CME Pit-Traded Wheat Future September 2009
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
465-0 |
457-0 |
-8-0 |
-1.7% |
463-0 |
High |
465-0 |
458-4 |
-6-4 |
-1.4% |
488-0 |
Low |
458-0 |
457-0 |
-1-0 |
-0.2% |
460-0 |
Close |
459-2 |
457-0 |
-2-2 |
-0.5% |
467-0 |
Range |
7-0 |
1-4 |
-5-4 |
-78.6% |
28-0 |
ATR |
14-6 |
13-6 |
-0-7 |
-6.0% |
0-0 |
Volume |
14,438 |
10,015 |
-4,423 |
-30.6% |
86,035 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
462-0 |
461-0 |
457-7 |
|
R3 |
460-4 |
459-4 |
457-3 |
|
R2 |
459-0 |
459-0 |
457-2 |
|
R1 |
458-0 |
458-0 |
457-1 |
457-6 |
PP |
457-4 |
457-4 |
457-4 |
457-3 |
S1 |
456-4 |
456-4 |
456-7 |
456-2 |
S2 |
456-0 |
456-0 |
456-6 |
|
S3 |
454-4 |
455-0 |
456-5 |
|
S4 |
453-0 |
453-4 |
456-1 |
|
|
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% |
12-2 |
2.7% |
7% |
False |
False |
17,115 |
10 |
488-0 |
455-0 |
33-0 |
7.2% |
12-1 |
2.7% |
6% |
False |
False |
18,067 |
20 |
519-0 |
455-0 |
64-0 |
14.0% |
12-0 |
2.6% |
3% |
False |
False |
31,692 |
40 |
557-0 |
455-0 |
102-0 |
22.3% |
13-5 |
3.0% |
2% |
False |
False |
34,520 |
60 |
640-0 |
455-0 |
185-0 |
40.5% |
13-0 |
2.9% |
1% |
False |
False |
34,460 |
80 |
702-0 |
455-0 |
247-0 |
54.0% |
13-1 |
2.9% |
1% |
False |
False |
28,907 |
100 |
702-0 |
455-0 |
247-0 |
54.0% |
11-6 |
2.6% |
1% |
False |
False |
24,208 |
120 |
702-0 |
455-0 |
247-0 |
54.0% |
11-2 |
2.5% |
1% |
False |
False |
20,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
464-7 |
2.618 |
462-3 |
1.618 |
460-7 |
1.000 |
460-0 |
0.618 |
459-3 |
HIGH |
458-4 |
0.618 |
457-7 |
0.500 |
457-6 |
0.382 |
457-5 |
LOW |
457-0 |
0.618 |
456-1 |
1.000 |
455-4 |
1.618 |
454-5 |
2.618 |
453-1 |
4.250 |
450-5 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
457-6 |
463-0 |
PP |
457-4 |
461-0 |
S1 |
457-2 |
459-0 |
|