CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
531-4 |
554-0 |
22-4 |
4.2% |
505-4 |
| High |
540-0 |
563-4 |
23-4 |
4.4% |
540-0 |
| Low |
529-0 |
552-0 |
23-0 |
4.3% |
499-4 |
| Close |
539-0 |
562-2 |
23-2 |
4.3% |
539-0 |
| Range |
11-0 |
11-4 |
0-4 |
4.5% |
40-4 |
| ATR |
17-3 |
17-7 |
0-4 |
2.9% |
0-0 |
| Volume |
79,147 |
35,850 |
-43,297 |
-54.7% |
312,224 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593-6 |
589-4 |
568-5 |
|
| R3 |
582-2 |
578-0 |
565-3 |
|
| R2 |
570-6 |
570-6 |
564-3 |
|
| R1 |
566-4 |
566-4 |
563-2 |
568-5 |
| PP |
559-2 |
559-2 |
559-2 |
560-2 |
| S1 |
555-0 |
555-0 |
561-2 |
557-1 |
| S2 |
547-6 |
547-6 |
560-1 |
|
| S3 |
536-2 |
543-4 |
559-1 |
|
| S4 |
524-6 |
532-0 |
555-7 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-5 |
633-7 |
561-2 |
|
| R3 |
607-1 |
593-3 |
550-1 |
|
| R2 |
566-5 |
566-5 |
546-3 |
|
| R1 |
552-7 |
552-7 |
542-6 |
559-6 |
| PP |
526-1 |
526-1 |
526-1 |
529-5 |
| S1 |
512-3 |
512-3 |
535-2 |
519-2 |
| S2 |
485-5 |
485-5 |
531-5 |
|
| S3 |
445-1 |
471-7 |
527-7 |
|
| S4 |
404-5 |
431-3 |
516-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
563-4 |
507-4 |
56-0 |
10.0% |
13-2 |
2.3% |
98% |
True |
False |
60,104 |
| 10 |
563-4 |
496-4 |
67-0 |
11.9% |
14-5 |
2.6% |
98% |
True |
False |
52,191 |
| 20 |
573-0 |
489-0 |
84-0 |
14.9% |
17-0 |
3.0% |
87% |
False |
False |
53,127 |
| 40 |
573-0 |
439-0 |
134-0 |
23.8% |
16-1 |
2.9% |
92% |
False |
False |
46,124 |
| 60 |
573-0 |
439-0 |
134-0 |
23.8% |
15-0 |
2.7% |
92% |
False |
False |
42,484 |
| 80 |
584-4 |
439-0 |
145-4 |
25.9% |
14-2 |
2.5% |
85% |
False |
False |
40,443 |
| 100 |
592-0 |
439-0 |
153-0 |
27.2% |
14-2 |
2.5% |
81% |
False |
False |
35,770 |
| 120 |
723-4 |
439-0 |
284-4 |
50.6% |
13-7 |
2.5% |
43% |
False |
False |
33,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
612-3 |
|
2.618 |
593-5 |
|
1.618 |
582-1 |
|
1.000 |
575-0 |
|
0.618 |
570-5 |
|
HIGH |
563-4 |
|
0.618 |
559-1 |
|
0.500 |
557-6 |
|
0.382 |
556-3 |
|
LOW |
552-0 |
|
0.618 |
544-7 |
|
1.000 |
540-4 |
|
1.618 |
533-3 |
|
2.618 |
521-7 |
|
4.250 |
503-1 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
560-6 |
555-6 |
| PP |
559-2 |
549-2 |
| S1 |
557-6 |
542-6 |
|