CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
477-4 |
497-0 |
19-4 |
4.1% |
442-4 |
| High |
495-4 |
514-0 |
18-4 |
3.7% |
481-4 |
| Low |
476-0 |
490-0 |
14-0 |
2.9% |
441-0 |
| Close |
494-2 |
511-2 |
17-0 |
3.4% |
468-0 |
| Range |
19-4 |
24-0 |
4-4 |
23.1% |
40-4 |
| ATR |
15-5 |
16-2 |
0-5 |
3.8% |
0-0 |
| Volume |
38,632 |
38,270 |
-362 |
-0.9% |
192,230 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
577-1 |
568-1 |
524-4 |
|
| R3 |
553-1 |
544-1 |
517-7 |
|
| R2 |
529-1 |
529-1 |
515-5 |
|
| R1 |
520-1 |
520-1 |
513-4 |
524-5 |
| PP |
505-1 |
505-1 |
505-1 |
507-2 |
| S1 |
496-1 |
496-1 |
509-0 |
500-5 |
| S2 |
481-1 |
481-1 |
506-7 |
|
| S3 |
457-1 |
472-1 |
504-5 |
|
| S4 |
433-1 |
448-1 |
498-0 |
|
|
| 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 |
514-0 |
455-2 |
58-6 |
11.5% |
16-1 |
3.2% |
95% |
True |
False |
42,343 |
| 10 |
514-0 |
439-0 |
75-0 |
14.7% |
14-6 |
2.9% |
96% |
True |
False |
37,027 |
| 20 |
514-0 |
439-0 |
75-0 |
14.7% |
14-0 |
2.7% |
96% |
True |
False |
36,663 |
| 40 |
516-0 |
439-0 |
77-0 |
15.1% |
13-5 |
2.7% |
94% |
False |
False |
36,096 |
| 60 |
584-4 |
439-0 |
145-4 |
28.5% |
13-3 |
2.6% |
50% |
False |
False |
34,425 |
| 80 |
606-0 |
439-0 |
167-0 |
32.7% |
13-1 |
2.6% |
43% |
False |
False |
30,332 |
| 100 |
723-4 |
439-0 |
284-4 |
55.6% |
13-2 |
2.6% |
25% |
False |
False |
27,722 |
| 120 |
723-4 |
439-0 |
284-4 |
55.6% |
12-7 |
2.5% |
25% |
False |
False |
24,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
616-0 |
|
2.618 |
576-7 |
|
1.618 |
552-7 |
|
1.000 |
538-0 |
|
0.618 |
528-7 |
|
HIGH |
514-0 |
|
0.618 |
504-7 |
|
0.500 |
502-0 |
|
0.382 |
499-1 |
|
LOW |
490-0 |
|
0.618 |
475-1 |
|
1.000 |
466-0 |
|
1.618 |
451-1 |
|
2.618 |
427-1 |
|
4.250 |
388-0 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
508-1 |
503-3 |
| PP |
505-1 |
495-3 |
| S1 |
502-0 |
487-4 |
|