CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
457-4 |
461-4 |
4-0 |
0.9% |
472-0 |
| High |
480-0 |
468-0 |
-12-0 |
-2.5% |
475-0 |
| Low |
457-4 |
457-0 |
-0-4 |
-0.1% |
452-0 |
| Close |
470-4 |
467-2 |
-3-2 |
-0.7% |
467-2 |
| Range |
22-4 |
11-0 |
-11-4 |
-51.1% |
23-0 |
| ATR |
14-4 |
14-4 |
-0-1 |
-0.5% |
0-0 |
| Volume |
25,951 |
51,514 |
25,563 |
98.5% |
111,583 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
497-1 |
493-1 |
473-2 |
|
| R3 |
486-1 |
482-1 |
470-2 |
|
| R2 |
475-1 |
475-1 |
469-2 |
|
| R1 |
471-1 |
471-1 |
468-2 |
473-1 |
| PP |
464-1 |
464-1 |
464-1 |
465-0 |
| S1 |
460-1 |
460-1 |
466-2 |
462-1 |
| S2 |
453-1 |
453-1 |
465-2 |
|
| S3 |
442-1 |
449-1 |
464-2 |
|
| S4 |
431-1 |
438-1 |
461-2 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
533-6 |
523-4 |
479-7 |
|
| R3 |
510-6 |
500-4 |
473-5 |
|
| R2 |
487-6 |
487-6 |
471-4 |
|
| R1 |
477-4 |
477-4 |
469-3 |
471-1 |
| PP |
464-6 |
464-6 |
464-6 |
461-4 |
| S1 |
454-4 |
454-4 |
465-1 |
448-1 |
| S2 |
441-6 |
441-6 |
463-0 |
|
| S3 |
418-6 |
431-4 |
460-7 |
|
| S4 |
395-6 |
408-4 |
454-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
480-0 |
452-0 |
28-0 |
6.0% |
13-4 |
2.9% |
54% |
False |
False |
34,457 |
| 10 |
490-0 |
452-0 |
38-0 |
8.1% |
12-0 |
2.6% |
40% |
False |
False |
32,404 |
| 20 |
516-0 |
452-0 |
64-0 |
13.7% |
13-4 |
2.9% |
24% |
False |
False |
36,456 |
| 40 |
584-4 |
452-0 |
132-4 |
28.4% |
13-1 |
2.8% |
12% |
False |
False |
34,343 |
| 60 |
606-0 |
452-0 |
154-0 |
33.0% |
12-7 |
2.8% |
10% |
False |
False |
28,801 |
| 80 |
723-4 |
452-0 |
271-4 |
58.1% |
13-0 |
2.8% |
6% |
False |
False |
25,965 |
| 100 |
723-4 |
452-0 |
271-4 |
58.1% |
12-6 |
2.7% |
6% |
False |
False |
22,452 |
| 120 |
723-4 |
452-0 |
271-4 |
58.1% |
12-0 |
2.6% |
6% |
False |
False |
19,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
514-6 |
|
2.618 |
496-6 |
|
1.618 |
485-6 |
|
1.000 |
479-0 |
|
0.618 |
474-6 |
|
HIGH |
468-0 |
|
0.618 |
463-6 |
|
0.500 |
462-4 |
|
0.382 |
461-2 |
|
LOW |
457-0 |
|
0.618 |
450-2 |
|
1.000 |
446-0 |
|
1.618 |
439-2 |
|
2.618 |
428-2 |
|
4.250 |
410-2 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
465-5 |
466-7 |
| PP |
464-1 |
466-3 |
| S1 |
462-4 |
466-0 |
|