CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
543-0 |
561-0 |
18-0 |
3.3% |
507-0 |
| High |
555-0 |
573-0 |
18-0 |
3.2% |
573-0 |
| Low |
541-0 |
547-0 |
6-0 |
1.1% |
504-6 |
| Close |
551-6 |
547-6 |
-4-0 |
-0.7% |
547-6 |
| Range |
14-0 |
26-0 |
12-0 |
85.7% |
68-2 |
| ATR |
17-1 |
17-6 |
0-5 |
3.7% |
0-0 |
| Volume |
55,443 |
53,245 |
-2,198 |
-4.0% |
220,809 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633-7 |
616-7 |
562-0 |
|
| R3 |
607-7 |
590-7 |
554-7 |
|
| R2 |
581-7 |
581-7 |
552-4 |
|
| R1 |
564-7 |
564-7 |
550-1 |
560-3 |
| PP |
555-7 |
555-7 |
555-7 |
553-6 |
| S1 |
538-7 |
538-7 |
545-3 |
534-3 |
| S2 |
529-7 |
529-7 |
543-0 |
|
| S3 |
503-7 |
512-7 |
540-5 |
|
| S4 |
477-7 |
486-7 |
533-4 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746-5 |
715-3 |
585-2 |
|
| R3 |
678-3 |
647-1 |
566-4 |
|
| R2 |
610-1 |
610-1 |
560-2 |
|
| R1 |
578-7 |
578-7 |
554-0 |
594-4 |
| PP |
541-7 |
541-7 |
541-7 |
549-5 |
| S1 |
510-5 |
510-5 |
541-4 |
526-2 |
| S2 |
473-5 |
473-5 |
535-2 |
|
| S3 |
405-3 |
442-3 |
529-0 |
|
| S4 |
337-1 |
374-1 |
510-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
573-0 |
504-6 |
68-2 |
12.5% |
19-7 |
3.6% |
63% |
True |
False |
44,161 |
| 10 |
573-0 |
476-0 |
97-0 |
17.7% |
18-6 |
3.4% |
74% |
True |
False |
44,940 |
| 20 |
573-0 |
439-0 |
134-0 |
24.5% |
15-6 |
2.9% |
81% |
True |
False |
41,696 |
| 40 |
573-0 |
439-0 |
134-0 |
24.5% |
14-5 |
2.7% |
81% |
True |
False |
37,818 |
| 60 |
584-4 |
439-0 |
145-4 |
26.6% |
14-1 |
2.6% |
75% |
False |
False |
38,520 |
| 80 |
584-4 |
439-0 |
145-4 |
26.6% |
13-7 |
2.5% |
75% |
False |
False |
33,123 |
| 100 |
693-4 |
439-0 |
254-4 |
46.5% |
13-3 |
2.4% |
43% |
False |
False |
30,157 |
| 120 |
723-4 |
439-0 |
284-4 |
51.9% |
13-3 |
2.4% |
38% |
False |
False |
27,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683-4 |
|
2.618 |
641-1 |
|
1.618 |
615-1 |
|
1.000 |
599-0 |
|
0.618 |
589-1 |
|
HIGH |
573-0 |
|
0.618 |
563-1 |
|
0.500 |
560-0 |
|
0.382 |
556-7 |
|
LOW |
547-0 |
|
0.618 |
530-7 |
|
1.000 |
521-0 |
|
1.618 |
504-7 |
|
2.618 |
478-7 |
|
4.250 |
436-4 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
560-0 |
547-4 |
| PP |
555-7 |
547-2 |
| S1 |
551-7 |
547-0 |
|