CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
536-0 |
545-0 |
9-0 |
1.7% |
516-0 |
| High |
557-0 |
551-0 |
-6-0 |
-1.1% |
530-0 |
| Low |
536-0 |
538-4 |
2-4 |
0.5% |
505-0 |
| Close |
549-2 |
542-2 |
-7-0 |
-1.3% |
528-2 |
| Range |
21-0 |
12-4 |
-8-4 |
-40.5% |
25-0 |
| ATR |
16-0 |
15-6 |
-0-2 |
-1.6% |
0-0 |
| Volume |
32,936 |
89,009 |
56,073 |
170.2% |
144,148 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
581-3 |
574-3 |
549-1 |
|
| R3 |
568-7 |
561-7 |
545-6 |
|
| R2 |
556-3 |
556-3 |
544-4 |
|
| R1 |
549-3 |
549-3 |
543-3 |
546-5 |
| PP |
543-7 |
543-7 |
543-7 |
542-4 |
| S1 |
536-7 |
536-7 |
541-1 |
534-1 |
| S2 |
531-3 |
531-3 |
540-0 |
|
| S3 |
518-7 |
524-3 |
538-6 |
|
| S4 |
506-3 |
511-7 |
535-3 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596-1 |
587-1 |
542-0 |
|
| R3 |
571-1 |
562-1 |
535-1 |
|
| R2 |
546-1 |
546-1 |
532-7 |
|
| R1 |
537-1 |
537-1 |
530-4 |
541-5 |
| PP |
521-1 |
521-1 |
521-1 |
523-2 |
| S1 |
512-1 |
512-1 |
526-0 |
516-5 |
| S2 |
496-1 |
496-1 |
523-5 |
|
| S3 |
471-1 |
487-1 |
521-3 |
|
| S4 |
446-1 |
462-1 |
514-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
557-0 |
505-0 |
52-0 |
9.6% |
14-3 |
2.7% |
72% |
False |
False |
43,234 |
| 10 |
557-0 |
505-0 |
52-0 |
9.6% |
14-3 |
2.7% |
72% |
False |
False |
37,955 |
| 20 |
557-0 |
505-0 |
52-0 |
9.6% |
14-6 |
2.7% |
72% |
False |
False |
37,661 |
| 40 |
643-0 |
505-0 |
138-0 |
25.4% |
13-2 |
2.4% |
27% |
False |
False |
35,435 |
| 60 |
702-0 |
505-0 |
197-0 |
36.3% |
13-2 |
2.5% |
19% |
False |
False |
27,618 |
| 80 |
702-0 |
505-0 |
197-0 |
36.3% |
11-5 |
2.1% |
19% |
False |
False |
21,899 |
| 100 |
702-0 |
505-0 |
197-0 |
36.3% |
11-0 |
2.0% |
19% |
False |
False |
18,052 |
| 120 |
702-0 |
505-0 |
197-0 |
36.3% |
9-6 |
1.8% |
19% |
False |
False |
15,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
604-1 |
|
2.618 |
583-6 |
|
1.618 |
571-2 |
|
1.000 |
563-4 |
|
0.618 |
558-6 |
|
HIGH |
551-0 |
|
0.618 |
546-2 |
|
0.500 |
544-6 |
|
0.382 |
543-2 |
|
LOW |
538-4 |
|
0.618 |
530-6 |
|
1.000 |
526-0 |
|
1.618 |
518-2 |
|
2.618 |
505-6 |
|
4.250 |
485-3 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
544-6 |
540-3 |
| PP |
543-7 |
538-3 |
| S1 |
543-1 |
536-4 |
|