CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
516-0 |
521-0 |
5-0 |
1.0% |
477-4 |
| High |
526-0 |
547-0 |
21-0 |
4.0% |
527-4 |
| Low |
509-0 |
521-0 |
12-0 |
2.4% |
476-0 |
| Close |
517-4 |
542-4 |
25-0 |
4.8% |
498-6 |
| Range |
17-0 |
26-0 |
9-0 |
52.9% |
51-4 |
| ATR |
16-4 |
17-3 |
0-7 |
5.7% |
0-0 |
| Volume |
41,029 |
45,349 |
4,320 |
10.5% |
228,595 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-7 |
604-5 |
556-6 |
|
| R3 |
588-7 |
578-5 |
549-5 |
|
| R2 |
562-7 |
562-7 |
547-2 |
|
| R1 |
552-5 |
552-5 |
544-7 |
557-6 |
| PP |
536-7 |
536-7 |
536-7 |
539-3 |
| S1 |
526-5 |
526-5 |
540-1 |
531-6 |
| S2 |
510-7 |
510-7 |
537-6 |
|
| S3 |
484-7 |
500-5 |
535-3 |
|
| S4 |
458-7 |
474-5 |
528-2 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-2 |
628-4 |
527-1 |
|
| R3 |
603-6 |
577-0 |
512-7 |
|
| R2 |
552-2 |
552-2 |
508-2 |
|
| R1 |
525-4 |
525-4 |
503-4 |
538-7 |
| PP |
500-6 |
500-6 |
500-6 |
507-4 |
| S1 |
474-0 |
474-0 |
494-0 |
487-3 |
| S2 |
449-2 |
449-2 |
489-2 |
|
| S3 |
397-6 |
422-4 |
484-5 |
|
| S4 |
346-2 |
371-0 |
470-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
547-0 |
496-0 |
51-0 |
9.4% |
16-4 |
3.0% |
91% |
True |
False |
41,508 |
| 10 |
547-0 |
461-0 |
86-0 |
15.9% |
17-5 |
3.2% |
95% |
True |
False |
42,874 |
| 20 |
547-0 |
439-0 |
108-0 |
19.9% |
16-0 |
3.0% |
96% |
True |
False |
40,564 |
| 40 |
547-0 |
439-0 |
108-0 |
19.9% |
14-2 |
2.6% |
96% |
True |
False |
37,214 |
| 60 |
584-4 |
439-0 |
145-4 |
26.8% |
13-6 |
2.5% |
71% |
False |
False |
37,241 |
| 80 |
584-4 |
439-0 |
145-4 |
26.8% |
13-7 |
2.5% |
71% |
False |
False |
32,212 |
| 100 |
720-0 |
439-0 |
281-0 |
51.8% |
13-4 |
2.5% |
37% |
False |
False |
29,517 |
| 120 |
723-4 |
439-0 |
284-4 |
52.4% |
13-2 |
2.4% |
36% |
False |
False |
26,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
657-4 |
|
2.618 |
615-1 |
|
1.618 |
589-1 |
|
1.000 |
573-0 |
|
0.618 |
563-1 |
|
HIGH |
547-0 |
|
0.618 |
537-1 |
|
0.500 |
534-0 |
|
0.382 |
530-7 |
|
LOW |
521-0 |
|
0.618 |
504-7 |
|
1.000 |
495-0 |
|
1.618 |
478-7 |
|
2.618 |
452-7 |
|
4.250 |
410-4 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
539-5 |
537-0 |
| PP |
536-7 |
531-3 |
| S1 |
534-0 |
525-7 |
|