CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
511-4 |
505-4 |
-6-0 |
-1.2% |
497-0 |
| High |
511-4 |
523-0 |
11-4 |
2.2% |
527-0 |
| Low |
496-4 |
499-4 |
3-0 |
0.6% |
496-0 |
| Close |
497-2 |
520-0 |
22-6 |
4.6% |
497-2 |
| Range |
15-0 |
23-4 |
8-4 |
56.7% |
31-0 |
| ATR |
17-5 |
18-2 |
0-5 |
3.3% |
0-0 |
| Volume |
30,257 |
47,550 |
17,293 |
57.2% |
222,197 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
584-5 |
575-7 |
532-7 |
|
| R3 |
561-1 |
552-3 |
526-4 |
|
| R2 |
537-5 |
537-5 |
524-2 |
|
| R1 |
528-7 |
528-7 |
522-1 |
533-2 |
| PP |
514-1 |
514-1 |
514-1 |
516-3 |
| S1 |
505-3 |
505-3 |
517-7 |
509-6 |
| S2 |
490-5 |
490-5 |
515-6 |
|
| S3 |
467-1 |
481-7 |
513-4 |
|
| S4 |
443-5 |
458-3 |
507-1 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
599-6 |
579-4 |
514-2 |
|
| R3 |
568-6 |
548-4 |
505-6 |
|
| R2 |
537-6 |
537-6 |
502-7 |
|
| R1 |
517-4 |
517-4 |
500-1 |
527-5 |
| PP |
506-6 |
506-6 |
506-6 |
511-6 |
| S1 |
486-4 |
486-4 |
494-3 |
496-5 |
| S2 |
475-6 |
475-6 |
491-5 |
|
| S3 |
444-6 |
455-4 |
488-6 |
|
| S4 |
413-6 |
424-4 |
480-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
527-0 |
496-4 |
30-4 |
5.9% |
16-0 |
3.1% |
77% |
False |
False |
44,277 |
| 10 |
527-0 |
489-0 |
38-0 |
7.3% |
15-6 |
3.0% |
82% |
False |
False |
49,015 |
| 20 |
573-0 |
489-0 |
84-0 |
16.2% |
17-7 |
3.4% |
37% |
False |
False |
48,886 |
| 40 |
573-0 |
439-0 |
134-0 |
25.8% |
15-7 |
3.1% |
60% |
False |
False |
42,467 |
| 60 |
573-0 |
439-0 |
134-0 |
25.8% |
14-6 |
2.8% |
60% |
False |
False |
40,330 |
| 80 |
584-4 |
439-0 |
145-4 |
28.0% |
14-4 |
2.8% |
56% |
False |
False |
37,735 |
| 100 |
618-4 |
439-0 |
179-4 |
34.5% |
14-0 |
2.7% |
45% |
False |
False |
33,781 |
| 120 |
723-4 |
439-0 |
284-4 |
54.7% |
13-7 |
2.7% |
28% |
False |
False |
31,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
622-7 |
|
2.618 |
584-4 |
|
1.618 |
561-0 |
|
1.000 |
546-4 |
|
0.618 |
537-4 |
|
HIGH |
523-0 |
|
0.618 |
514-0 |
|
0.500 |
511-2 |
|
0.382 |
508-4 |
|
LOW |
499-4 |
|
0.618 |
485-0 |
|
1.000 |
476-0 |
|
1.618 |
461-4 |
|
2.618 |
438-0 |
|
4.250 |
399-5 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
517-1 |
516-5 |
| PP |
514-1 |
513-1 |
| S1 |
511-2 |
509-6 |
|