CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
506-0 |
524-0 |
18-0 |
3.6% |
557-0 |
| High |
520-0 |
527-0 |
7-0 |
1.3% |
558-0 |
| Low |
505-4 |
507-4 |
2-0 |
0.4% |
489-0 |
| Close |
515-6 |
521-0 |
5-2 |
1.0% |
494-2 |
| Range |
14-4 |
19-4 |
5-0 |
34.5% |
69-0 |
| ATR |
18-3 |
18-4 |
0-1 |
0.4% |
0-0 |
| Volume |
56,540 |
39,810 |
-16,730 |
-29.6% |
297,206 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
577-0 |
568-4 |
531-6 |
|
| R3 |
557-4 |
549-0 |
526-3 |
|
| R2 |
538-0 |
538-0 |
524-5 |
|
| R1 |
529-4 |
529-4 |
522-6 |
524-0 |
| PP |
518-4 |
518-4 |
518-4 |
515-6 |
| S1 |
510-0 |
510-0 |
519-2 |
504-4 |
| S2 |
499-0 |
499-0 |
517-3 |
|
| S3 |
479-4 |
490-4 |
515-5 |
|
| S4 |
460-0 |
471-0 |
510-2 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-6 |
676-4 |
532-2 |
|
| R3 |
651-6 |
607-4 |
513-2 |
|
| R2 |
582-6 |
582-6 |
506-7 |
|
| R1 |
538-4 |
538-4 |
500-5 |
526-1 |
| PP |
513-6 |
513-6 |
513-6 |
507-4 |
| S1 |
469-4 |
469-4 |
487-7 |
457-1 |
| S2 |
444-6 |
444-6 |
481-5 |
|
| S3 |
375-6 |
400-4 |
475-2 |
|
| S4 |
306-6 |
331-4 |
456-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
527-0 |
489-0 |
38-0 |
7.3% |
14-7 |
2.9% |
84% |
True |
False |
47,740 |
| 10 |
573-0 |
489-0 |
84-0 |
16.1% |
18-3 |
3.5% |
38% |
False |
False |
55,060 |
| 20 |
573-0 |
461-0 |
112-0 |
21.5% |
18-0 |
3.5% |
54% |
False |
False |
48,967 |
| 40 |
573-0 |
439-0 |
134-0 |
25.7% |
15-5 |
3.0% |
61% |
False |
False |
41,711 |
| 60 |
573-0 |
439-0 |
134-0 |
25.7% |
14-4 |
2.8% |
61% |
False |
False |
40,380 |
| 80 |
584-4 |
439-0 |
145-4 |
27.9% |
14-4 |
2.8% |
56% |
False |
False |
36,874 |
| 100 |
638-0 |
439-0 |
199-0 |
38.2% |
13-7 |
2.7% |
41% |
False |
False |
33,037 |
| 120 |
723-4 |
439-0 |
284-4 |
54.6% |
13-6 |
2.6% |
29% |
False |
False |
30,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
609-7 |
|
2.618 |
578-0 |
|
1.618 |
558-4 |
|
1.000 |
546-4 |
|
0.618 |
539-0 |
|
HIGH |
527-0 |
|
0.618 |
519-4 |
|
0.500 |
517-2 |
|
0.382 |
515-0 |
|
LOW |
507-4 |
|
0.618 |
495-4 |
|
1.000 |
488-0 |
|
1.618 |
476-0 |
|
2.618 |
456-4 |
|
4.250 |
424-5 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
519-6 |
517-7 |
| PP |
518-4 |
514-5 |
| S1 |
517-2 |
511-4 |
|