CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
701-2 |
701-6 |
0-4 |
0.1% |
691-2 |
| High |
710-4 |
708-0 |
-2-4 |
-0.4% |
706-4 |
| Low |
699-4 |
696-0 |
-3-4 |
-0.5% |
678-2 |
| Close |
701-6 |
696-4 |
-5-2 |
-0.7% |
705-6 |
| Range |
11-0 |
12-0 |
1-0 |
9.1% |
28-2 |
| ATR |
12-1 |
12-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
32,966 |
40,363 |
7,397 |
22.4% |
217,134 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736-1 |
728-3 |
703-1 |
|
| R3 |
724-1 |
716-3 |
699-6 |
|
| R2 |
712-1 |
712-1 |
698-6 |
|
| R1 |
704-3 |
704-3 |
697-5 |
702-2 |
| PP |
700-1 |
700-1 |
700-1 |
699-1 |
| S1 |
692-3 |
692-3 |
695-3 |
690-2 |
| S2 |
688-1 |
688-1 |
694-2 |
|
| S3 |
676-1 |
680-3 |
693-2 |
|
| S4 |
664-1 |
668-3 |
689-7 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
781-5 |
771-7 |
721-2 |
|
| R3 |
753-3 |
743-5 |
713-4 |
|
| R2 |
725-1 |
725-1 |
710-7 |
|
| R1 |
715-3 |
715-3 |
708-3 |
720-2 |
| PP |
696-7 |
696-7 |
696-7 |
699-2 |
| S1 |
687-1 |
687-1 |
703-1 |
692-0 |
| S2 |
668-5 |
668-5 |
700-5 |
|
| S3 |
640-3 |
658-7 |
698-0 |
|
| S4 |
612-1 |
630-5 |
690-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
711-2 |
685-6 |
25-4 |
3.7% |
13-7 |
2.0% |
42% |
False |
False |
52,730 |
| 10 |
711-2 |
678-2 |
33-0 |
4.7% |
12-3 |
1.8% |
55% |
False |
False |
46,828 |
| 20 |
711-2 |
672-4 |
38-6 |
5.6% |
11-7 |
1.7% |
62% |
False |
False |
51,383 |
| 40 |
711-2 |
636-6 |
74-4 |
10.7% |
12-0 |
1.7% |
80% |
False |
False |
47,832 |
| 60 |
711-2 |
635-4 |
75-6 |
10.9% |
12-3 |
1.8% |
81% |
False |
False |
51,872 |
| 80 |
711-2 |
635-4 |
75-6 |
10.9% |
12-3 |
1.8% |
81% |
False |
False |
46,194 |
| 100 |
734-0 |
635-4 |
98-4 |
14.1% |
12-4 |
1.8% |
62% |
False |
False |
41,787 |
| 120 |
751-4 |
635-4 |
116-0 |
16.7% |
12-7 |
1.9% |
53% |
False |
False |
37,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759-0 |
|
2.618 |
739-3 |
|
1.618 |
727-3 |
|
1.000 |
720-0 |
|
0.618 |
715-3 |
|
HIGH |
708-0 |
|
0.618 |
703-3 |
|
0.500 |
702-0 |
|
0.382 |
700-5 |
|
LOW |
696-0 |
|
0.618 |
688-5 |
|
1.000 |
684-0 |
|
1.618 |
676-5 |
|
2.618 |
664-5 |
|
4.250 |
645-0 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
702-0 |
703-2 |
| PP |
700-1 |
701-0 |
| S1 |
698-3 |
698-6 |
|