CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
505-4 |
510-4 |
5-0 |
1.0% |
497-0 |
| High |
523-0 |
525-0 |
2-0 |
0.4% |
527-0 |
| Low |
499-4 |
507-4 |
8-0 |
1.6% |
496-0 |
| Close |
520-0 |
523-0 |
3-0 |
0.6% |
497-2 |
| Range |
23-4 |
17-4 |
-6-0 |
-25.5% |
31-0 |
| ATR |
18-2 |
18-2 |
0-0 |
-0.3% |
0-0 |
| Volume |
47,550 |
55,787 |
8,237 |
17.3% |
222,197 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
571-0 |
564-4 |
532-5 |
|
| R3 |
553-4 |
547-0 |
527-6 |
|
| R2 |
536-0 |
536-0 |
526-2 |
|
| R1 |
529-4 |
529-4 |
524-5 |
532-6 |
| PP |
518-4 |
518-4 |
518-4 |
520-1 |
| S1 |
512-0 |
512-0 |
521-3 |
515-2 |
| S2 |
501-0 |
501-0 |
519-6 |
|
| S3 |
483-4 |
494-4 |
518-2 |
|
| S4 |
466-0 |
477-0 |
513-3 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
599-6 |
579-4 |
514-2 |
|
| R3 |
568-6 |
548-4 |
505-6 |
|
| R2 |
537-6 |
537-6 |
502-7 |
|
| R1 |
517-4 |
517-4 |
500-1 |
527-5 |
| PP |
506-6 |
506-6 |
506-6 |
511-6 |
| S1 |
486-4 |
486-4 |
494-3 |
496-5 |
| S2 |
475-6 |
475-6 |
491-5 |
|
| S3 |
444-6 |
455-4 |
488-6 |
|
| S4 |
413-6 |
424-4 |
480-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
527-0 |
496-4 |
30-4 |
5.8% |
16-5 |
3.2% |
87% |
False |
False |
44,126 |
| 10 |
527-0 |
489-0 |
38-0 |
7.3% |
15-2 |
2.9% |
89% |
False |
False |
47,579 |
| 20 |
573-0 |
489-0 |
84-0 |
16.1% |
17-4 |
3.4% |
40% |
False |
False |
49,762 |
| 40 |
573-0 |
439-0 |
134-0 |
25.6% |
15-6 |
3.0% |
63% |
False |
False |
43,213 |
| 60 |
573-0 |
439-0 |
134-0 |
25.6% |
14-7 |
2.9% |
63% |
False |
False |
40,651 |
| 80 |
584-4 |
439-0 |
145-4 |
27.8% |
14-3 |
2.8% |
58% |
False |
False |
38,259 |
| 100 |
606-0 |
439-0 |
167-0 |
31.9% |
14-0 |
2.7% |
50% |
False |
False |
34,218 |
| 120 |
723-4 |
439-0 |
284-4 |
54.4% |
14-0 |
2.7% |
30% |
False |
False |
31,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
599-3 |
|
2.618 |
570-7 |
|
1.618 |
553-3 |
|
1.000 |
542-4 |
|
0.618 |
535-7 |
|
HIGH |
525-0 |
|
0.618 |
518-3 |
|
0.500 |
516-2 |
|
0.382 |
514-1 |
|
LOW |
507-4 |
|
0.618 |
496-5 |
|
1.000 |
490-0 |
|
1.618 |
479-1 |
|
2.618 |
461-5 |
|
4.250 |
433-1 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
520-6 |
518-7 |
| PP |
518-4 |
514-7 |
| S1 |
516-2 |
510-6 |
|