CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
544-4 |
554-4 |
10-0 |
1.8% |
571-0 |
| High |
550-0 |
567-4 |
17-4 |
3.2% |
579-4 |
| Low |
541-4 |
554-4 |
13-0 |
2.4% |
532-2 |
| Close |
548-6 |
567-4 |
18-6 |
3.4% |
548-6 |
| Range |
8-4 |
13-0 |
4-4 |
52.9% |
47-2 |
| ATR |
17-4 |
17-5 |
0-1 |
0.5% |
0-0 |
| Volume |
34,063 |
20,034 |
-14,029 |
-41.2% |
155,660 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
602-1 |
597-7 |
574-5 |
|
| R3 |
589-1 |
584-7 |
571-1 |
|
| R2 |
576-1 |
576-1 |
569-7 |
|
| R1 |
571-7 |
571-7 |
568-6 |
574-0 |
| PP |
563-1 |
563-1 |
563-1 |
564-2 |
| S1 |
558-7 |
558-7 |
566-2 |
561-0 |
| S2 |
550-1 |
550-1 |
565-1 |
|
| S3 |
537-1 |
545-7 |
563-7 |
|
| S4 |
524-1 |
532-7 |
560-3 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
695-2 |
669-2 |
574-6 |
|
| R3 |
648-0 |
622-0 |
561-6 |
|
| R2 |
600-6 |
600-6 |
557-3 |
|
| R1 |
574-6 |
574-6 |
553-1 |
564-1 |
| PP |
553-4 |
553-4 |
553-4 |
548-2 |
| S1 |
527-4 |
527-4 |
544-3 |
516-7 |
| S2 |
506-2 |
506-2 |
540-1 |
|
| S3 |
459-0 |
480-2 |
535-6 |
|
| S4 |
411-6 |
433-0 |
522-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
579-4 |
532-2 |
47-2 |
8.3% |
16-0 |
2.8% |
75% |
False |
False |
35,138 |
| 10 |
581-0 |
532-2 |
48-6 |
8.6% |
15-0 |
2.6% |
72% |
False |
False |
46,481 |
| 20 |
581-0 |
496-0 |
85-0 |
15.0% |
15-2 |
2.7% |
84% |
False |
False |
49,961 |
| 40 |
581-0 |
441-0 |
140-0 |
24.7% |
16-1 |
2.8% |
90% |
False |
False |
48,451 |
| 60 |
581-0 |
439-0 |
142-0 |
25.0% |
15-1 |
2.7% |
90% |
False |
False |
43,473 |
| 80 |
581-0 |
439-0 |
142-0 |
25.0% |
14-4 |
2.5% |
90% |
False |
False |
42,948 |
| 100 |
584-4 |
439-0 |
145-4 |
25.6% |
14-5 |
2.6% |
88% |
False |
False |
38,722 |
| 120 |
660-0 |
439-0 |
221-0 |
38.9% |
13-7 |
2.4% |
58% |
False |
False |
35,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
622-6 |
|
2.618 |
601-4 |
|
1.618 |
588-4 |
|
1.000 |
580-4 |
|
0.618 |
575-4 |
|
HIGH |
567-4 |
|
0.618 |
562-4 |
|
0.500 |
561-0 |
|
0.382 |
559-4 |
|
LOW |
554-4 |
|
0.618 |
546-4 |
|
1.000 |
541-4 |
|
1.618 |
533-4 |
|
2.618 |
520-4 |
|
4.250 |
499-2 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
565-3 |
562-3 |
| PP |
563-1 |
557-3 |
| S1 |
561-0 |
552-2 |
|