CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 465-0 457-0 -8-0 -1.7% 463-0
High 465-0 458-4 -6-4 -1.4% 488-0
Low 458-0 457-0 -1-0 -0.2% 460-0
Close 459-2 457-0 -2-2 -0.5% 467-0
Range 7-0 1-4 -5-4 -78.6% 28-0
ATR 14-6 13-6 -0-7 -6.0% 0-0
Volume 14,438 10,015 -4,423 -30.6% 86,035
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 462-0 461-0 457-7
R3 460-4 459-4 457-3
R2 459-0 459-0 457-2
R1 458-0 458-0 457-1 457-6
PP 457-4 457-4 457-4 457-3
S1 456-4 456-4 456-7 456-2
S2 456-0 456-0 456-6
S3 454-4 455-0 456-5
S4 453-0 453-4 456-1
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 555-5 539-3 482-3
R3 527-5 511-3 474-6
R2 499-5 499-5 472-1
R1 483-3 483-3 469-5 491-4
PP 471-5 471-5 471-5 475-6
S1 455-3 455-3 464-3 463-4
S2 443-5 443-5 461-7
S3 415-5 427-3 459-2
S4 387-5 399-3 451-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 482-0 455-0 27-0 5.9% 12-2 2.7% 7% False False 17,115
10 488-0 455-0 33-0 7.2% 12-1 2.7% 6% False False 18,067
20 519-0 455-0 64-0 14.0% 12-0 2.6% 3% False False 31,692
40 557-0 455-0 102-0 22.3% 13-5 3.0% 2% False False 34,520
60 640-0 455-0 185-0 40.5% 13-0 2.9% 1% False False 34,460
80 702-0 455-0 247-0 54.0% 13-1 2.9% 1% False False 28,907
100 702-0 455-0 247-0 54.0% 11-6 2.6% 1% False False 24,208
120 702-0 455-0 247-0 54.0% 11-2 2.5% 1% False False 20,631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 464-7
2.618 462-3
1.618 460-7
1.000 460-0
0.618 459-3
HIGH 458-4
0.618 457-7
0.500 457-6
0.382 457-5
LOW 457-0
0.618 456-1
1.000 455-4
1.618 454-5
2.618 453-1
4.250 450-5
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 457-6 463-0
PP 457-4 461-0
S1 457-2 459-0

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These figures are updated between 7pm and 10pm EST after a trading day.

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