CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
479-0 |
482-0 |
3-0 |
0.6% |
470-0 |
| High |
480-0 |
482-0 |
2-0 |
0.4% |
479-6 |
| Low |
473-0 |
465-4 |
-7-4 |
-1.6% |
459-0 |
| Close |
478-6 |
475-0 |
-3-6 |
-0.8% |
460-2 |
| Range |
7-0 |
16-4 |
9-4 |
135.7% |
20-6 |
| ATR |
14-1 |
14-3 |
0-1 |
1.2% |
0-0 |
| Volume |
15,364 |
16,571 |
1,207 |
7.9% |
118,528 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
523-5 |
515-7 |
484-1 |
|
| R3 |
507-1 |
499-3 |
479-4 |
|
| R2 |
490-5 |
490-5 |
478-0 |
|
| R1 |
482-7 |
482-7 |
476-4 |
478-4 |
| PP |
474-1 |
474-1 |
474-1 |
472-0 |
| S1 |
466-3 |
466-3 |
473-4 |
462-0 |
| S2 |
457-5 |
457-5 |
472-0 |
|
| S3 |
441-1 |
449-7 |
470-4 |
|
| S4 |
424-5 |
433-3 |
465-7 |
|
|
| 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% |
14-2 |
3.0% |
55% |
False |
False |
16,617 |
| 10 |
488-0 |
459-0 |
29-0 |
6.1% |
11-5 |
2.4% |
55% |
False |
False |
23,355 |
| 20 |
557-0 |
459-0 |
98-0 |
20.6% |
13-1 |
2.8% |
16% |
False |
False |
38,213 |
| 40 |
557-0 |
459-0 |
98-0 |
20.6% |
13-4 |
2.8% |
16% |
False |
False |
36,717 |
| 60 |
666-0 |
459-0 |
207-0 |
43.6% |
13-0 |
2.7% |
8% |
False |
False |
34,925 |
| 80 |
702-0 |
459-0 |
243-0 |
51.2% |
12-7 |
2.7% |
7% |
False |
False |
28,511 |
| 100 |
702-0 |
459-0 |
243-0 |
51.2% |
12-0 |
2.5% |
7% |
False |
False |
23,702 |
| 120 |
702-0 |
459-0 |
243-0 |
51.2% |
11-0 |
2.3% |
7% |
False |
False |
20,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
552-1 |
|
2.618 |
525-2 |
|
1.618 |
508-6 |
|
1.000 |
498-4 |
|
0.618 |
492-2 |
|
HIGH |
482-0 |
|
0.618 |
475-6 |
|
0.500 |
473-6 |
|
0.382 |
471-6 |
|
LOW |
465-4 |
|
0.618 |
455-2 |
|
1.000 |
449-0 |
|
1.618 |
438-6 |
|
2.618 |
422-2 |
|
4.250 |
395-3 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
474-5 |
476-6 |
| PP |
474-1 |
476-1 |
| S1 |
473-6 |
475-5 |
|