CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
554-0 |
557-0 |
3-0 |
0.5% |
505-4 |
| High |
563-4 |
574-6 |
11-2 |
2.0% |
540-0 |
| Low |
552-0 |
556-0 |
4-0 |
0.7% |
499-4 |
| Close |
562-2 |
574-6 |
12-4 |
2.2% |
539-0 |
| Range |
11-4 |
18-6 |
7-2 |
63.0% |
40-4 |
| ATR |
17-7 |
17-7 |
0-1 |
0.4% |
0-0 |
| Volume |
35,850 |
80,556 |
44,706 |
124.7% |
312,224 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624-6 |
618-4 |
585-0 |
|
| R3 |
606-0 |
599-6 |
579-7 |
|
| R2 |
587-2 |
587-2 |
578-2 |
|
| R1 |
581-0 |
581-0 |
576-4 |
584-1 |
| PP |
568-4 |
568-4 |
568-4 |
570-0 |
| S1 |
562-2 |
562-2 |
573-0 |
565-3 |
| S2 |
549-6 |
549-6 |
571-2 |
|
| S3 |
531-0 |
543-4 |
569-5 |
|
| S4 |
512-2 |
524-6 |
564-4 |
|
|
| 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 |
574-6 |
522-0 |
52-6 |
9.2% |
13-4 |
2.3% |
100% |
True |
False |
65,058 |
| 10 |
574-6 |
496-4 |
78-2 |
13.6% |
15-0 |
2.6% |
100% |
True |
False |
54,592 |
| 20 |
574-6 |
489-0 |
85-6 |
14.9% |
17-0 |
3.0% |
100% |
True |
False |
55,103 |
| 40 |
574-6 |
439-0 |
135-6 |
23.6% |
16-3 |
2.8% |
100% |
True |
False |
47,483 |
| 60 |
574-6 |
439-0 |
135-6 |
23.6% |
15-1 |
2.6% |
100% |
True |
False |
43,183 |
| 80 |
584-4 |
439-0 |
145-4 |
25.3% |
14-3 |
2.5% |
93% |
False |
False |
41,290 |
| 100 |
592-0 |
439-0 |
153-0 |
26.6% |
14-3 |
2.5% |
89% |
False |
False |
36,441 |
| 120 |
723-4 |
439-0 |
284-4 |
49.5% |
14-0 |
2.4% |
48% |
False |
False |
33,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
654-4 |
|
2.618 |
623-7 |
|
1.618 |
605-1 |
|
1.000 |
593-4 |
|
0.618 |
586-3 |
|
HIGH |
574-6 |
|
0.618 |
567-5 |
|
0.500 |
565-3 |
|
0.382 |
563-1 |
|
LOW |
556-0 |
|
0.618 |
544-3 |
|
1.000 |
537-2 |
|
1.618 |
525-5 |
|
2.618 |
506-7 |
|
4.250 |
476-2 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
571-5 |
567-1 |
| PP |
568-4 |
559-4 |
| S1 |
565-3 |
551-7 |
|