CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
563-0 |
561-0 |
-2-0 |
-0.4% |
554-0 |
| High |
570-0 |
561-0 |
-9-0 |
-1.6% |
581-0 |
| Low |
553-0 |
555-0 |
2-0 |
0.4% |
552-0 |
| Close |
562-4 |
559-6 |
-2-6 |
-0.5% |
559-6 |
| Range |
17-0 |
6-0 |
-11-0 |
-64.7% |
29-0 |
| ATR |
17-6 |
17-0 |
-0-6 |
-4.1% |
0-0 |
| Volume |
57,575 |
45,587 |
-11,988 |
-20.8% |
289,118 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
576-5 |
574-1 |
563-0 |
|
| R3 |
570-5 |
568-1 |
561-3 |
|
| R2 |
564-5 |
564-5 |
560-7 |
|
| R1 |
562-1 |
562-1 |
560-2 |
560-3 |
| PP |
558-5 |
558-5 |
558-5 |
557-6 |
| S1 |
556-1 |
556-1 |
559-2 |
554-3 |
| S2 |
552-5 |
552-5 |
558-5 |
|
| S3 |
546-5 |
550-1 |
558-1 |
|
| S4 |
540-5 |
544-1 |
556-4 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651-2 |
634-4 |
575-6 |
|
| R3 |
622-2 |
605-4 |
567-6 |
|
| R2 |
593-2 |
593-2 |
565-1 |
|
| R1 |
576-4 |
576-4 |
562-3 |
584-7 |
| PP |
564-2 |
564-2 |
564-2 |
568-4 |
| S1 |
547-4 |
547-4 |
557-1 |
555-7 |
| S2 |
535-2 |
535-2 |
554-3 |
|
| S3 |
506-2 |
518-4 |
551-6 |
|
| S4 |
477-2 |
489-4 |
543-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
581-0 |
552-0 |
29-0 |
5.2% |
14-0 |
2.5% |
27% |
False |
False |
57,823 |
| 10 |
581-0 |
499-4 |
81-4 |
14.6% |
14-6 |
2.6% |
74% |
False |
False |
60,134 |
| 20 |
581-0 |
489-0 |
92-0 |
16.4% |
15-6 |
2.8% |
77% |
False |
False |
56,037 |
| 40 |
581-0 |
439-0 |
142-0 |
25.4% |
15-6 |
2.8% |
85% |
False |
False |
48,867 |
| 60 |
581-0 |
439-0 |
142-0 |
25.4% |
15-0 |
2.7% |
85% |
False |
False |
43,891 |
| 80 |
584-4 |
439-0 |
145-4 |
26.0% |
14-4 |
2.6% |
83% |
False |
False |
42,899 |
| 100 |
584-4 |
439-0 |
145-4 |
26.0% |
14-2 |
2.5% |
83% |
False |
False |
37,706 |
| 120 |
693-4 |
439-0 |
254-4 |
45.5% |
13-6 |
2.5% |
47% |
False |
False |
34,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
586-4 |
|
2.618 |
576-6 |
|
1.618 |
570-6 |
|
1.000 |
567-0 |
|
0.618 |
564-6 |
|
HIGH |
561-0 |
|
0.618 |
558-6 |
|
0.500 |
558-0 |
|
0.382 |
557-2 |
|
LOW |
555-0 |
|
0.618 |
551-2 |
|
1.000 |
549-0 |
|
1.618 |
545-2 |
|
2.618 |
539-2 |
|
4.250 |
529-4 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
559-1 |
567-0 |
| PP |
558-5 |
564-5 |
| S1 |
558-0 |
562-1 |
|