CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
458-0 |
459-0 |
1-0 |
0.2% |
453-0 |
| High |
459-0 |
459-0 |
0-0 |
0.0% |
474-0 |
| Low |
451-0 |
444-0 |
-7-0 |
-1.6% |
448-0 |
| Close |
455-6 |
447-4 |
-8-2 |
-1.8% |
449-6 |
| Range |
8-0 |
15-0 |
7-0 |
87.5% |
26-0 |
| ATR |
14-3 |
14-3 |
0-0 |
0.3% |
0-0 |
| Volume |
60,761 |
30,401 |
-30,360 |
-50.0% |
163,631 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
495-1 |
486-3 |
455-6 |
|
| R3 |
480-1 |
471-3 |
451-5 |
|
| R2 |
465-1 |
465-1 |
450-2 |
|
| R1 |
456-3 |
456-3 |
448-7 |
453-2 |
| PP |
450-1 |
450-1 |
450-1 |
448-5 |
| S1 |
441-3 |
441-3 |
446-1 |
438-2 |
| S2 |
435-1 |
435-1 |
444-6 |
|
| S3 |
420-1 |
426-3 |
443-3 |
|
| S4 |
405-1 |
411-3 |
439-2 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
535-2 |
518-4 |
464-0 |
|
| R3 |
509-2 |
492-4 |
456-7 |
|
| R2 |
483-2 |
483-2 |
454-4 |
|
| R1 |
466-4 |
466-4 |
452-1 |
461-7 |
| PP |
457-2 |
457-2 |
457-2 |
455-0 |
| S1 |
440-4 |
440-4 |
447-3 |
435-7 |
| S2 |
431-2 |
431-2 |
445-0 |
|
| S3 |
405-2 |
414-4 |
442-5 |
|
| S4 |
379-2 |
388-4 |
435-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
474-0 |
444-0 |
30-0 |
6.7% |
17-4 |
3.9% |
12% |
False |
True |
41,709 |
| 10 |
474-0 |
444-0 |
30-0 |
6.7% |
13-3 |
3.0% |
12% |
False |
True |
36,300 |
| 20 |
494-2 |
444-0 |
50-2 |
11.2% |
12-6 |
2.8% |
7% |
False |
True |
34,302 |
| 40 |
577-0 |
444-0 |
133-0 |
29.7% |
13-0 |
2.9% |
3% |
False |
True |
38,104 |
| 60 |
584-4 |
444-0 |
140-4 |
31.4% |
13-3 |
3.0% |
2% |
False |
True |
31,314 |
| 80 |
670-0 |
444-0 |
226-0 |
50.5% |
12-7 |
2.9% |
2% |
False |
True |
27,863 |
| 100 |
723-4 |
444-0 |
279-4 |
62.5% |
13-0 |
2.9% |
1% |
False |
True |
24,973 |
| 120 |
723-4 |
444-0 |
279-4 |
62.5% |
12-1 |
2.7% |
1% |
False |
True |
21,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
522-6 |
|
2.618 |
498-2 |
|
1.618 |
483-2 |
|
1.000 |
474-0 |
|
0.618 |
468-2 |
|
HIGH |
459-0 |
|
0.618 |
453-2 |
|
0.500 |
451-4 |
|
0.382 |
449-6 |
|
LOW |
444-0 |
|
0.618 |
434-6 |
|
1.000 |
429-0 |
|
1.618 |
419-6 |
|
2.618 |
404-6 |
|
4.250 |
380-2 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
451-4 |
459-0 |
| PP |
450-1 |
455-1 |
| S1 |
448-7 |
451-3 |
|