CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
476-0 |
463-0 |
-13-0 |
-2.7% |
470-0 |
| High |
476-0 |
472-4 |
-3-4 |
-0.7% |
479-6 |
| Low |
459-0 |
463-0 |
4-0 |
0.9% |
459-0 |
| Close |
460-2 |
471-6 |
11-4 |
2.5% |
460-2 |
| Range |
17-0 |
9-4 |
-7-4 |
-44.1% |
20-6 |
| ATR |
14-2 |
14-1 |
-0-1 |
-1.0% |
0-0 |
| Volume |
11,249 |
17,899 |
6,650 |
59.1% |
118,528 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
497-5 |
494-1 |
477-0 |
|
| R3 |
488-1 |
484-5 |
474-3 |
|
| R2 |
478-5 |
478-5 |
473-4 |
|
| R1 |
475-1 |
475-1 |
472-5 |
476-7 |
| PP |
469-1 |
469-1 |
469-1 |
470-0 |
| S1 |
465-5 |
465-5 |
470-7 |
467-3 |
| S2 |
459-5 |
459-5 |
470-0 |
|
| S3 |
450-1 |
456-1 |
469-1 |
|
| S4 |
440-5 |
446-5 |
466-4 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
528-5 |
515-1 |
471-5 |
|
| R3 |
507-7 |
494-3 |
466-0 |
|
| R2 |
487-1 |
487-1 |
464-0 |
|
| R1 |
473-5 |
473-5 |
462-1 |
470-0 |
| PP |
466-3 |
466-3 |
466-3 |
464-4 |
| S1 |
452-7 |
452-7 |
458-3 |
449-2 |
| S2 |
445-5 |
445-5 |
456-4 |
|
| S3 |
424-7 |
432-1 |
454-4 |
|
| S4 |
404-1 |
411-3 |
448-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
479-6 |
459-0 |
20-6 |
4.4% |
11-4 |
2.4% |
61% |
False |
False |
21,222 |
| 10 |
494-6 |
459-0 |
35-6 |
7.6% |
10-5 |
2.2% |
36% |
False |
False |
33,798 |
| 20 |
557-0 |
459-0 |
98-0 |
20.8% |
12-6 |
2.7% |
13% |
False |
False |
39,450 |
| 40 |
567-0 |
459-0 |
108-0 |
22.9% |
13-6 |
2.9% |
12% |
False |
False |
39,102 |
| 60 |
702-0 |
459-0 |
243-0 |
51.5% |
13-4 |
2.9% |
5% |
False |
False |
34,959 |
| 80 |
702-0 |
459-0 |
243-0 |
51.5% |
12-7 |
2.7% |
5% |
False |
False |
28,060 |
| 100 |
702-0 |
459-0 |
243-0 |
51.5% |
11-6 |
2.5% |
5% |
False |
False |
23,250 |
| 120 |
702-0 |
459-0 |
243-0 |
51.5% |
10-5 |
2.3% |
5% |
False |
False |
19,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
512-7 |
|
2.618 |
497-3 |
|
1.618 |
487-7 |
|
1.000 |
482-0 |
|
0.618 |
478-3 |
|
HIGH |
472-4 |
|
0.618 |
468-7 |
|
0.500 |
467-6 |
|
0.382 |
466-5 |
|
LOW |
463-0 |
|
0.618 |
457-1 |
|
1.000 |
453-4 |
|
1.618 |
447-5 |
|
2.618 |
438-1 |
|
4.250 |
422-5 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
470-3 |
470-3 |
| PP |
469-1 |
468-7 |
| S1 |
467-6 |
467-4 |
|