CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
481-0 |
489-4 |
8-4 |
1.8% |
536-0 |
| High |
491-0 |
491-4 |
0-4 |
0.1% |
557-0 |
| Low |
477-0 |
481-0 |
4-0 |
0.8% |
488-0 |
| Close |
490-2 |
481-4 |
-8-6 |
-1.8% |
489-4 |
| Range |
14-0 |
10-4 |
-3-4 |
-25.0% |
69-0 |
| ATR |
15-6 |
15-3 |
-0-3 |
-2.4% |
0-0 |
| Volume |
50,428 |
42,711 |
-7,717 |
-15.3% |
257,627 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
516-1 |
509-3 |
487-2 |
|
| R3 |
505-5 |
498-7 |
484-3 |
|
| R2 |
495-1 |
495-1 |
483-3 |
|
| R1 |
488-3 |
488-3 |
482-4 |
486-4 |
| PP |
484-5 |
484-5 |
484-5 |
483-6 |
| S1 |
477-7 |
477-7 |
480-4 |
476-0 |
| S2 |
474-1 |
474-1 |
479-5 |
|
| S3 |
463-5 |
467-3 |
478-5 |
|
| S4 |
453-1 |
456-7 |
475-6 |
|
|
| 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 |
502-0 |
477-0 |
25-0 |
5.2% |
11-6 |
2.4% |
18% |
False |
False |
56,391 |
| 10 |
557-0 |
477-0 |
80-0 |
16.6% |
14-5 |
3.0% |
6% |
False |
False |
53,071 |
| 20 |
557-0 |
477-0 |
80-0 |
16.6% |
14-5 |
3.0% |
6% |
False |
False |
42,245 |
| 40 |
597-0 |
477-0 |
120-0 |
24.9% |
13-5 |
2.8% |
4% |
False |
False |
40,331 |
| 60 |
702-0 |
477-0 |
225-0 |
46.7% |
13-6 |
2.8% |
2% |
False |
False |
32,827 |
| 80 |
702-0 |
477-0 |
225-0 |
46.7% |
12-5 |
2.6% |
2% |
False |
False |
26,167 |
| 100 |
702-0 |
477-0 |
225-0 |
46.7% |
11-4 |
2.4% |
2% |
False |
False |
21,637 |
| 120 |
702-0 |
477-0 |
225-0 |
46.7% |
10-4 |
2.2% |
2% |
False |
False |
18,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
536-1 |
|
2.618 |
519-0 |
|
1.618 |
508-4 |
|
1.000 |
502-0 |
|
0.618 |
498-0 |
|
HIGH |
491-4 |
|
0.618 |
487-4 |
|
0.500 |
486-2 |
|
0.382 |
485-0 |
|
LOW |
481-0 |
|
0.618 |
474-4 |
|
1.000 |
470-4 |
|
1.618 |
464-0 |
|
2.618 |
453-4 |
|
4.250 |
436-3 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
486-2 |
485-7 |
| PP |
484-5 |
484-3 |
| S1 |
483-1 |
483-0 |
|