CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
470-0 |
477-4 |
7-4 |
1.6% |
442-4 |
| High |
473-0 |
495-4 |
22-4 |
4.8% |
481-4 |
| Low |
461-0 |
476-0 |
15-0 |
3.3% |
441-0 |
| Close |
468-0 |
494-2 |
26-2 |
5.6% |
468-0 |
| Range |
12-0 |
19-4 |
7-4 |
62.5% |
40-4 |
| ATR |
14-6 |
15-5 |
0-7 |
6.2% |
0-0 |
| Volume |
61,625 |
38,632 |
-22,993 |
-37.3% |
192,230 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547-1 |
540-1 |
505-0 |
|
| R3 |
527-5 |
520-5 |
499-5 |
|
| R2 |
508-1 |
508-1 |
497-7 |
|
| R1 |
501-1 |
501-1 |
496-0 |
504-5 |
| PP |
488-5 |
488-5 |
488-5 |
490-2 |
| S1 |
481-5 |
481-5 |
492-4 |
485-1 |
| S2 |
469-1 |
469-1 |
490-5 |
|
| S3 |
449-5 |
462-1 |
488-7 |
|
| S4 |
430-1 |
442-5 |
483-4 |
|
|
| 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 |
495-4 |
454-0 |
41-4 |
8.4% |
14-5 |
3.0% |
97% |
True |
False |
40,677 |
| 10 |
495-4 |
439-0 |
56-4 |
11.4% |
13-7 |
2.8% |
98% |
True |
False |
36,240 |
| 20 |
495-4 |
439-0 |
56-4 |
11.4% |
14-0 |
2.8% |
98% |
True |
False |
36,047 |
| 40 |
516-0 |
439-0 |
77-0 |
15.6% |
13-1 |
2.7% |
72% |
False |
False |
36,052 |
| 60 |
584-4 |
439-0 |
145-4 |
29.4% |
13-2 |
2.7% |
38% |
False |
False |
34,018 |
| 80 |
618-4 |
439-0 |
179-4 |
36.3% |
13-0 |
2.6% |
31% |
False |
False |
30,005 |
| 100 |
723-4 |
439-0 |
284-4 |
57.6% |
13-1 |
2.7% |
19% |
False |
False |
27,462 |
| 120 |
723-4 |
439-0 |
284-4 |
57.6% |
12-6 |
2.6% |
19% |
False |
False |
24,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
578-3 |
|
2.618 |
546-4 |
|
1.618 |
527-0 |
|
1.000 |
515-0 |
|
0.618 |
507-4 |
|
HIGH |
495-4 |
|
0.618 |
488-0 |
|
0.500 |
485-6 |
|
0.382 |
483-4 |
|
LOW |
476-0 |
|
0.618 |
464-0 |
|
1.000 |
456-4 |
|
1.618 |
444-4 |
|
2.618 |
425-0 |
|
4.250 |
393-1 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
491-3 |
488-7 |
| PP |
488-5 |
483-5 |
| S1 |
485-6 |
478-2 |
|