CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
524-0 |
495-4 |
-28-4 |
-5.4% |
507-0 |
| High |
525-0 |
508-0 |
-17-0 |
-3.2% |
573-0 |
| Low |
501-4 |
494-0 |
-7-4 |
-1.5% |
504-6 |
| Close |
503-2 |
494-6 |
-8-4 |
-1.7% |
547-6 |
| Range |
23-4 |
14-0 |
-9-4 |
-40.4% |
68-2 |
| ATR |
19-2 |
18-7 |
-0-3 |
-2.0% |
0-0 |
| Volume |
70,143 |
56,270 |
-13,873 |
-19.8% |
220,809 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
540-7 |
531-7 |
502-4 |
|
| R3 |
526-7 |
517-7 |
498-5 |
|
| R2 |
512-7 |
512-7 |
497-3 |
|
| R1 |
503-7 |
503-7 |
496-0 |
501-3 |
| PP |
498-7 |
498-7 |
498-7 |
497-6 |
| S1 |
489-7 |
489-7 |
493-4 |
487-3 |
| S2 |
484-7 |
484-7 |
492-1 |
|
| S3 |
470-7 |
475-7 |
490-7 |
|
| S4 |
456-7 |
461-7 |
487-0 |
|
|
| 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 |
494-0 |
79-0 |
16.0% |
21-7 |
4.4% |
1% |
False |
True |
62,380 |
| 10 |
573-0 |
494-0 |
79-0 |
16.0% |
19-1 |
3.9% |
1% |
False |
True |
51,944 |
| 20 |
573-0 |
440-0 |
133-0 |
26.9% |
17-0 |
3.4% |
41% |
False |
False |
45,628 |
| 40 |
573-0 |
439-0 |
134-0 |
27.1% |
15-1 |
3.1% |
42% |
False |
False |
39,538 |
| 60 |
573-0 |
439-0 |
134-0 |
27.1% |
14-4 |
2.9% |
42% |
False |
False |
40,058 |
| 80 |
584-4 |
439-0 |
145-4 |
29.4% |
14-3 |
2.9% |
38% |
False |
False |
35,165 |
| 100 |
670-0 |
439-0 |
231-0 |
46.7% |
13-6 |
2.8% |
24% |
False |
False |
31,577 |
| 120 |
723-4 |
439-0 |
284-4 |
57.5% |
13-6 |
2.8% |
20% |
False |
False |
28,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
567-4 |
|
2.618 |
544-5 |
|
1.618 |
530-5 |
|
1.000 |
522-0 |
|
0.618 |
516-5 |
|
HIGH |
508-0 |
|
0.618 |
502-5 |
|
0.500 |
501-0 |
|
0.382 |
499-3 |
|
LOW |
494-0 |
|
0.618 |
485-3 |
|
1.000 |
480-0 |
|
1.618 |
471-3 |
|
2.618 |
457-3 |
|
4.250 |
434-4 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
501-0 |
526-0 |
| PP |
498-7 |
515-5 |
| S1 |
496-7 |
505-1 |
|