CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
522-0 |
531-4 |
9-4 |
1.8% |
505-4 |
| High |
538-0 |
540-0 |
2-0 |
0.4% |
540-0 |
| Low |
522-0 |
529-0 |
7-0 |
1.3% |
499-4 |
| Close |
531-6 |
539-0 |
7-2 |
1.4% |
539-0 |
| Range |
16-0 |
11-0 |
-5-0 |
-31.3% |
40-4 |
| ATR |
17-7 |
17-3 |
-0-4 |
-2.7% |
0-0 |
| Volume |
69,290 |
79,147 |
9,857 |
14.2% |
312,224 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569-0 |
565-0 |
545-0 |
|
| R3 |
558-0 |
554-0 |
542-0 |
|
| R2 |
547-0 |
547-0 |
541-0 |
|
| R1 |
543-0 |
543-0 |
540-0 |
545-0 |
| PP |
536-0 |
536-0 |
536-0 |
537-0 |
| S1 |
532-0 |
532-0 |
538-0 |
534-0 |
| S2 |
525-0 |
525-0 |
537-0 |
|
| S3 |
514-0 |
521-0 |
536-0 |
|
| S4 |
503-0 |
510-0 |
533-0 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-5 |
633-7 |
561-2 |
|
| R3 |
607-1 |
593-3 |
550-1 |
|
| R2 |
566-5 |
566-5 |
546-3 |
|
| R1 |
552-7 |
552-7 |
542-6 |
559-6 |
| PP |
526-1 |
526-1 |
526-1 |
529-5 |
| S1 |
512-3 |
512-3 |
535-2 |
519-2 |
| S2 |
485-5 |
485-5 |
531-5 |
|
| S3 |
445-1 |
471-7 |
527-7 |
|
| S4 |
404-5 |
431-3 |
516-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
540-0 |
499-4 |
40-4 |
7.5% |
15-5 |
2.9% |
98% |
True |
False |
62,444 |
| 10 |
540-0 |
496-0 |
44-0 |
8.2% |
15-5 |
2.9% |
98% |
True |
False |
53,442 |
| 20 |
573-0 |
489-0 |
84-0 |
15.6% |
17-2 |
3.2% |
60% |
False |
False |
52,621 |
| 40 |
573-0 |
439-0 |
134-0 |
24.9% |
16-0 |
3.0% |
75% |
False |
False |
45,729 |
| 60 |
573-0 |
439-0 |
134-0 |
24.9% |
15-0 |
2.8% |
75% |
False |
False |
42,239 |
| 80 |
584-4 |
439-0 |
145-4 |
27.0% |
14-3 |
2.7% |
69% |
False |
False |
40,223 |
| 100 |
592-0 |
439-0 |
153-0 |
28.4% |
14-1 |
2.6% |
65% |
False |
False |
35,693 |
| 120 |
723-4 |
439-0 |
284-4 |
52.8% |
14-0 |
2.6% |
35% |
False |
False |
32,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
586-6 |
|
2.618 |
568-6 |
|
1.618 |
557-6 |
|
1.000 |
551-0 |
|
0.618 |
546-6 |
|
HIGH |
540-0 |
|
0.618 |
535-6 |
|
0.500 |
534-4 |
|
0.382 |
533-2 |
|
LOW |
529-0 |
|
0.618 |
522-2 |
|
1.000 |
518-0 |
|
1.618 |
511-2 |
|
2.618 |
500-2 |
|
4.250 |
482-2 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
537-4 |
536-3 |
| PP |
536-0 |
533-5 |
| S1 |
534-4 |
531-0 |
|