CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
497-0 |
517-0 |
20-0 |
4.0% |
442-4 |
| High |
514-0 |
527-4 |
13-4 |
2.6% |
481-4 |
| Low |
490-0 |
506-0 |
16-0 |
3.3% |
441-0 |
| Close |
511-2 |
513-0 |
1-6 |
0.3% |
468-0 |
| Range |
24-0 |
21-4 |
-2-4 |
-10.4% |
40-4 |
| ATR |
16-2 |
16-5 |
0-3 |
2.3% |
0-0 |
| Volume |
38,270 |
56,271 |
18,001 |
47.0% |
192,230 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
580-0 |
568-0 |
524-7 |
|
| R3 |
558-4 |
546-4 |
518-7 |
|
| R2 |
537-0 |
537-0 |
517-0 |
|
| R1 |
525-0 |
525-0 |
515-0 |
520-2 |
| PP |
515-4 |
515-4 |
515-4 |
513-1 |
| S1 |
503-4 |
503-4 |
511-0 |
498-6 |
| S2 |
494-0 |
494-0 |
509-0 |
|
| S3 |
472-4 |
482-0 |
507-1 |
|
| S4 |
451-0 |
460-4 |
501-1 |
|
|
| 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 |
527-4 |
461-0 |
66-4 |
13.0% |
18-6 |
3.6% |
78% |
True |
False |
44,239 |
| 10 |
527-4 |
440-0 |
87-4 |
17.1% |
14-7 |
2.9% |
83% |
True |
False |
39,313 |
| 20 |
527-4 |
439-0 |
88-4 |
17.3% |
14-5 |
2.8% |
84% |
True |
False |
36,901 |
| 40 |
527-4 |
439-0 |
88-4 |
17.3% |
14-0 |
2.7% |
84% |
True |
False |
36,679 |
| 60 |
584-4 |
439-0 |
145-4 |
28.4% |
13-5 |
2.6% |
51% |
False |
False |
35,196 |
| 80 |
606-0 |
439-0 |
167-0 |
32.6% |
13-3 |
2.6% |
44% |
False |
False |
30,826 |
| 100 |
723-4 |
439-0 |
284-4 |
55.5% |
13-3 |
2.6% |
26% |
False |
False |
28,152 |
| 120 |
723-4 |
439-0 |
284-4 |
55.5% |
13-1 |
2.6% |
26% |
False |
False |
24,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
618-7 |
|
2.618 |
583-6 |
|
1.618 |
562-2 |
|
1.000 |
549-0 |
|
0.618 |
540-6 |
|
HIGH |
527-4 |
|
0.618 |
519-2 |
|
0.500 |
516-6 |
|
0.382 |
514-2 |
|
LOW |
506-0 |
|
0.618 |
492-6 |
|
1.000 |
484-4 |
|
1.618 |
471-2 |
|
2.618 |
449-6 |
|
4.250 |
414-5 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
516-6 |
509-2 |
| PP |
515-4 |
505-4 |
| S1 |
514-2 |
501-6 |
|