| S1 |
473-2 |
467-6 |
|