CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
551-0 |
544-0 |
-7-0 |
-1.3% |
554-0 |
| High |
551-0 |
553-4 |
2-4 |
0.5% |
581-0 |
| Low |
532-2 |
537-0 |
4-6 |
0.9% |
552-0 |
| Close |
533-0 |
550-2 |
17-2 |
3.2% |
559-6 |
| Range |
18-6 |
16-4 |
-2-2 |
-12.0% |
29-0 |
| ATR |
18-0 |
18-1 |
0-1 |
1.0% |
0-0 |
| Volume |
46,052 |
40,378 |
-5,674 |
-12.3% |
289,118 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596-3 |
589-7 |
559-3 |
|
| R3 |
579-7 |
573-3 |
554-6 |
|
| R2 |
563-3 |
563-3 |
553-2 |
|
| R1 |
556-7 |
556-7 |
551-6 |
560-1 |
| PP |
546-7 |
546-7 |
546-7 |
548-4 |
| S1 |
540-3 |
540-3 |
548-6 |
543-5 |
| S2 |
530-3 |
530-3 |
547-2 |
|
| S3 |
513-7 |
523-7 |
545-6 |
|
| S4 |
497-3 |
507-3 |
541-1 |
|
|
| 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 |
579-4 |
532-2 |
47-2 |
8.6% |
16-2 |
3.0% |
38% |
False |
False |
44,951 |
| 10 |
581-0 |
522-0 |
59-0 |
10.7% |
15-4 |
2.8% |
48% |
False |
False |
55,915 |
| 20 |
581-0 |
489-0 |
92-0 |
16.7% |
15-1 |
2.8% |
67% |
False |
False |
51,956 |
| 40 |
581-0 |
440-0 |
141-0 |
25.6% |
16-1 |
2.9% |
78% |
False |
False |
48,792 |
| 60 |
581-0 |
439-0 |
142-0 |
25.8% |
15-1 |
2.7% |
78% |
False |
False |
43,677 |
| 80 |
581-0 |
439-0 |
142-0 |
25.8% |
14-5 |
2.7% |
78% |
False |
False |
43,033 |
| 100 |
584-4 |
439-0 |
145-4 |
26.4% |
14-4 |
2.6% |
76% |
False |
False |
38,523 |
| 120 |
670-0 |
439-0 |
231-0 |
42.0% |
14-0 |
2.5% |
48% |
False |
False |
34,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
623-5 |
|
2.618 |
596-6 |
|
1.618 |
580-2 |
|
1.000 |
570-0 |
|
0.618 |
563-6 |
|
HIGH |
553-4 |
|
0.618 |
547-2 |
|
0.500 |
545-2 |
|
0.382 |
543-2 |
|
LOW |
537-0 |
|
0.618 |
526-6 |
|
1.000 |
520-4 |
|
1.618 |
510-2 |
|
2.618 |
493-6 |
|
4.250 |
466-7 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
548-5 |
555-7 |
| PP |
546-7 |
554-0 |
| S1 |
545-2 |
552-1 |
|