CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
545-0 |
543-0 |
-2-0 |
-0.4% |
516-0 |
| High |
551-0 |
544-0 |
-7-0 |
-1.3% |
530-0 |
| Low |
538-4 |
523-4 |
-15-0 |
-2.8% |
505-0 |
| Close |
542-2 |
528-6 |
-13-4 |
-2.5% |
528-2 |
| Range |
12-4 |
20-4 |
8-0 |
64.0% |
25-0 |
| ATR |
15-6 |
16-1 |
0-3 |
2.1% |
0-0 |
| Volume |
89,009 |
39,671 |
-49,338 |
-55.4% |
144,148 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593-5 |
581-5 |
540-0 |
|
| R3 |
573-1 |
561-1 |
534-3 |
|
| R2 |
552-5 |
552-5 |
532-4 |
|
| R1 |
540-5 |
540-5 |
530-5 |
536-3 |
| PP |
532-1 |
532-1 |
532-1 |
530-0 |
| S1 |
520-1 |
520-1 |
526-7 |
515-7 |
| S2 |
511-5 |
511-5 |
525-0 |
|
| S3 |
491-1 |
499-5 |
523-1 |
|
| S4 |
470-5 |
479-1 |
517-4 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596-1 |
587-1 |
542-0 |
|
| R3 |
571-1 |
562-1 |
535-1 |
|
| R2 |
546-1 |
546-1 |
532-7 |
|
| R1 |
537-1 |
537-1 |
530-4 |
541-5 |
| PP |
521-1 |
521-1 |
521-1 |
523-2 |
| S1 |
512-1 |
512-1 |
526-0 |
516-5 |
| S2 |
496-1 |
496-1 |
523-5 |
|
| S3 |
471-1 |
487-1 |
521-3 |
|
| S4 |
446-1 |
462-1 |
514-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
557-0 |
514-4 |
42-4 |
8.0% |
16-1 |
3.0% |
34% |
False |
False |
45,220 |
| 10 |
557-0 |
505-0 |
52-0 |
9.8% |
14-6 |
2.8% |
46% |
False |
False |
39,162 |
| 20 |
557-0 |
505-0 |
52-0 |
9.8% |
15-3 |
2.9% |
46% |
False |
False |
37,348 |
| 40 |
640-0 |
505-0 |
135-0 |
25.5% |
13-4 |
2.6% |
18% |
False |
False |
35,843 |
| 60 |
702-0 |
505-0 |
197-0 |
37.3% |
13-4 |
2.6% |
12% |
False |
False |
27,979 |
| 80 |
702-0 |
505-0 |
197-0 |
37.3% |
11-6 |
2.2% |
12% |
False |
False |
22,337 |
| 100 |
702-0 |
505-0 |
197-0 |
37.3% |
11-1 |
2.1% |
12% |
False |
False |
18,419 |
| 120 |
702-0 |
505-0 |
197-0 |
37.3% |
10-0 |
1.9% |
12% |
False |
False |
15,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
631-1 |
|
2.618 |
597-5 |
|
1.618 |
577-1 |
|
1.000 |
564-4 |
|
0.618 |
556-5 |
|
HIGH |
544-0 |
|
0.618 |
536-1 |
|
0.500 |
533-6 |
|
0.382 |
531-3 |
|
LOW |
523-4 |
|
0.618 |
510-7 |
|
1.000 |
503-0 |
|
1.618 |
490-3 |
|
2.618 |
469-7 |
|
4.250 |
436-3 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
533-6 |
540-2 |
| PP |
532-1 |
536-3 |
| S1 |
530-3 |
532-5 |
|