CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
495-4 |
502-0 |
6-4 |
1.3% |
507-0 |
| High |
508-0 |
510-2 |
2-2 |
0.4% |
573-0 |
| Low |
494-0 |
502-0 |
8-0 |
1.6% |
504-6 |
| Close |
494-6 |
503-6 |
9-0 |
1.8% |
547-6 |
| Range |
14-0 |
8-2 |
-5-6 |
-41.1% |
68-2 |
| ATR |
18-7 |
18-5 |
-0-2 |
-1.3% |
0-0 |
| Volume |
56,270 |
45,955 |
-10,315 |
-18.3% |
220,809 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
530-1 |
525-1 |
508-2 |
|
| R3 |
521-7 |
516-7 |
506-0 |
|
| R2 |
513-5 |
513-5 |
505-2 |
|
| R1 |
508-5 |
508-5 |
504-4 |
511-1 |
| PP |
505-3 |
505-3 |
505-3 |
506-4 |
| S1 |
500-3 |
500-3 |
503-0 |
502-7 |
| S2 |
497-1 |
497-1 |
502-2 |
|
| S3 |
488-7 |
492-1 |
501-4 |
|
| S4 |
480-5 |
483-7 |
499-2 |
|
|
| 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 |
15.7% |
20-6 |
4.1% |
12% |
False |
False |
60,482 |
| 10 |
573-0 |
494-0 |
79-0 |
15.7% |
18-6 |
3.7% |
12% |
False |
False |
50,972 |
| 20 |
573-0 |
440-0 |
133-0 |
26.4% |
17-1 |
3.4% |
48% |
False |
False |
45,837 |
| 40 |
573-0 |
439-0 |
134-0 |
26.6% |
15-1 |
3.0% |
48% |
False |
False |
39,697 |
| 60 |
573-0 |
439-0 |
134-0 |
26.6% |
14-3 |
2.8% |
48% |
False |
False |
40,391 |
| 80 |
584-4 |
439-0 |
145-4 |
28.9% |
14-3 |
2.9% |
45% |
False |
False |
35,536 |
| 100 |
666-0 |
439-0 |
227-0 |
45.1% |
13-5 |
2.7% |
29% |
False |
False |
31,805 |
| 120 |
723-4 |
439-0 |
284-4 |
56.5% |
13-5 |
2.7% |
23% |
False |
False |
28,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
545-2 |
|
2.618 |
531-7 |
|
1.618 |
523-5 |
|
1.000 |
518-4 |
|
0.618 |
515-3 |
|
HIGH |
510-2 |
|
0.618 |
507-1 |
|
0.500 |
506-1 |
|
0.382 |
505-1 |
|
LOW |
502-0 |
|
0.618 |
496-7 |
|
1.000 |
493-6 |
|
1.618 |
488-5 |
|
2.618 |
480-3 |
|
4.250 |
467-0 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
506-1 |
509-4 |
| PP |
505-3 |
507-5 |
| S1 |
504-4 |
505-5 |
|