CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
463-0 |
470-4 |
7-4 |
1.6% |
470-0 |
| High |
472-4 |
488-0 |
15-4 |
3.3% |
479-6 |
| Low |
463-0 |
467-0 |
4-0 |
0.9% |
459-0 |
| Close |
471-6 |
471-0 |
-0-6 |
-0.2% |
460-2 |
| Range |
9-4 |
21-0 |
11-4 |
121.1% |
20-6 |
| ATR |
14-1 |
14-5 |
0-4 |
3.5% |
0-0 |
| Volume |
17,899 |
22,006 |
4,107 |
22.9% |
118,528 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
538-3 |
525-5 |
482-4 |
|
| R3 |
517-3 |
504-5 |
476-6 |
|
| R2 |
496-3 |
496-3 |
474-7 |
|
| R1 |
483-5 |
483-5 |
472-7 |
490-0 |
| PP |
475-3 |
475-3 |
475-3 |
478-4 |
| S1 |
462-5 |
462-5 |
469-1 |
469-0 |
| S2 |
454-3 |
454-3 |
467-1 |
|
| S3 |
433-3 |
441-5 |
465-2 |
|
| S4 |
412-3 |
420-5 |
459-4 |
|
|
| 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 |
488-0 |
459-0 |
29-0 |
6.2% |
14-7 |
3.2% |
41% |
True |
False |
20,129 |
| 10 |
491-4 |
459-0 |
32-4 |
6.9% |
11-6 |
2.5% |
37% |
False |
False |
29,476 |
| 20 |
557-0 |
459-0 |
98-0 |
20.8% |
13-2 |
2.8% |
12% |
False |
False |
39,437 |
| 40 |
557-0 |
459-0 |
98-0 |
20.8% |
14-0 |
3.0% |
12% |
False |
False |
39,020 |
| 60 |
700-0 |
459-0 |
241-0 |
51.2% |
13-4 |
2.9% |
5% |
False |
False |
35,060 |
| 80 |
702-0 |
459-0 |
243-0 |
51.6% |
12-7 |
2.7% |
5% |
False |
False |
28,266 |
| 100 |
702-0 |
459-0 |
243-0 |
51.6% |
11-7 |
2.5% |
5% |
False |
False |
23,460 |
| 120 |
702-0 |
459-0 |
243-0 |
51.6% |
10-6 |
2.3% |
5% |
False |
False |
19,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
577-2 |
|
2.618 |
543-0 |
|
1.618 |
522-0 |
|
1.000 |
509-0 |
|
0.618 |
501-0 |
|
HIGH |
488-0 |
|
0.618 |
480-0 |
|
0.500 |
477-4 |
|
0.382 |
475-0 |
|
LOW |
467-0 |
|
0.618 |
454-0 |
|
1.000 |
446-0 |
|
1.618 |
433-0 |
|
2.618 |
412-0 |
|
4.250 |
377-6 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
477-4 |
473-4 |
| PP |
475-3 |
472-5 |
| S1 |
473-1 |
471-7 |
|