CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
467-0 |
470-0 |
3-0 |
0.6% |
442-4 |
High |
481-4 |
473-0 |
-8-4 |
-1.8% |
481-4 |
Low |
465-0 |
461-0 |
-4-0 |
-0.9% |
441-0 |
Close |
474-0 |
468-0 |
-6-0 |
-1.3% |
468-0 |
Range |
16-4 |
12-0 |
-4-4 |
-27.3% |
40-4 |
ATR |
14-7 |
14-6 |
-0-1 |
-0.9% |
0-0 |
Volume |
26,401 |
61,625 |
35,224 |
133.4% |
192,230 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
503-3 |
497-5 |
474-5 |
|
R3 |
491-3 |
485-5 |
471-2 |
|
R2 |
479-3 |
479-3 |
470-2 |
|
R1 |
473-5 |
473-5 |
469-1 |
470-4 |
PP |
467-3 |
467-3 |
467-3 |
465-6 |
S1 |
461-5 |
461-5 |
466-7 |
458-4 |
S2 |
455-3 |
455-3 |
465-6 |
|
S3 |
443-3 |
449-5 |
464-6 |
|
S4 |
431-3 |
437-5 |
461-3 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
585-0 |
567-0 |
490-2 |
|
R3 |
544-4 |
526-4 |
479-1 |
|
R2 |
504-0 |
504-0 |
475-3 |
|
R1 |
486-0 |
486-0 |
471-6 |
495-0 |
PP |
463-4 |
463-4 |
463-4 |
468-0 |
S1 |
445-4 |
445-4 |
464-2 |
454-4 |
S2 |
423-0 |
423-0 |
460-5 |
|
S3 |
382-4 |
405-0 |
456-7 |
|
S4 |
342-0 |
364-4 |
445-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
481-4 |
441-0 |
40-4 |
8.7% |
12-6 |
2.7% |
67% |
False |
False |
38,446 |
10 |
481-4 |
439-0 |
42-4 |
9.1% |
12-6 |
2.7% |
68% |
False |
False |
38,453 |
20 |
481-4 |
439-0 |
42-4 |
9.1% |
13-4 |
2.9% |
68% |
False |
False |
36,063 |
40 |
516-0 |
439-0 |
77-0 |
16.5% |
13-0 |
2.8% |
38% |
False |
False |
36,126 |
60 |
584-4 |
439-0 |
145-4 |
31.1% |
13-2 |
2.8% |
20% |
False |
False |
33,681 |
80 |
618-4 |
439-0 |
179-4 |
38.4% |
12-6 |
2.7% |
16% |
False |
False |
29,770 |
100 |
723-4 |
439-0 |
284-4 |
60.8% |
13-0 |
2.8% |
10% |
False |
False |
27,156 |
120 |
723-4 |
439-0 |
284-4 |
60.8% |
12-5 |
2.7% |
10% |
False |
False |
23,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
524-0 |
2.618 |
504-3 |
1.618 |
492-3 |
1.000 |
485-0 |
0.618 |
480-3 |
HIGH |
473-0 |
0.618 |
468-3 |
0.500 |
467-0 |
0.382 |
465-5 |
LOW |
461-0 |
0.618 |
453-5 |
1.000 |
449-0 |
1.618 |
441-5 |
2.618 |
429-5 |
4.250 |
410-0 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
467-5 |
468-3 |
PP |
467-3 |
468-2 |
S1 |
467-0 |
468-1 |
|