CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
524-0 |
516-4 |
-7-4 |
-1.4% |
557-0 |
| High |
527-0 |
519-2 |
-7-6 |
-1.5% |
558-0 |
| Low |
507-4 |
511-4 |
4-0 |
0.8% |
489-0 |
| Close |
521-0 |
512-2 |
-8-6 |
-1.7% |
494-2 |
| Range |
19-4 |
7-6 |
-11-6 |
-60.3% |
69-0 |
| ATR |
18-4 |
17-7 |
-0-5 |
-3.5% |
0-0 |
| Volume |
39,810 |
47,229 |
7,419 |
18.6% |
297,206 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
537-5 |
532-5 |
516-4 |
|
| R3 |
529-7 |
524-7 |
514-3 |
|
| R2 |
522-1 |
522-1 |
513-5 |
|
| R1 |
517-1 |
517-1 |
513-0 |
515-6 |
| PP |
514-3 |
514-3 |
514-3 |
513-5 |
| S1 |
509-3 |
509-3 |
511-4 |
508-0 |
| S2 |
506-5 |
506-5 |
510-7 |
|
| S3 |
498-7 |
501-5 |
510-1 |
|
| S4 |
491-1 |
493-7 |
508-0 |
|
|
| 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 |
7.4% |
14-6 |
2.9% |
61% |
False |
False |
47,995 |
| 10 |
573-0 |
489-0 |
84-0 |
16.4% |
17-6 |
3.5% |
28% |
False |
False |
54,239 |
| 20 |
573-0 |
461-0 |
112-0 |
21.9% |
17-4 |
3.4% |
46% |
False |
False |
50,008 |
| 40 |
573-0 |
439-0 |
134-0 |
26.2% |
15-5 |
3.0% |
55% |
False |
False |
42,120 |
| 60 |
573-0 |
439-0 |
134-0 |
26.2% |
14-4 |
2.8% |
55% |
False |
False |
40,401 |
| 80 |
584-4 |
439-0 |
145-4 |
28.4% |
14-3 |
2.8% |
50% |
False |
False |
37,235 |
| 100 |
626-0 |
439-0 |
187-0 |
36.5% |
13-6 |
2.7% |
39% |
False |
False |
33,400 |
| 120 |
723-4 |
439-0 |
284-4 |
55.5% |
13-6 |
2.7% |
26% |
False |
False |
30,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
552-2 |
|
2.618 |
539-4 |
|
1.618 |
531-6 |
|
1.000 |
527-0 |
|
0.618 |
524-0 |
|
HIGH |
519-2 |
|
0.618 |
516-2 |
|
0.500 |
515-3 |
|
0.382 |
514-4 |
|
LOW |
511-4 |
|
0.618 |
506-6 |
|
1.000 |
503-6 |
|
1.618 |
499-0 |
|
2.618 |
491-2 |
|
4.250 |
478-4 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
515-3 |
516-2 |
| PP |
514-3 |
514-7 |
| S1 |
513-2 |
513-5 |
|