CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
502-0 |
500-0 |
-2-0 |
-0.4% |
515-4 |
| High |
513-2 |
500-4 |
-12-6 |
-2.5% |
526-0 |
| Low |
501-4 |
493-4 |
-8-0 |
-1.6% |
501-4 |
| Close |
509-4 |
499-4 |
-10-0 |
-2.0% |
509-4 |
| Range |
11-6 |
7-0 |
-4-6 |
-40.4% |
24-4 |
| ATR |
14-5 |
14-6 |
0-1 |
0.7% |
0-0 |
| Volume |
41,581 |
36,541 |
-5,040 |
-12.1% |
255,189 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
518-7 |
516-1 |
503-3 |
|
| R3 |
511-7 |
509-1 |
501-3 |
|
| R2 |
504-7 |
504-7 |
500-6 |
|
| R1 |
502-1 |
502-1 |
500-1 |
500-0 |
| PP |
497-7 |
497-7 |
497-7 |
496-6 |
| S1 |
495-1 |
495-1 |
498-7 |
493-0 |
| S2 |
490-7 |
490-7 |
498-2 |
|
| S3 |
483-7 |
488-1 |
497-5 |
|
| S4 |
476-7 |
481-1 |
495-5 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-7 |
572-1 |
523-0 |
|
| R3 |
561-3 |
547-5 |
516-2 |
|
| R2 |
536-7 |
536-7 |
514-0 |
|
| R1 |
523-1 |
523-1 |
511-6 |
517-6 |
| PP |
512-3 |
512-3 |
512-3 |
509-5 |
| S1 |
498-5 |
498-5 |
507-2 |
493-2 |
| S2 |
487-7 |
487-7 |
505-0 |
|
| S3 |
463-3 |
474-1 |
502-6 |
|
| S4 |
438-7 |
449-5 |
496-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
521-0 |
493-4 |
27-4 |
5.5% |
10-2 |
2.1% |
22% |
False |
True |
44,413 |
| 10 |
577-0 |
493-4 |
83-4 |
16.7% |
12-3 |
2.5% |
7% |
False |
True |
45,062 |
| 20 |
584-4 |
493-4 |
91-0 |
18.2% |
13-0 |
2.6% |
7% |
False |
True |
31,083 |
| 40 |
606-0 |
493-4 |
112-4 |
22.5% |
12-6 |
2.5% |
5% |
False |
True |
24,568 |
| 60 |
723-4 |
493-4 |
230-0 |
46.0% |
13-0 |
2.6% |
3% |
False |
True |
22,140 |
| 80 |
723-4 |
493-4 |
230-0 |
46.0% |
12-5 |
2.5% |
3% |
False |
True |
18,624 |
| 100 |
723-4 |
493-4 |
230-0 |
46.0% |
11-5 |
2.3% |
3% |
False |
True |
16,306 |
| 120 |
723-4 |
493-4 |
230-0 |
46.0% |
11-1 |
2.2% |
3% |
False |
True |
14,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
530-2 |
|
2.618 |
518-7 |
|
1.618 |
511-7 |
|
1.000 |
507-4 |
|
0.618 |
504-7 |
|
HIGH |
500-4 |
|
0.618 |
497-7 |
|
0.500 |
497-0 |
|
0.382 |
496-1 |
|
LOW |
493-4 |
|
0.618 |
489-1 |
|
1.000 |
486-4 |
|
1.618 |
482-1 |
|
2.618 |
475-1 |
|
4.250 |
463-6 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
498-5 |
505-6 |
| PP |
497-7 |
503-5 |
| S1 |
497-0 |
501-5 |
|