CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
495-0 |
497-0 |
2-0 |
0.4% |
557-0 |
| High |
500-0 |
517-0 |
17-0 |
3.4% |
558-0 |
| Low |
489-0 |
496-0 |
7-0 |
1.4% |
489-0 |
| Close |
494-2 |
516-6 |
22-4 |
4.6% |
494-2 |
| Range |
11-0 |
21-0 |
10-0 |
90.9% |
69-0 |
| ATR |
18-3 |
18-6 |
0-2 |
1.7% |
0-0 |
| Volume |
48,038 |
48,361 |
323 |
0.7% |
297,206 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
572-7 |
565-7 |
528-2 |
|
| R3 |
551-7 |
544-7 |
522-4 |
|
| R2 |
530-7 |
530-7 |
520-5 |
|
| R1 |
523-7 |
523-7 |
518-5 |
527-3 |
| PP |
509-7 |
509-7 |
509-7 |
511-6 |
| S1 |
502-7 |
502-7 |
514-7 |
506-3 |
| S2 |
488-7 |
488-7 |
512-7 |
|
| S3 |
467-7 |
481-7 |
511-0 |
|
| S4 |
446-7 |
460-7 |
505-2 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-6 |
676-4 |
532-2 |
|
| R3 |
651-6 |
607-4 |
513-2 |
|
| R2 |
582-6 |
582-6 |
506-7 |
|
| R1 |
538-4 |
538-4 |
500-5 |
526-1 |
| PP |
513-6 |
513-6 |
513-6 |
507-4 |
| S1 |
469-4 |
469-4 |
487-7 |
457-1 |
| S2 |
444-6 |
444-6 |
481-5 |
|
| S3 |
375-6 |
400-4 |
475-2 |
|
| S4 |
306-6 |
331-4 |
456-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
525-0 |
489-0 |
36-0 |
7.0% |
15-4 |
3.0% |
77% |
False |
False |
53,753 |
| 10 |
573-0 |
489-0 |
84-0 |
16.3% |
19-2 |
3.7% |
33% |
False |
False |
54,063 |
| 20 |
573-0 |
454-0 |
119-0 |
23.0% |
17-4 |
3.4% |
53% |
False |
False |
47,986 |
| 40 |
573-0 |
439-0 |
134-0 |
25.9% |
15-4 |
3.0% |
58% |
False |
False |
40,695 |
| 60 |
573-0 |
439-0 |
134-0 |
25.9% |
14-3 |
2.8% |
58% |
False |
False |
40,894 |
| 80 |
584-4 |
439-0 |
145-4 |
28.2% |
14-5 |
2.8% |
53% |
False |
False |
36,234 |
| 100 |
640-0 |
439-0 |
201-0 |
38.9% |
13-5 |
2.6% |
39% |
False |
False |
32,403 |
| 120 |
723-4 |
439-0 |
284-4 |
55.1% |
13-6 |
2.7% |
27% |
False |
False |
29,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606-2 |
|
2.618 |
572-0 |
|
1.618 |
551-0 |
|
1.000 |
538-0 |
|
0.618 |
530-0 |
|
HIGH |
517-0 |
|
0.618 |
509-0 |
|
0.500 |
506-4 |
|
0.382 |
504-0 |
|
LOW |
496-0 |
|
0.618 |
483-0 |
|
1.000 |
475-0 |
|
1.618 |
462-0 |
|
2.618 |
441-0 |
|
4.250 |
406-6 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
513-3 |
512-1 |
| PP |
509-7 |
507-5 |
| S1 |
506-4 |
503-0 |
|