CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
543-0 |
519-0 |
-24-0 |
-4.4% |
516-0 |
| High |
544-0 |
519-0 |
-25-0 |
-4.6% |
530-0 |
| Low |
523-4 |
499-0 |
-24-4 |
-4.7% |
505-0 |
| Close |
528-6 |
500-2 |
-28-4 |
-5.4% |
528-2 |
| Range |
20-4 |
20-0 |
-0-4 |
-2.4% |
25-0 |
| ATR |
16-1 |
17-1 |
1-0 |
6.0% |
0-0 |
| Volume |
39,671 |
49,325 |
9,654 |
24.3% |
144,148 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
566-1 |
553-1 |
511-2 |
|
| R3 |
546-1 |
533-1 |
505-6 |
|
| R2 |
526-1 |
526-1 |
503-7 |
|
| R1 |
513-1 |
513-1 |
502-1 |
509-5 |
| PP |
506-1 |
506-1 |
506-1 |
504-2 |
| S1 |
493-1 |
493-1 |
498-3 |
489-5 |
| S2 |
486-1 |
486-1 |
496-5 |
|
| S3 |
466-1 |
473-1 |
494-6 |
|
| S4 |
446-1 |
453-1 |
489-2 |
|
|
| 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 |
499-0 |
58-0 |
11.6% |
17-5 |
3.5% |
2% |
False |
True |
49,752 |
| 10 |
557-0 |
499-0 |
58-0 |
11.6% |
15-0 |
3.0% |
2% |
False |
True |
39,166 |
| 20 |
557-0 |
499-0 |
58-0 |
11.6% |
16-0 |
3.2% |
2% |
False |
True |
38,003 |
| 40 |
632-0 |
499-0 |
133-0 |
26.6% |
13-5 |
2.7% |
1% |
False |
True |
36,122 |
| 60 |
702-0 |
499-0 |
203-0 |
40.6% |
13-5 |
2.7% |
1% |
False |
True |
28,693 |
| 80 |
702-0 |
499-0 |
203-0 |
40.6% |
12-0 |
2.4% |
1% |
False |
True |
22,913 |
| 100 |
702-0 |
499-0 |
203-0 |
40.6% |
11-2 |
2.3% |
1% |
False |
True |
18,896 |
| 120 |
702-0 |
499-0 |
203-0 |
40.6% |
10-1 |
2.0% |
1% |
False |
True |
16,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
604-0 |
|
2.618 |
571-3 |
|
1.618 |
551-3 |
|
1.000 |
539-0 |
|
0.618 |
531-3 |
|
HIGH |
519-0 |
|
0.618 |
511-3 |
|
0.500 |
509-0 |
|
0.382 |
506-5 |
|
LOW |
499-0 |
|
0.618 |
486-5 |
|
1.000 |
479-0 |
|
1.618 |
466-5 |
|
2.618 |
446-5 |
|
4.250 |
414-0 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
509-0 |
525-0 |
| PP |
506-1 |
516-6 |
| S1 |
503-1 |
508-4 |
|