CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
517-0 |
512-0 |
-5-0 |
-1.0% |
442-4 |
| High |
527-4 |
512-0 |
-15-4 |
-2.9% |
481-4 |
| Low |
506-0 |
499-0 |
-7-0 |
-1.4% |
441-0 |
| Close |
513-0 |
505-0 |
-8-0 |
-1.6% |
468-0 |
| Range |
21-4 |
13-0 |
-8-4 |
-39.5% |
40-4 |
| ATR |
16-5 |
16-3 |
-0-1 |
-1.1% |
0-0 |
| Volume |
56,271 |
55,673 |
-598 |
-1.1% |
192,230 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544-3 |
537-5 |
512-1 |
|
| R3 |
531-3 |
524-5 |
508-5 |
|
| R2 |
518-3 |
518-3 |
507-3 |
|
| R1 |
511-5 |
511-5 |
506-2 |
508-4 |
| PP |
505-3 |
505-3 |
505-3 |
503-6 |
| S1 |
498-5 |
498-5 |
503-6 |
495-4 |
| S2 |
492-3 |
492-3 |
502-5 |
|
| S3 |
479-3 |
485-5 |
501-3 |
|
| S4 |
466-3 |
472-5 |
497-7 |
|
|
| 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 |
13.2% |
18-0 |
3.6% |
66% |
False |
False |
50,094 |
| 10 |
527-4 |
440-0 |
87-4 |
17.3% |
15-4 |
3.1% |
74% |
False |
False |
40,702 |
| 20 |
527-4 |
439-0 |
88-4 |
17.5% |
14-6 |
2.9% |
75% |
False |
False |
38,100 |
| 40 |
527-4 |
439-0 |
88-4 |
17.5% |
13-6 |
2.7% |
75% |
False |
False |
37,257 |
| 60 |
584-4 |
439-0 |
145-4 |
28.8% |
13-4 |
2.7% |
45% |
False |
False |
35,898 |
| 80 |
602-4 |
439-0 |
163-4 |
32.4% |
13-3 |
2.7% |
40% |
False |
False |
31,353 |
| 100 |
723-4 |
439-0 |
284-4 |
56.3% |
13-3 |
2.6% |
23% |
False |
False |
28,563 |
| 120 |
723-4 |
439-0 |
284-4 |
56.3% |
13-0 |
2.6% |
23% |
False |
False |
25,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
567-2 |
|
2.618 |
546-0 |
|
1.618 |
533-0 |
|
1.000 |
525-0 |
|
0.618 |
520-0 |
|
HIGH |
512-0 |
|
0.618 |
507-0 |
|
0.500 |
505-4 |
|
0.382 |
504-0 |
|
LOW |
499-0 |
|
0.618 |
491-0 |
|
1.000 |
486-0 |
|
1.618 |
478-0 |
|
2.618 |
465-0 |
|
4.250 |
443-6 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
505-4 |
508-6 |
| PP |
505-3 |
507-4 |
| S1 |
505-1 |
506-2 |
|