CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
466-0 |
476-0 |
10-0 |
2.1% |
470-0 |
| High |
470-4 |
476-0 |
5-4 |
1.2% |
479-6 |
| Low |
464-4 |
459-0 |
-5-4 |
-1.2% |
459-0 |
| Close |
469-0 |
460-2 |
-8-6 |
-1.9% |
460-2 |
| Range |
6-0 |
17-0 |
11-0 |
183.3% |
20-6 |
| ATR |
14-0 |
14-2 |
0-2 |
1.5% |
0-0 |
| Volume |
28,579 |
11,249 |
-17,330 |
-60.6% |
118,528 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
516-1 |
505-1 |
469-5 |
|
| R3 |
499-1 |
488-1 |
464-7 |
|
| R2 |
482-1 |
482-1 |
463-3 |
|
| R1 |
471-1 |
471-1 |
461-6 |
468-1 |
| PP |
465-1 |
465-1 |
465-1 |
463-4 |
| S1 |
454-1 |
454-1 |
458-6 |
451-1 |
| S2 |
448-1 |
448-1 |
457-1 |
|
| S3 |
431-1 |
437-1 |
455-5 |
|
| S4 |
414-1 |
420-1 |
450-7 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
528-5 |
515-1 |
471-5 |
|
| R3 |
507-7 |
494-3 |
466-0 |
|
| R2 |
487-1 |
487-1 |
464-0 |
|
| R1 |
473-5 |
473-5 |
462-1 |
470-0 |
| PP |
466-3 |
466-3 |
466-3 |
464-4 |
| S1 |
452-7 |
452-7 |
458-3 |
449-2 |
| S2 |
445-5 |
445-5 |
456-4 |
|
| S3 |
424-7 |
432-1 |
454-4 |
|
| S4 |
404-1 |
411-3 |
448-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
479-6 |
459-0 |
20-6 |
4.5% |
10-6 |
2.3% |
6% |
False |
True |
23,705 |
| 10 |
500-0 |
459-0 |
41-0 |
8.9% |
10-6 |
2.3% |
3% |
False |
True |
39,698 |
| 20 |
557-0 |
459-0 |
98-0 |
21.3% |
12-5 |
2.8% |
1% |
False |
True |
39,938 |
| 40 |
567-0 |
459-0 |
108-0 |
23.5% |
13-5 |
3.0% |
1% |
False |
True |
39,397 |
| 60 |
702-0 |
459-0 |
243-0 |
52.8% |
13-4 |
2.9% |
1% |
False |
True |
34,875 |
| 80 |
702-0 |
459-0 |
243-0 |
52.8% |
12-7 |
2.8% |
1% |
False |
True |
27,896 |
| 100 |
702-0 |
459-0 |
243-0 |
52.8% |
11-6 |
2.6% |
1% |
False |
True |
23,119 |
| 120 |
702-0 |
459-0 |
243-0 |
52.8% |
10-5 |
2.3% |
1% |
False |
True |
19,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
548-2 |
|
2.618 |
520-4 |
|
1.618 |
503-4 |
|
1.000 |
493-0 |
|
0.618 |
486-4 |
|
HIGH |
476-0 |
|
0.618 |
469-4 |
|
0.500 |
467-4 |
|
0.382 |
465-4 |
|
LOW |
459-0 |
|
0.618 |
448-4 |
|
1.000 |
442-0 |
|
1.618 |
431-4 |
|
2.618 |
414-4 |
|
4.250 |
386-6 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
467-4 |
469-3 |
| PP |
465-1 |
466-3 |
| S1 |
462-5 |
463-2 |
|