CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
500-0 |
496-4 |
-3-4 |
-0.7% |
515-4 |
| High |
500-4 |
501-0 |
0-4 |
0.1% |
526-0 |
| Low |
493-4 |
496-4 |
3-0 |
0.6% |
501-4 |
| Close |
499-4 |
498-2 |
-1-2 |
-0.3% |
509-4 |
| Range |
7-0 |
4-4 |
-2-4 |
-35.7% |
24-4 |
| ATR |
14-6 |
14-0 |
-0-6 |
-5.0% |
0-0 |
| Volume |
36,541 |
32,948 |
-3,593 |
-9.8% |
255,189 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
512-1 |
509-5 |
500-6 |
|
| R3 |
507-5 |
505-1 |
499-4 |
|
| R2 |
503-1 |
503-1 |
499-1 |
|
| R1 |
500-5 |
500-5 |
498-5 |
501-7 |
| PP |
498-5 |
498-5 |
498-5 |
499-2 |
| S1 |
496-1 |
496-1 |
497-7 |
497-3 |
| S2 |
494-1 |
494-1 |
497-3 |
|
| S3 |
489-5 |
491-5 |
497-0 |
|
| S4 |
485-1 |
487-1 |
495-6 |
|
|
| 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 |
518-0 |
493-4 |
24-4 |
4.9% |
9-3 |
1.9% |
19% |
False |
False |
39,498 |
| 10 |
570-4 |
493-4 |
77-0 |
15.5% |
11-7 |
2.4% |
6% |
False |
False |
41,690 |
| 20 |
584-4 |
493-4 |
91-0 |
18.3% |
12-5 |
2.5% |
5% |
False |
False |
32,230 |
| 40 |
606-0 |
493-4 |
112-4 |
22.6% |
12-5 |
2.5% |
4% |
False |
False |
24,973 |
| 60 |
723-4 |
493-4 |
230-0 |
46.2% |
12-7 |
2.6% |
2% |
False |
False |
22,467 |
| 80 |
723-4 |
493-4 |
230-0 |
46.2% |
12-5 |
2.5% |
2% |
False |
False |
18,951 |
| 100 |
723-4 |
493-4 |
230-0 |
46.2% |
11-5 |
2.3% |
2% |
False |
False |
16,481 |
| 120 |
723-4 |
493-4 |
230-0 |
46.2% |
11-0 |
2.2% |
2% |
False |
False |
14,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
520-1 |
|
2.618 |
512-6 |
|
1.618 |
508-2 |
|
1.000 |
505-4 |
|
0.618 |
503-6 |
|
HIGH |
501-0 |
|
0.618 |
499-2 |
|
0.500 |
498-6 |
|
0.382 |
498-2 |
|
LOW |
496-4 |
|
0.618 |
493-6 |
|
1.000 |
492-0 |
|
1.618 |
489-2 |
|
2.618 |
484-6 |
|
4.250 |
477-3 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
498-6 |
503-3 |
| PP |
498-5 |
501-5 |
| S1 |
498-3 |
500-0 |
|