CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
448-2 |
449-0 |
0-6 |
0.2% |
460-4 |
| High |
452-0 |
449-0 |
-3-0 |
-0.7% |
471-0 |
| Low |
448-2 |
444-0 |
-4-2 |
-0.9% |
444-0 |
| Close |
451-2 |
444-0 |
-7-2 |
-1.6% |
444-0 |
| Range |
3-6 |
5-0 |
1-2 |
33.3% |
27-0 |
| ATR |
13-4 |
13-0 |
-0-4 |
-3.3% |
0-0 |
| Volume |
5,823 |
2,893 |
-2,930 |
-50.3% |
63,529 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460-5 |
457-3 |
446-6 |
|
| R3 |
455-5 |
452-3 |
445-3 |
|
| R2 |
450-5 |
450-5 |
444-7 |
|
| R1 |
447-3 |
447-3 |
444-4 |
446-4 |
| PP |
445-5 |
445-5 |
445-5 |
445-2 |
| S1 |
442-3 |
442-3 |
443-4 |
441-4 |
| S2 |
440-5 |
440-5 |
443-1 |
|
| S3 |
435-5 |
437-3 |
442-5 |
|
| S4 |
430-5 |
432-3 |
441-2 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
534-0 |
516-0 |
458-7 |
|
| R3 |
507-0 |
489-0 |
451-3 |
|
| R2 |
480-0 |
480-0 |
449-0 |
|
| R1 |
462-0 |
462-0 |
446-4 |
457-4 |
| PP |
453-0 |
453-0 |
453-0 |
450-6 |
| S1 |
435-0 |
435-0 |
441-4 |
430-4 |
| S2 |
426-0 |
426-0 |
439-0 |
|
| S3 |
399-0 |
408-0 |
436-5 |
|
| S4 |
372-0 |
381-0 |
429-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
471-0 |
444-0 |
27-0 |
6.1% |
6-5 |
1.5% |
0% |
False |
True |
12,705 |
| 10 |
488-0 |
444-0 |
44-0 |
9.9% |
10-6 |
2.4% |
0% |
False |
True |
14,956 |
| 20 |
500-0 |
444-0 |
56-0 |
12.6% |
10-6 |
2.4% |
0% |
False |
True |
27,327 |
| 40 |
557-0 |
444-0 |
113-0 |
25.5% |
13-4 |
3.1% |
0% |
False |
True |
32,843 |
| 60 |
613-0 |
444-0 |
169-0 |
38.1% |
12-5 |
2.9% |
0% |
False |
True |
33,399 |
| 80 |
702-0 |
444-0 |
258-0 |
58.1% |
13-0 |
2.9% |
0% |
False |
True |
28,822 |
| 100 |
702-0 |
444-0 |
258-0 |
58.1% |
11-7 |
2.7% |
0% |
False |
True |
24,212 |
| 120 |
702-0 |
444-0 |
258-0 |
58.1% |
11-2 |
2.5% |
0% |
False |
True |
20,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
470-2 |
|
2.618 |
462-1 |
|
1.618 |
457-1 |
|
1.000 |
454-0 |
|
0.618 |
452-1 |
|
HIGH |
449-0 |
|
0.618 |
447-1 |
|
0.500 |
446-4 |
|
0.382 |
445-7 |
|
LOW |
444-0 |
|
0.618 |
440-7 |
|
1.000 |
439-0 |
|
1.618 |
435-7 |
|
2.618 |
430-7 |
|
4.250 |
422-6 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
446-4 |
451-2 |
| PP |
445-5 |
448-7 |
| S1 |
444-7 |
446-3 |
|