CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
579-4 |
563-0 |
-16-4 |
-2.8% |
505-4 |
| High |
581-0 |
570-0 |
-11-0 |
-1.9% |
540-0 |
| Low |
564-4 |
553-0 |
-11-4 |
-2.0% |
499-4 |
| Close |
566-2 |
562-4 |
-3-6 |
-0.7% |
539-0 |
| Range |
16-4 |
17-0 |
0-4 |
3.0% |
40-4 |
| ATR |
17-7 |
17-6 |
0-0 |
-0.3% |
0-0 |
| Volume |
69,550 |
57,575 |
-11,975 |
-17.2% |
312,224 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
612-7 |
604-5 |
571-7 |
|
| R3 |
595-7 |
587-5 |
567-1 |
|
| R2 |
578-7 |
578-7 |
565-5 |
|
| R1 |
570-5 |
570-5 |
564-0 |
566-2 |
| PP |
561-7 |
561-7 |
561-7 |
559-5 |
| S1 |
553-5 |
553-5 |
561-0 |
549-2 |
| S2 |
544-7 |
544-7 |
559-3 |
|
| S3 |
527-7 |
536-5 |
557-7 |
|
| S4 |
510-7 |
519-5 |
553-1 |
|
|
| 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 |
581-0 |
529-0 |
52-0 |
9.2% |
15-0 |
2.7% |
64% |
False |
False |
64,535 |
| 10 |
581-0 |
496-4 |
84-4 |
15.0% |
15-5 |
2.8% |
78% |
False |
False |
58,601 |
| 20 |
581-0 |
489-0 |
92-0 |
16.4% |
16-6 |
3.0% |
80% |
False |
False |
56,420 |
| 40 |
581-0 |
439-0 |
142-0 |
25.2% |
16-2 |
2.9% |
87% |
False |
False |
48,882 |
| 60 |
581-0 |
439-0 |
142-0 |
25.2% |
15-1 |
2.7% |
87% |
False |
False |
43,730 |
| 80 |
584-4 |
439-0 |
145-4 |
25.9% |
14-4 |
2.6% |
85% |
False |
False |
42,523 |
| 100 |
584-4 |
439-0 |
145-4 |
25.9% |
14-2 |
2.5% |
85% |
False |
False |
37,474 |
| 120 |
704-0 |
439-0 |
265-0 |
47.1% |
14-0 |
2.5% |
47% |
False |
False |
34,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
642-2 |
|
2.618 |
614-4 |
|
1.618 |
597-4 |
|
1.000 |
587-0 |
|
0.618 |
580-4 |
|
HIGH |
570-0 |
|
0.618 |
563-4 |
|
0.500 |
561-4 |
|
0.382 |
559-4 |
|
LOW |
553-0 |
|
0.618 |
542-4 |
|
1.000 |
536-0 |
|
1.618 |
525-4 |
|
2.618 |
508-4 |
|
4.250 |
480-6 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
562-1 |
567-0 |
| PP |
561-7 |
565-4 |
| S1 |
561-4 |
564-0 |
|