CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
557-0 |
524-0 |
-33-0 |
-5.9% |
507-0 |
| High |
558-0 |
525-0 |
-33-0 |
-5.9% |
573-0 |
| Low |
526-0 |
501-4 |
-24-4 |
-4.7% |
504-6 |
| Close |
527-0 |
503-2 |
-23-6 |
-4.5% |
547-6 |
| Range |
32-0 |
23-4 |
-8-4 |
-26.6% |
68-2 |
| ATR |
18-6 |
19-2 |
0-4 |
2.5% |
0-0 |
| Volume |
76,800 |
70,143 |
-6,657 |
-8.7% |
220,809 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
580-3 |
565-3 |
516-1 |
|
| R3 |
556-7 |
541-7 |
509-6 |
|
| R2 |
533-3 |
533-3 |
507-4 |
|
| R1 |
518-3 |
518-3 |
505-3 |
514-1 |
| PP |
509-7 |
509-7 |
509-7 |
507-6 |
| S1 |
494-7 |
494-7 |
501-1 |
490-5 |
| S2 |
486-3 |
486-3 |
499-0 |
|
| S3 |
462-7 |
471-3 |
496-6 |
|
| S4 |
439-3 |
447-7 |
490-3 |
|
|
| 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 |
501-4 |
71-4 |
14.2% |
24-2 |
4.8% |
2% |
False |
True |
60,196 |
| 10 |
573-0 |
496-0 |
77-0 |
15.3% |
19-7 |
4.0% |
9% |
False |
False |
51,944 |
| 20 |
573-0 |
439-0 |
134-0 |
26.6% |
17-3 |
3.4% |
48% |
False |
False |
44,485 |
| 40 |
573-0 |
439-0 |
134-0 |
26.6% |
15-0 |
3.0% |
48% |
False |
False |
39,394 |
| 60 |
577-0 |
439-0 |
138-0 |
27.4% |
14-4 |
2.9% |
47% |
False |
False |
40,231 |
| 80 |
584-4 |
439-0 |
145-4 |
28.9% |
14-3 |
2.9% |
44% |
False |
False |
34,607 |
| 100 |
670-0 |
439-0 |
231-0 |
45.9% |
13-6 |
2.7% |
28% |
False |
False |
31,188 |
| 120 |
723-4 |
439-0 |
284-4 |
56.5% |
13-6 |
2.7% |
23% |
False |
False |
28,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
624-7 |
|
2.618 |
586-4 |
|
1.618 |
563-0 |
|
1.000 |
548-4 |
|
0.618 |
539-4 |
|
HIGH |
525-0 |
|
0.618 |
516-0 |
|
0.500 |
513-2 |
|
0.382 |
510-4 |
|
LOW |
501-4 |
|
0.618 |
487-0 |
|
1.000 |
478-0 |
|
1.618 |
463-4 |
|
2.618 |
440-0 |
|
4.250 |
401-5 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
513-2 |
537-2 |
| PP |
509-7 |
525-7 |
| S1 |
506-5 |
514-5 |
|