CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
451-4 |
455-0 |
3-4 |
0.8% |
459-0 |
| High |
468-6 |
473-4 |
4-6 |
1.0% |
480-0 |
| Low |
451-0 |
453-0 |
2-0 |
0.4% |
452-0 |
| Close |
460-0 |
473-0 |
13-0 |
2.8% |
457-2 |
| Range |
17-6 |
20-4 |
2-6 |
15.5% |
28-0 |
| ATR |
13-3 |
13-7 |
0-4 |
3.8% |
0-0 |
| Volume |
31,349 |
39,844 |
8,495 |
27.1% |
173,110 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
528-0 |
521-0 |
484-2 |
|
| R3 |
507-4 |
500-4 |
478-5 |
|
| R2 |
487-0 |
487-0 |
476-6 |
|
| R1 |
480-0 |
480-0 |
474-7 |
483-4 |
| PP |
466-4 |
466-4 |
466-4 |
468-2 |
| S1 |
459-4 |
459-4 |
471-1 |
463-0 |
| S2 |
446-0 |
446-0 |
469-2 |
|
| S3 |
425-4 |
439-0 |
467-3 |
|
| S4 |
405-0 |
418-4 |
461-6 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547-1 |
530-1 |
472-5 |
|
| R3 |
519-1 |
502-1 |
465-0 |
|
| R2 |
491-1 |
491-1 |
462-3 |
|
| R1 |
474-1 |
474-1 |
459-7 |
468-5 |
| PP |
463-1 |
463-1 |
463-1 |
460-2 |
| S1 |
446-1 |
446-1 |
454-5 |
440-5 |
| S2 |
435-1 |
435-1 |
452-1 |
|
| S3 |
407-1 |
418-1 |
449-4 |
|
| S4 |
379-1 |
390-1 |
441-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
473-4 |
451-0 |
22-4 |
4.8% |
12-4 |
2.7% |
98% |
True |
False |
28,487 |
| 10 |
480-0 |
451-0 |
29-0 |
6.1% |
13-2 |
2.8% |
76% |
False |
False |
31,555 |
| 20 |
510-0 |
451-0 |
59-0 |
12.5% |
13-1 |
2.8% |
37% |
False |
False |
33,428 |
| 40 |
584-4 |
451-0 |
133-4 |
28.2% |
12-7 |
2.7% |
16% |
False |
False |
36,164 |
| 60 |
584-4 |
451-0 |
133-4 |
28.2% |
13-0 |
2.8% |
16% |
False |
False |
29,868 |
| 80 |
704-0 |
451-0 |
253-0 |
53.5% |
12-7 |
2.7% |
9% |
False |
False |
26,999 |
| 100 |
723-4 |
451-0 |
272-4 |
57.6% |
12-6 |
2.7% |
8% |
False |
False |
23,740 |
| 120 |
723-4 |
451-0 |
272-4 |
57.6% |
12-0 |
2.5% |
8% |
False |
False |
20,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
560-5 |
|
2.618 |
527-1 |
|
1.618 |
506-5 |
|
1.000 |
494-0 |
|
0.618 |
486-1 |
|
HIGH |
473-4 |
|
0.618 |
465-5 |
|
0.500 |
463-2 |
|
0.382 |
460-7 |
|
LOW |
453-0 |
|
0.618 |
440-3 |
|
1.000 |
432-4 |
|
1.618 |
419-7 |
|
2.618 |
399-3 |
|
4.250 |
365-7 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
469-6 |
469-3 |
| PP |
466-4 |
465-7 |
| S1 |
463-2 |
462-2 |
|