CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
561-0 |
557-0 |
-4-0 |
-0.7% |
507-0 |
| High |
573-0 |
558-0 |
-15-0 |
-2.6% |
573-0 |
| Low |
547-0 |
526-0 |
-21-0 |
-3.8% |
504-6 |
| Close |
547-6 |
527-0 |
-20-6 |
-3.8% |
547-6 |
| Range |
26-0 |
32-0 |
6-0 |
23.1% |
68-2 |
| ATR |
17-6 |
18-6 |
1-0 |
5.7% |
0-0 |
| Volume |
53,245 |
76,800 |
23,555 |
44.2% |
220,809 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
633-0 |
612-0 |
544-5 |
|
| R3 |
601-0 |
580-0 |
535-6 |
|
| R2 |
569-0 |
569-0 |
532-7 |
|
| R1 |
548-0 |
548-0 |
529-7 |
542-4 |
| PP |
537-0 |
537-0 |
537-0 |
534-2 |
| S1 |
516-0 |
516-0 |
524-1 |
510-4 |
| S2 |
505-0 |
505-0 |
521-1 |
|
| S3 |
473-0 |
484-0 |
518-2 |
|
| S4 |
441-0 |
452-0 |
509-3 |
|
|
| 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 |
509-0 |
64-0 |
12.1% |
23-0 |
4.4% |
28% |
False |
False |
54,373 |
| 10 |
573-0 |
490-0 |
83-0 |
15.7% |
20-0 |
3.8% |
45% |
False |
False |
48,757 |
| 20 |
573-0 |
439-0 |
134-0 |
25.4% |
16-7 |
3.2% |
66% |
False |
False |
42,498 |
| 40 |
573-0 |
439-0 |
134-0 |
25.4% |
15-0 |
2.8% |
66% |
False |
False |
38,813 |
| 60 |
584-4 |
439-0 |
145-4 |
27.6% |
14-3 |
2.7% |
60% |
False |
False |
39,373 |
| 80 |
584-4 |
439-0 |
145-4 |
27.6% |
14-1 |
2.7% |
60% |
False |
False |
33,880 |
| 100 |
682-0 |
439-0 |
243-0 |
46.1% |
13-5 |
2.6% |
36% |
False |
False |
30,630 |
| 120 |
723-4 |
439-0 |
284-4 |
54.0% |
13-5 |
2.6% |
31% |
False |
False |
27,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
694-0 |
|
2.618 |
641-6 |
|
1.618 |
609-6 |
|
1.000 |
590-0 |
|
0.618 |
577-6 |
|
HIGH |
558-0 |
|
0.618 |
545-6 |
|
0.500 |
542-0 |
|
0.382 |
538-2 |
|
LOW |
526-0 |
|
0.618 |
506-2 |
|
1.000 |
494-0 |
|
1.618 |
474-2 |
|
2.618 |
442-2 |
|
4.250 |
390-0 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
542-0 |
549-4 |
| PP |
537-0 |
542-0 |
| S1 |
532-0 |
534-4 |
|