CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
469-0 |
471-0 |
2-0 |
0.4% |
489-4 |
| High |
473-4 |
479-6 |
6-2 |
1.3% |
500-0 |
| Low |
469-0 |
459-0 |
-10-0 |
-2.1% |
476-0 |
| Close |
470-4 |
466-0 |
-4-4 |
-1.0% |
481-6 |
| Range |
4-4 |
20-6 |
16-2 |
361.1% |
24-0 |
| ATR |
14-1 |
14-5 |
0-4 |
3.3% |
0-0 |
| Volume |
27,468 |
20,916 |
-6,552 |
-23.9% |
278,459 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
530-4 |
519-0 |
477-3 |
|
| R3 |
509-6 |
498-2 |
471-6 |
|
| R2 |
489-0 |
489-0 |
469-6 |
|
| R1 |
477-4 |
477-4 |
467-7 |
472-7 |
| PP |
468-2 |
468-2 |
468-2 |
466-0 |
| S1 |
456-6 |
456-6 |
464-1 |
452-1 |
| S2 |
447-4 |
447-4 |
462-2 |
|
| S3 |
426-6 |
436-0 |
460-2 |
|
| S4 |
406-0 |
415-2 |
454-5 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557-7 |
543-7 |
495-0 |
|
| R3 |
533-7 |
519-7 |
488-3 |
|
| R2 |
509-7 |
509-7 |
486-1 |
|
| R1 |
495-7 |
495-7 |
484-0 |
490-7 |
| PP |
485-7 |
485-7 |
485-7 |
483-4 |
| S1 |
471-7 |
471-7 |
479-4 |
466-7 |
| S2 |
461-7 |
461-7 |
477-3 |
|
| S3 |
437-7 |
447-7 |
475-1 |
|
| S4 |
413-7 |
423-7 |
468-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
491-4 |
459-0 |
32-4 |
7.0% |
10-0 |
2.1% |
22% |
False |
True |
32,920 |
| 10 |
519-0 |
459-0 |
60-0 |
12.9% |
11-6 |
2.5% |
12% |
False |
True |
45,317 |
| 20 |
557-0 |
459-0 |
98-0 |
21.0% |
13-2 |
2.9% |
7% |
False |
True |
42,239 |
| 40 |
579-0 |
459-0 |
120-0 |
25.8% |
13-5 |
2.9% |
6% |
False |
True |
40,789 |
| 60 |
702-0 |
459-0 |
243-0 |
52.1% |
13-5 |
2.9% |
3% |
False |
True |
34,398 |
| 80 |
702-0 |
459-0 |
243-0 |
52.1% |
12-6 |
2.7% |
3% |
False |
True |
27,525 |
| 100 |
702-0 |
459-0 |
243-0 |
52.1% |
11-6 |
2.5% |
3% |
False |
True |
22,776 |
| 120 |
702-0 |
459-0 |
243-0 |
52.1% |
10-4 |
2.3% |
3% |
False |
True |
19,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
568-0 |
|
2.618 |
534-1 |
|
1.618 |
513-3 |
|
1.000 |
500-4 |
|
0.618 |
492-5 |
|
HIGH |
479-6 |
|
0.618 |
471-7 |
|
0.500 |
469-3 |
|
0.382 |
466-7 |
|
LOW |
459-0 |
|
0.618 |
446-1 |
|
1.000 |
438-2 |
|
1.618 |
425-3 |
|
2.618 |
404-5 |
|
4.250 |
370-6 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
469-3 |
469-3 |
| PP |
468-2 |
468-2 |
| S1 |
467-1 |
467-1 |
|