CME Pit-Traded Wheat Future December 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 |
487-0 |
492-0 |
5-0 |
1.0% |
489-0 |
| High |
501-4 |
494-2 |
-7-2 |
-1.4% |
516-0 |
| Low |
481-0 |
482-2 |
1-2 |
0.3% |
489-0 |
| Close |
498-6 |
487-2 |
-11-4 |
-2.3% |
495-2 |
| Range |
20-4 |
12-0 |
-8-4 |
-41.5% |
27-0 |
| ATR |
15-0 |
15-1 |
0-1 |
0.7% |
0-0 |
| Volume |
46,927 |
50,502 |
3,575 |
7.6% |
205,871 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
523-7 |
517-5 |
493-7 |
|
| R3 |
511-7 |
505-5 |
490-4 |
|
| R2 |
499-7 |
499-7 |
489-4 |
|
| R1 |
493-5 |
493-5 |
488-3 |
490-6 |
| PP |
487-7 |
487-7 |
487-7 |
486-4 |
| S1 |
481-5 |
481-5 |
486-1 |
478-6 |
| S2 |
475-7 |
475-7 |
485-0 |
|
| S3 |
463-7 |
469-5 |
484-0 |
|
| S4 |
451-7 |
457-5 |
480-5 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
581-1 |
565-1 |
510-1 |
|
| R3 |
554-1 |
538-1 |
502-5 |
|
| R2 |
527-1 |
527-1 |
500-2 |
|
| R1 |
511-1 |
511-1 |
497-6 |
519-1 |
| PP |
500-1 |
500-1 |
500-1 |
504-0 |
| S1 |
484-1 |
484-1 |
492-6 |
492-1 |
| S2 |
473-1 |
473-1 |
490-2 |
|
| S3 |
446-1 |
457-1 |
487-7 |
|
| S4 |
419-1 |
430-1 |
480-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
510-0 |
481-0 |
29-0 |
6.0% |
15-0 |
3.1% |
22% |
False |
False |
43,792 |
| 10 |
516-0 |
481-0 |
35-0 |
7.2% |
14-7 |
3.1% |
18% |
False |
False |
40,508 |
| 20 |
570-4 |
481-0 |
89-4 |
18.4% |
13-3 |
2.7% |
7% |
False |
False |
41,099 |
| 40 |
584-4 |
481-0 |
103-4 |
21.2% |
13-5 |
2.8% |
6% |
False |
False |
30,793 |
| 60 |
670-0 |
481-0 |
189-0 |
38.8% |
12-7 |
2.6% |
3% |
False |
False |
26,269 |
| 80 |
723-4 |
481-0 |
242-4 |
49.8% |
13-0 |
2.7% |
3% |
False |
False |
23,120 |
| 100 |
723-4 |
481-0 |
242-4 |
49.8% |
12-0 |
2.5% |
3% |
False |
False |
19,810 |
| 120 |
723-4 |
481-0 |
242-4 |
49.8% |
11-6 |
2.4% |
3% |
False |
False |
17,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
545-2 |
|
2.618 |
525-5 |
|
1.618 |
513-5 |
|
1.000 |
506-2 |
|
0.618 |
501-5 |
|
HIGH |
494-2 |
|
0.618 |
489-5 |
|
0.500 |
488-2 |
|
0.382 |
486-7 |
|
LOW |
482-2 |
|
0.618 |
474-7 |
|
1.000 |
470-2 |
|
1.618 |
462-7 |
|
2.618 |
450-7 |
|
4.250 |
431-2 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
488-2 |
494-4 |
| PP |
487-7 |
492-1 |
| S1 |
487-5 |
489-5 |
|