CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
557-0 |
579-4 |
22-4 |
4.0% |
505-4 |
| High |
574-6 |
581-0 |
6-2 |
1.1% |
540-0 |
| Low |
556-0 |
564-4 |
8-4 |
1.5% |
499-4 |
| Close |
574-6 |
566-2 |
-8-4 |
-1.5% |
539-0 |
| Range |
18-6 |
16-4 |
-2-2 |
-12.0% |
40-4 |
| ATR |
17-7 |
17-7 |
-0-1 |
-0.6% |
0-0 |
| Volume |
80,556 |
69,550 |
-11,006 |
-13.7% |
312,224 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
620-1 |
609-5 |
575-3 |
|
| R3 |
603-5 |
593-1 |
570-6 |
|
| R2 |
587-1 |
587-1 |
569-2 |
|
| R1 |
576-5 |
576-5 |
567-6 |
573-5 |
| PP |
570-5 |
570-5 |
570-5 |
569-0 |
| S1 |
560-1 |
560-1 |
564-6 |
557-1 |
| S2 |
554-1 |
554-1 |
563-2 |
|
| S3 |
537-5 |
543-5 |
561-6 |
|
| S4 |
521-1 |
527-1 |
557-1 |
|
|
| 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 |
581-0 |
522-0 |
59-0 |
10.4% |
14-6 |
2.6% |
75% |
True |
False |
66,878 |
| 10 |
581-0 |
496-4 |
84-4 |
14.9% |
14-6 |
2.6% |
83% |
True |
False |
57,566 |
| 20 |
581-0 |
489-0 |
92-0 |
16.2% |
16-4 |
2.9% |
84% |
True |
False |
56,313 |
| 40 |
581-0 |
439-0 |
142-0 |
25.1% |
16-2 |
2.9% |
90% |
True |
False |
48,438 |
| 60 |
581-0 |
439-0 |
142-0 |
25.1% |
15-0 |
2.7% |
90% |
True |
False |
43,580 |
| 80 |
584-4 |
439-0 |
145-4 |
25.7% |
14-4 |
2.6% |
87% |
False |
False |
42,009 |
| 100 |
584-4 |
439-0 |
145-4 |
25.7% |
14-3 |
2.5% |
87% |
False |
False |
37,032 |
| 120 |
720-0 |
439-0 |
281-0 |
49.6% |
14-0 |
2.5% |
45% |
False |
False |
33,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651-1 |
|
2.618 |
624-2 |
|
1.618 |
607-6 |
|
1.000 |
597-4 |
|
0.618 |
591-2 |
|
HIGH |
581-0 |
|
0.618 |
574-6 |
|
0.500 |
572-6 |
|
0.382 |
570-6 |
|
LOW |
564-4 |
|
0.618 |
554-2 |
|
1.000 |
548-0 |
|
1.618 |
537-6 |
|
2.618 |
521-2 |
|
4.250 |
494-3 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
572-6 |
566-4 |
| PP |
570-5 |
566-3 |
| S1 |
568-3 |
566-3 |
|