CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
482-0 |
478-0 |
-4-0 |
-0.8% |
463-0 |
| High |
482-0 |
480-0 |
-2-0 |
-0.4% |
488-0 |
| Low |
465-4 |
460-0 |
-5-4 |
-1.2% |
460-0 |
| Close |
475-0 |
467-0 |
-8-0 |
-1.7% |
467-0 |
| Range |
16-4 |
20-0 |
3-4 |
21.2% |
28-0 |
| ATR |
14-3 |
14-6 |
0-3 |
2.8% |
0-0 |
| Volume |
16,571 |
14,195 |
-2,376 |
-14.3% |
86,035 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
529-0 |
518-0 |
478-0 |
|
| R3 |
509-0 |
498-0 |
472-4 |
|
| R2 |
489-0 |
489-0 |
470-5 |
|
| R1 |
478-0 |
478-0 |
468-7 |
473-4 |
| PP |
469-0 |
469-0 |
469-0 |
466-6 |
| S1 |
458-0 |
458-0 |
465-1 |
453-4 |
| S2 |
449-0 |
449-0 |
463-3 |
|
| S3 |
429-0 |
438-0 |
461-4 |
|
| S4 |
409-0 |
418-0 |
456-0 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
555-5 |
539-3 |
482-3 |
|
| R3 |
527-5 |
511-3 |
474-6 |
|
| R2 |
499-5 |
499-5 |
472-1 |
|
| R1 |
483-3 |
483-3 |
469-5 |
491-4 |
| PP |
471-5 |
471-5 |
471-5 |
475-6 |
| S1 |
455-3 |
455-3 |
464-3 |
463-4 |
| S2 |
443-5 |
443-5 |
461-7 |
|
| S3 |
415-5 |
427-3 |
459-2 |
|
| S4 |
387-5 |
399-3 |
451-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
488-0 |
460-0 |
28-0 |
6.0% |
14-6 |
3.2% |
25% |
False |
True |
17,207 |
| 10 |
488-0 |
459-0 |
29-0 |
6.2% |
12-6 |
2.7% |
28% |
False |
False |
20,456 |
| 20 |
557-0 |
459-0 |
98-0 |
21.0% |
13-4 |
2.9% |
8% |
False |
False |
37,032 |
| 40 |
557-0 |
459-0 |
98-0 |
21.0% |
13-6 |
3.0% |
8% |
False |
False |
35,884 |
| 60 |
655-0 |
459-0 |
196-0 |
42.0% |
13-1 |
2.8% |
4% |
False |
False |
34,715 |
| 80 |
702-0 |
459-0 |
243-0 |
52.0% |
13-1 |
2.8% |
3% |
False |
False |
28,654 |
| 100 |
702-0 |
459-0 |
243-0 |
52.0% |
11-7 |
2.6% |
3% |
False |
False |
23,817 |
| 120 |
702-0 |
459-0 |
243-0 |
52.0% |
11-1 |
2.4% |
3% |
False |
False |
20,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
565-0 |
|
2.618 |
532-3 |
|
1.618 |
512-3 |
|
1.000 |
500-0 |
|
0.618 |
492-3 |
|
HIGH |
480-0 |
|
0.618 |
472-3 |
|
0.500 |
470-0 |
|
0.382 |
467-5 |
|
LOW |
460-0 |
|
0.618 |
447-5 |
|
1.000 |
440-0 |
|
1.618 |
427-5 |
|
2.618 |
407-5 |
|
4.250 |
375-0 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
470-0 |
471-0 |
| PP |
469-0 |
469-5 |
| S1 |
468-0 |
468-3 |
|