CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
681-2 |
678-2 |
-3-0 |
-0.4% |
645-4 |
| High |
694-6 |
683-6 |
-11-0 |
-1.6% |
685-4 |
| Low |
676-6 |
672-4 |
-4-2 |
-0.6% |
645-4 |
| Close |
678-4 |
681-2 |
2-6 |
0.4% |
683-0 |
| Range |
18-0 |
11-2 |
-6-6 |
-37.5% |
40-0 |
| ATR |
12-6 |
12-5 |
-0-1 |
-0.8% |
0-0 |
| Volume |
58,687 |
83,642 |
24,955 |
42.5% |
272,134 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
712-7 |
708-3 |
687-4 |
|
| R3 |
701-5 |
697-1 |
684-3 |
|
| R2 |
690-3 |
690-3 |
683-2 |
|
| R1 |
685-7 |
685-7 |
682-2 |
688-1 |
| PP |
679-1 |
679-1 |
679-1 |
680-2 |
| S1 |
674-5 |
674-5 |
680-2 |
676-7 |
| S2 |
667-7 |
667-7 |
679-2 |
|
| S3 |
656-5 |
663-3 |
678-1 |
|
| S4 |
645-3 |
652-1 |
675-0 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791-3 |
777-1 |
705-0 |
|
| R3 |
751-3 |
737-1 |
694-0 |
|
| R2 |
711-3 |
711-3 |
690-3 |
|
| R1 |
697-1 |
697-1 |
686-5 |
704-2 |
| PP |
671-3 |
671-3 |
671-3 |
674-7 |
| S1 |
657-1 |
657-1 |
679-3 |
664-2 |
| S2 |
631-3 |
631-3 |
675-5 |
|
| S3 |
591-3 |
617-1 |
672-0 |
|
| S4 |
551-3 |
577-1 |
661-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
694-6 |
657-4 |
37-2 |
5.5% |
13-4 |
2.0% |
64% |
False |
False |
65,099 |
| 10 |
694-6 |
642-0 |
52-6 |
7.7% |
12-5 |
1.9% |
74% |
False |
False |
55,729 |
| 20 |
694-6 |
636-6 |
58-0 |
8.5% |
12-0 |
1.8% |
77% |
False |
False |
48,211 |
| 40 |
694-6 |
635-4 |
59-2 |
8.7% |
12-3 |
1.8% |
77% |
False |
False |
53,144 |
| 60 |
705-6 |
635-4 |
70-2 |
10.3% |
12-4 |
1.8% |
65% |
False |
False |
46,235 |
| 80 |
730-6 |
635-4 |
95-2 |
14.0% |
12-6 |
1.9% |
48% |
False |
False |
41,138 |
| 100 |
748-0 |
635-4 |
112-4 |
16.5% |
13-0 |
1.9% |
41% |
False |
False |
36,620 |
| 120 |
758-6 |
635-4 |
123-2 |
18.1% |
13-5 |
2.0% |
37% |
False |
False |
32,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
731-4 |
|
2.618 |
713-2 |
|
1.618 |
702-0 |
|
1.000 |
695-0 |
|
0.618 |
690-6 |
|
HIGH |
683-6 |
|
0.618 |
679-4 |
|
0.500 |
678-1 |
|
0.382 |
676-6 |
|
LOW |
672-4 |
|
0.618 |
665-4 |
|
1.000 |
661-2 |
|
1.618 |
654-2 |
|
2.618 |
643-0 |
|
4.250 |
624-6 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
680-2 |
683-5 |
| PP |
679-1 |
682-7 |
| S1 |
678-1 |
682-0 |
|