CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
533-0 |
522-0 |
-11-0 |
-2.1% |
497-0 |
| High |
538-0 |
538-0 |
0-0 |
0.0% |
527-0 |
| Low |
528-0 |
522-0 |
-6-0 |
-1.1% |
496-0 |
| Close |
531-6 |
531-6 |
0-0 |
0.0% |
497-2 |
| Range |
10-0 |
16-0 |
6-0 |
60.0% |
31-0 |
| ATR |
18-0 |
17-7 |
-0-1 |
-0.8% |
0-0 |
| Volume |
60,450 |
69,290 |
8,840 |
14.6% |
222,197 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
578-5 |
571-1 |
540-4 |
|
| R3 |
562-5 |
555-1 |
536-1 |
|
| R2 |
546-5 |
546-5 |
534-5 |
|
| R1 |
539-1 |
539-1 |
533-2 |
542-7 |
| PP |
530-5 |
530-5 |
530-5 |
532-4 |
| S1 |
523-1 |
523-1 |
530-2 |
526-7 |
| S2 |
514-5 |
514-5 |
528-7 |
|
| S3 |
498-5 |
507-1 |
527-3 |
|
| S4 |
482-5 |
491-1 |
523-0 |
|
|
| 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% |
16-3 |
3.1% |
85% |
True |
False |
52,666 |
| 10 |
538-0 |
489-0 |
49-0 |
9.2% |
15-5 |
2.9% |
87% |
True |
False |
50,331 |
| 20 |
573-0 |
489-0 |
84-0 |
15.8% |
17-1 |
3.2% |
51% |
False |
False |
50,651 |
| 40 |
573-0 |
439-0 |
134-0 |
25.2% |
15-7 |
3.0% |
69% |
False |
False |
44,376 |
| 60 |
573-0 |
439-0 |
134-0 |
25.2% |
14-7 |
2.8% |
69% |
False |
False |
41,722 |
| 80 |
584-4 |
439-0 |
145-4 |
27.4% |
14-4 |
2.7% |
64% |
False |
False |
39,586 |
| 100 |
602-4 |
439-0 |
163-4 |
30.7% |
14-1 |
2.7% |
57% |
False |
False |
35,213 |
| 120 |
723-4 |
439-0 |
284-4 |
53.5% |
14-0 |
2.6% |
33% |
False |
False |
32,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606-0 |
|
2.618 |
579-7 |
|
1.618 |
563-7 |
|
1.000 |
554-0 |
|
0.618 |
547-7 |
|
HIGH |
538-0 |
|
0.618 |
531-7 |
|
0.500 |
530-0 |
|
0.382 |
528-1 |
|
LOW |
522-0 |
|
0.618 |
512-1 |
|
1.000 |
506-0 |
|
1.618 |
496-1 |
|
2.618 |
480-1 |
|
4.250 |
454-0 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
531-1 |
528-6 |
| PP |
530-5 |
525-6 |
| S1 |
530-0 |
522-6 |
|