CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
460-4 |
465-0 |
4-4 |
1.0% |
463-0 |
| High |
471-0 |
465-0 |
-6-0 |
-1.3% |
488-0 |
| Low |
455-0 |
458-0 |
3-0 |
0.7% |
460-0 |
| Close |
471-0 |
459-2 |
-11-6 |
-2.5% |
467-0 |
| Range |
16-0 |
7-0 |
-9-0 |
-56.3% |
28-0 |
| ATR |
14-7 |
14-6 |
-0-1 |
-0.9% |
0-0 |
| Volume |
30,360 |
14,438 |
-15,922 |
-52.4% |
86,035 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
481-6 |
477-4 |
463-1 |
|
| R3 |
474-6 |
470-4 |
461-1 |
|
| R2 |
467-6 |
467-6 |
460-4 |
|
| R1 |
463-4 |
463-4 |
459-7 |
462-1 |
| PP |
460-6 |
460-6 |
460-6 |
460-0 |
| S1 |
456-4 |
456-4 |
458-5 |
455-1 |
| S2 |
453-6 |
453-6 |
458-0 |
|
| S3 |
446-6 |
449-4 |
457-3 |
|
| S4 |
439-6 |
442-4 |
455-3 |
|
|
| 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 |
482-0 |
455-0 |
27-0 |
5.9% |
13-2 |
2.9% |
16% |
False |
False |
18,185 |
| 10 |
488-0 |
455-0 |
33-0 |
7.2% |
14-1 |
3.1% |
13% |
False |
False |
19,157 |
| 20 |
544-0 |
455-0 |
89-0 |
19.4% |
12-7 |
2.8% |
5% |
False |
False |
33,175 |
| 40 |
557-0 |
455-0 |
102-0 |
22.2% |
13-7 |
3.0% |
4% |
False |
False |
35,418 |
| 60 |
643-0 |
455-0 |
188-0 |
40.9% |
13-1 |
2.9% |
2% |
False |
False |
34,682 |
| 80 |
702-0 |
455-0 |
247-0 |
53.8% |
13-2 |
2.9% |
2% |
False |
False |
29,007 |
| 100 |
702-0 |
455-0 |
247-0 |
53.8% |
11-7 |
2.6% |
2% |
False |
False |
24,154 |
| 120 |
702-0 |
455-0 |
247-0 |
53.8% |
11-2 |
2.5% |
2% |
False |
False |
20,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
494-6 |
|
2.618 |
483-3 |
|
1.618 |
476-3 |
|
1.000 |
472-0 |
|
0.618 |
469-3 |
|
HIGH |
465-0 |
|
0.618 |
462-3 |
|
0.500 |
461-4 |
|
0.382 |
460-5 |
|
LOW |
458-0 |
|
0.618 |
453-5 |
|
1.000 |
451-0 |
|
1.618 |
446-5 |
|
2.618 |
439-5 |
|
4.250 |
428-2 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
461-4 |
467-4 |
| PP |
460-6 |
464-6 |
| S1 |
460-0 |
462-0 |
|