CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
478-0 |
460-4 |
-17-4 |
-3.7% |
463-0 |
| High |
480-0 |
471-0 |
-9-0 |
-1.9% |
488-0 |
| Low |
460-0 |
455-0 |
-5-0 |
-1.1% |
460-0 |
| Close |
467-0 |
471-0 |
4-0 |
0.9% |
467-0 |
| Range |
20-0 |
16-0 |
-4-0 |
-20.0% |
28-0 |
| ATR |
14-6 |
14-7 |
0-1 |
0.6% |
0-0 |
| Volume |
14,195 |
30,360 |
16,165 |
113.9% |
86,035 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
513-5 |
508-3 |
479-6 |
|
| R3 |
497-5 |
492-3 |
475-3 |
|
| R2 |
481-5 |
481-5 |
473-7 |
|
| R1 |
476-3 |
476-3 |
472-4 |
479-0 |
| PP |
465-5 |
465-5 |
465-5 |
467-0 |
| S1 |
460-3 |
460-3 |
469-4 |
463-0 |
| S2 |
449-5 |
449-5 |
468-1 |
|
| S3 |
433-5 |
444-3 |
466-5 |
|
| S4 |
417-5 |
428-3 |
462-2 |
|
|
| 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 |
455-0 |
33-0 |
7.0% |
16-1 |
3.4% |
48% |
False |
True |
19,699 |
| 10 |
488-0 |
455-0 |
33-0 |
7.0% |
13-7 |
2.9% |
48% |
False |
True |
20,460 |
| 20 |
551-0 |
455-0 |
96-0 |
20.4% |
13-2 |
2.8% |
17% |
False |
True |
36,903 |
| 40 |
557-0 |
455-0 |
102-0 |
21.7% |
14-0 |
3.0% |
16% |
False |
True |
35,809 |
| 60 |
643-0 |
455-0 |
188-0 |
39.9% |
13-2 |
2.8% |
9% |
False |
True |
34,855 |
| 80 |
702-0 |
455-0 |
247-0 |
52.4% |
13-2 |
2.8% |
6% |
False |
True |
28,975 |
| 100 |
702-0 |
455-0 |
247-0 |
52.4% |
12-0 |
2.5% |
6% |
False |
True |
24,065 |
| 120 |
702-0 |
455-0 |
247-0 |
52.4% |
11-2 |
2.4% |
6% |
False |
True |
20,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
539-0 |
|
2.618 |
512-7 |
|
1.618 |
496-7 |
|
1.000 |
487-0 |
|
0.618 |
480-7 |
|
HIGH |
471-0 |
|
0.618 |
464-7 |
|
0.500 |
463-0 |
|
0.382 |
461-1 |
|
LOW |
455-0 |
|
0.618 |
445-1 |
|
1.000 |
439-0 |
|
1.618 |
429-1 |
|
2.618 |
413-1 |
|
4.250 |
387-0 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
468-3 |
470-1 |
| PP |
465-5 |
469-3 |
| S1 |
463-0 |
468-4 |
|