CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
470-4 |
479-0 |
8-4 |
1.8% |
470-0 |
| High |
488-0 |
480-0 |
-8-0 |
-1.6% |
479-6 |
| Low |
467-0 |
473-0 |
6-0 |
1.3% |
459-0 |
| Close |
471-0 |
478-6 |
7-6 |
1.6% |
460-2 |
| Range |
21-0 |
7-0 |
-14-0 |
-66.7% |
20-6 |
| ATR |
14-5 |
14-1 |
-0-3 |
-2.7% |
0-0 |
| Volume |
22,006 |
15,364 |
-6,642 |
-30.2% |
118,528 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
498-2 |
495-4 |
482-5 |
|
| R3 |
491-2 |
488-4 |
480-5 |
|
| R2 |
484-2 |
484-2 |
480-0 |
|
| R1 |
481-4 |
481-4 |
479-3 |
479-3 |
| PP |
477-2 |
477-2 |
477-2 |
476-2 |
| S1 |
474-4 |
474-4 |
478-1 |
472-3 |
| S2 |
470-2 |
470-2 |
477-4 |
|
| S3 |
463-2 |
467-4 |
476-7 |
|
| S4 |
456-2 |
460-4 |
474-7 |
|
|
| 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 |
6.1% |
12-1 |
2.5% |
68% |
False |
False |
19,019 |
| 10 |
491-4 |
459-0 |
32-4 |
6.8% |
11-0 |
2.3% |
61% |
False |
False |
25,969 |
| 20 |
557-0 |
459-0 |
98-0 |
20.5% |
13-0 |
2.7% |
20% |
False |
False |
38,718 |
| 40 |
557-0 |
459-0 |
98-0 |
20.5% |
13-4 |
2.8% |
20% |
False |
False |
37,876 |
| 60 |
681-0 |
459-0 |
222-0 |
46.4% |
13-3 |
2.8% |
9% |
False |
False |
34,948 |
| 80 |
702-0 |
459-0 |
243-0 |
50.8% |
12-6 |
2.7% |
8% |
False |
False |
28,355 |
| 100 |
702-0 |
459-0 |
243-0 |
50.8% |
11-7 |
2.5% |
8% |
False |
False |
23,580 |
| 120 |
702-0 |
459-0 |
243-0 |
50.8% |
10-7 |
2.3% |
8% |
False |
False |
20,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
509-6 |
|
2.618 |
498-3 |
|
1.618 |
491-3 |
|
1.000 |
487-0 |
|
0.618 |
484-3 |
|
HIGH |
480-0 |
|
0.618 |
477-3 |
|
0.500 |
476-4 |
|
0.382 |
475-5 |
|
LOW |
473-0 |
|
0.618 |
468-5 |
|
1.000 |
466-0 |
|
1.618 |
461-5 |
|
2.618 |
454-5 |
|
4.250 |
443-2 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
478-0 |
477-5 |
| PP |
477-2 |
476-5 |
| S1 |
476-4 |
475-4 |
|