CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
442-4 |
457-0 |
14-4 |
3.3% |
458-0 |
| High |
451-2 |
470-4 |
19-2 |
4.3% |
459-0 |
| Low |
441-0 |
454-0 |
13-0 |
2.9% |
439-0 |
| Close |
442-6 |
460-2 |
17-4 |
4.0% |
441-2 |
| Range |
10-2 |
16-4 |
6-2 |
61.0% |
20-0 |
| ATR |
14-1 |
15-0 |
1-0 |
6.9% |
0-0 |
| Volume |
27,474 |
29,941 |
2,467 |
9.0% |
192,302 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511-1 |
502-1 |
469-3 |
|
| R3 |
494-5 |
485-5 |
464-6 |
|
| R2 |
478-1 |
478-1 |
463-2 |
|
| R1 |
469-1 |
469-1 |
461-6 |
473-5 |
| PP |
461-5 |
461-5 |
461-5 |
463-6 |
| S1 |
452-5 |
452-5 |
458-6 |
457-1 |
| S2 |
445-1 |
445-1 |
457-2 |
|
| S3 |
428-5 |
436-1 |
455-6 |
|
| S4 |
412-1 |
419-5 |
451-1 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
506-3 |
493-7 |
452-2 |
|
| R3 |
486-3 |
473-7 |
446-6 |
|
| R2 |
466-3 |
466-3 |
444-7 |
|
| R1 |
453-7 |
453-7 |
443-1 |
450-1 |
| PP |
446-3 |
446-3 |
446-3 |
444-4 |
| S1 |
433-7 |
433-7 |
439-3 |
430-1 |
| S2 |
426-3 |
426-3 |
437-5 |
|
| S3 |
406-3 |
413-7 |
435-6 |
|
| S4 |
386-3 |
393-7 |
430-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
470-4 |
439-0 |
31-4 |
6.8% |
13-3 |
2.9% |
67% |
True |
False |
31,711 |
| 10 |
474-0 |
439-0 |
35-0 |
7.6% |
15-3 |
3.4% |
61% |
False |
False |
36,710 |
| 20 |
480-0 |
439-0 |
41-0 |
8.9% |
13-2 |
2.9% |
52% |
False |
False |
33,701 |
| 40 |
521-0 |
439-0 |
82-0 |
17.8% |
12-7 |
2.8% |
26% |
False |
False |
36,354 |
| 60 |
584-4 |
439-0 |
145-4 |
31.6% |
13-4 |
2.9% |
15% |
False |
False |
32,483 |
| 80 |
638-0 |
439-0 |
199-0 |
43.2% |
12-6 |
2.8% |
11% |
False |
False |
28,673 |
| 100 |
723-4 |
439-0 |
284-4 |
61.8% |
13-0 |
2.8% |
7% |
False |
False |
26,033 |
| 120 |
723-4 |
439-0 |
284-4 |
61.8% |
12-4 |
2.7% |
7% |
False |
False |
22,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
540-5 |
|
2.618 |
513-6 |
|
1.618 |
497-2 |
|
1.000 |
487-0 |
|
0.618 |
480-6 |
|
HIGH |
470-4 |
|
0.618 |
464-2 |
|
0.500 |
462-2 |
|
0.382 |
460-2 |
|
LOW |
454-0 |
|
0.618 |
443-6 |
|
1.000 |
437-4 |
|
1.618 |
427-2 |
|
2.618 |
410-6 |
|
4.250 |
383-7 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
462-2 |
458-5 |
| PP |
461-5 |
456-7 |
| S1 |
460-7 |
455-2 |
|