CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
519-0 |
498-0 |
-21-0 |
-4.0% |
536-0 |
| High |
519-0 |
502-0 |
-17-0 |
-3.3% |
557-0 |
| Low |
499-0 |
488-0 |
-11-0 |
-2.2% |
488-0 |
| Close |
500-2 |
489-4 |
-10-6 |
-2.1% |
489-4 |
| Range |
20-0 |
14-0 |
-6-0 |
-30.0% |
69-0 |
| ATR |
17-1 |
16-7 |
-0-2 |
-1.3% |
0-0 |
| Volume |
49,325 |
46,686 |
-2,639 |
-5.4% |
257,627 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
535-1 |
526-3 |
497-2 |
|
| R3 |
521-1 |
512-3 |
493-3 |
|
| R2 |
507-1 |
507-1 |
492-1 |
|
| R1 |
498-3 |
498-3 |
490-6 |
495-6 |
| PP |
493-1 |
493-1 |
493-1 |
491-7 |
| S1 |
484-3 |
484-3 |
488-2 |
481-6 |
| S2 |
479-1 |
479-1 |
486-7 |
|
| S3 |
465-1 |
470-3 |
485-5 |
|
| S4 |
451-1 |
456-3 |
481-6 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
718-4 |
673-0 |
527-4 |
|
| R3 |
649-4 |
604-0 |
508-4 |
|
| R2 |
580-4 |
580-4 |
502-1 |
|
| R1 |
535-0 |
535-0 |
495-7 |
523-2 |
| PP |
511-4 |
511-4 |
511-4 |
505-5 |
| S1 |
466-0 |
466-0 |
483-1 |
454-2 |
| S2 |
442-4 |
442-4 |
476-7 |
|
| S3 |
373-4 |
397-0 |
470-4 |
|
| S4 |
304-4 |
328-0 |
451-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
557-0 |
488-0 |
69-0 |
14.1% |
17-5 |
3.6% |
2% |
False |
True |
51,525 |
| 10 |
557-0 |
488-0 |
69-0 |
14.1% |
14-5 |
3.0% |
2% |
False |
True |
40,177 |
| 20 |
557-0 |
488-0 |
69-0 |
14.1% |
16-3 |
3.4% |
2% |
False |
True |
38,359 |
| 40 |
613-0 |
488-0 |
125-0 |
25.5% |
13-5 |
2.8% |
1% |
False |
True |
36,435 |
| 60 |
702-0 |
488-0 |
214-0 |
43.7% |
13-6 |
2.8% |
1% |
False |
True |
29,321 |
| 80 |
702-0 |
488-0 |
214-0 |
43.7% |
12-1 |
2.5% |
1% |
False |
True |
23,434 |
| 100 |
702-0 |
488-0 |
214-0 |
43.7% |
11-3 |
2.3% |
1% |
False |
True |
19,340 |
| 120 |
702-0 |
488-0 |
214-0 |
43.7% |
10-1 |
2.1% |
1% |
False |
True |
16,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
561-4 |
|
2.618 |
538-5 |
|
1.618 |
524-5 |
|
1.000 |
516-0 |
|
0.618 |
510-5 |
|
HIGH |
502-0 |
|
0.618 |
496-5 |
|
0.500 |
495-0 |
|
0.382 |
493-3 |
|
LOW |
488-0 |
|
0.618 |
479-3 |
|
1.000 |
474-0 |
|
1.618 |
465-3 |
|
2.618 |
451-3 |
|
4.250 |
428-4 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
495-0 |
516-0 |
| PP |
493-1 |
507-1 |
| S1 |
491-3 |
498-3 |
|