CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
510-4 |
533-0 |
22-4 |
4.4% |
497-0 |
| High |
525-0 |
538-0 |
13-0 |
2.5% |
527-0 |
| Low |
507-4 |
528-0 |
20-4 |
4.0% |
496-0 |
| Close |
523-0 |
531-6 |
8-6 |
1.7% |
497-2 |
| Range |
17-4 |
10-0 |
-7-4 |
-42.9% |
31-0 |
| ATR |
18-2 |
18-0 |
-0-2 |
-1.3% |
0-0 |
| Volume |
55,787 |
60,450 |
4,663 |
8.4% |
222,197 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
562-5 |
557-1 |
537-2 |
|
| R3 |
552-5 |
547-1 |
534-4 |
|
| R2 |
542-5 |
542-5 |
533-5 |
|
| R1 |
537-1 |
537-1 |
532-5 |
534-7 |
| PP |
532-5 |
532-5 |
532-5 |
531-4 |
| S1 |
527-1 |
527-1 |
530-7 |
524-7 |
| S2 |
522-5 |
522-5 |
529-7 |
|
| S3 |
512-5 |
517-1 |
529-0 |
|
| S4 |
502-5 |
507-1 |
526-2 |
|
|
| 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 |
538-0 |
496-4 |
41-4 |
7.8% |
14-6 |
2.8% |
85% |
True |
False |
48,254 |
| 10 |
538-0 |
489-0 |
49-0 |
9.2% |
14-6 |
2.8% |
87% |
True |
False |
47,997 |
| 20 |
573-0 |
489-0 |
84-0 |
15.8% |
17-0 |
3.2% |
51% |
False |
False |
49,971 |
| 40 |
573-0 |
439-0 |
134-0 |
25.2% |
15-6 |
3.0% |
69% |
False |
False |
43,436 |
| 60 |
573-0 |
439-0 |
134-0 |
25.2% |
15-0 |
2.8% |
69% |
False |
False |
41,109 |
| 80 |
584-4 |
439-0 |
145-4 |
27.4% |
14-3 |
2.7% |
64% |
False |
False |
38,889 |
| 100 |
606-0 |
439-0 |
167-0 |
31.4% |
14-1 |
2.6% |
56% |
False |
False |
34,655 |
| 120 |
723-4 |
439-0 |
284-4 |
53.5% |
13-7 |
2.6% |
33% |
False |
False |
31,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
580-4 |
|
2.618 |
564-1 |
|
1.618 |
554-1 |
|
1.000 |
548-0 |
|
0.618 |
544-1 |
|
HIGH |
538-0 |
|
0.618 |
534-1 |
|
0.500 |
533-0 |
|
0.382 |
531-7 |
|
LOW |
528-0 |
|
0.618 |
521-7 |
|
1.000 |
518-0 |
|
1.618 |
511-7 |
|
2.618 |
501-7 |
|
4.250 |
485-4 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
533-0 |
527-3 |
| PP |
532-5 |
523-1 |
| S1 |
532-1 |
518-6 |
|