CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
471-0 |
466-0 |
-5-0 |
-1.1% |
489-4 |
| High |
479-6 |
470-4 |
-9-2 |
-1.9% |
500-0 |
| Low |
459-0 |
464-4 |
5-4 |
1.2% |
476-0 |
| Close |
466-0 |
469-0 |
3-0 |
0.6% |
481-6 |
| Range |
20-6 |
6-0 |
-14-6 |
-71.1% |
24-0 |
| ATR |
14-5 |
14-0 |
-0-5 |
-4.2% |
0-0 |
| Volume |
20,916 |
28,579 |
7,663 |
36.6% |
278,459 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
486-0 |
483-4 |
472-2 |
|
| R3 |
480-0 |
477-4 |
470-5 |
|
| R2 |
474-0 |
474-0 |
470-1 |
|
| R1 |
471-4 |
471-4 |
469-4 |
472-6 |
| PP |
468-0 |
468-0 |
468-0 |
468-5 |
| S1 |
465-4 |
465-4 |
468-4 |
466-6 |
| S2 |
462-0 |
462-0 |
467-7 |
|
| S3 |
456-0 |
459-4 |
467-3 |
|
| S4 |
450-0 |
453-4 |
465-6 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557-7 |
543-7 |
495-0 |
|
| R3 |
533-7 |
519-7 |
488-3 |
|
| R2 |
509-7 |
509-7 |
486-1 |
|
| R1 |
495-7 |
495-7 |
484-0 |
490-7 |
| PP |
485-7 |
485-7 |
485-7 |
483-4 |
| S1 |
471-7 |
471-7 |
479-4 |
466-7 |
| S2 |
461-7 |
461-7 |
477-3 |
|
| S3 |
437-7 |
447-7 |
475-1 |
|
| S4 |
413-7 |
423-7 |
468-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
484-4 |
459-0 |
25-4 |
5.4% |
9-0 |
1.9% |
39% |
False |
False |
30,093 |
| 10 |
502-0 |
459-0 |
43-0 |
9.2% |
10-3 |
2.2% |
23% |
False |
False |
43,242 |
| 20 |
557-0 |
459-0 |
98-0 |
20.9% |
12-6 |
2.7% |
10% |
False |
False |
41,204 |
| 40 |
567-0 |
459-0 |
108-0 |
23.0% |
13-4 |
2.9% |
9% |
False |
False |
40,465 |
| 60 |
702-0 |
459-0 |
243-0 |
51.8% |
13-4 |
2.9% |
4% |
False |
False |
34,775 |
| 80 |
702-0 |
459-0 |
243-0 |
51.8% |
12-6 |
2.7% |
4% |
False |
False |
27,804 |
| 100 |
702-0 |
459-0 |
243-0 |
51.8% |
11-6 |
2.5% |
4% |
False |
False |
23,036 |
| 120 |
702-0 |
459-0 |
243-0 |
51.8% |
10-4 |
2.2% |
4% |
False |
False |
19,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
496-0 |
|
2.618 |
486-2 |
|
1.618 |
480-2 |
|
1.000 |
476-4 |
|
0.618 |
474-2 |
|
HIGH |
470-4 |
|
0.618 |
468-2 |
|
0.500 |
467-4 |
|
0.382 |
466-6 |
|
LOW |
464-4 |
|
0.618 |
460-6 |
|
1.000 |
458-4 |
|
1.618 |
454-6 |
|
2.618 |
448-6 |
|
4.250 |
439-0 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
468-4 |
469-3 |
| PP |
468-0 |
469-2 |
| S1 |
467-4 |
469-1 |
|