CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
498-0 |
489-4 |
-8-4 |
-1.7% |
536-0 |
| High |
502-0 |
500-0 |
-2-0 |
-0.4% |
557-0 |
| Low |
488-0 |
489-4 |
1-4 |
0.3% |
488-0 |
| Close |
489-4 |
494-2 |
4-6 |
1.0% |
489-4 |
| Range |
14-0 |
10-4 |
-3-4 |
-25.0% |
69-0 |
| ATR |
16-7 |
16-3 |
-0-4 |
-2.7% |
0-0 |
| Volume |
46,686 |
76,899 |
30,213 |
64.7% |
257,627 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
526-1 |
520-5 |
500-0 |
|
| R3 |
515-5 |
510-1 |
497-1 |
|
| R2 |
505-1 |
505-1 |
496-1 |
|
| R1 |
499-5 |
499-5 |
495-2 |
502-3 |
| PP |
494-5 |
494-5 |
494-5 |
496-0 |
| S1 |
489-1 |
489-1 |
493-2 |
491-7 |
| S2 |
484-1 |
484-1 |
492-3 |
|
| S3 |
473-5 |
478-5 |
491-3 |
|
| S4 |
463-1 |
468-1 |
488-4 |
|
|
| 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 |
551-0 |
488-0 |
63-0 |
12.7% |
15-4 |
3.1% |
10% |
False |
False |
60,318 |
| 10 |
557-0 |
488-0 |
69-0 |
14.0% |
14-7 |
3.0% |
9% |
False |
False |
45,101 |
| 20 |
557-0 |
488-0 |
69-0 |
14.0% |
15-5 |
3.2% |
9% |
False |
False |
40,405 |
| 40 |
610-0 |
488-0 |
122-0 |
24.7% |
13-6 |
2.8% |
5% |
False |
False |
37,719 |
| 60 |
702-0 |
488-0 |
214-0 |
43.3% |
13-6 |
2.8% |
3% |
False |
False |
30,506 |
| 80 |
702-0 |
488-0 |
214-0 |
43.3% |
12-2 |
2.5% |
3% |
False |
False |
24,334 |
| 100 |
702-0 |
488-0 |
214-0 |
43.3% |
11-3 |
2.3% |
3% |
False |
False |
20,096 |
| 120 |
702-0 |
488-0 |
214-0 |
43.3% |
10-2 |
2.1% |
3% |
False |
False |
17,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
544-5 |
|
2.618 |
527-4 |
|
1.618 |
517-0 |
|
1.000 |
510-4 |
|
0.618 |
506-4 |
|
HIGH |
500-0 |
|
0.618 |
496-0 |
|
0.500 |
494-6 |
|
0.382 |
493-4 |
|
LOW |
489-4 |
|
0.618 |
483-0 |
|
1.000 |
479-0 |
|
1.618 |
472-4 |
|
2.618 |
462-0 |
|
4.250 |
444-7 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
494-6 |
503-4 |
| PP |
494-5 |
500-3 |
| S1 |
494-3 |
497-3 |
|