CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
438-2 |
432-4 |
-5-6 |
-1.3% |
460-4 |
| High |
442-0 |
432-4 |
-9-4 |
-2.1% |
471-0 |
| Low |
431-4 |
429-0 |
-2-4 |
-0.6% |
444-0 |
| Close |
431-4 |
429-0 |
-2-4 |
-0.6% |
444-0 |
| Range |
10-4 |
3-4 |
-7-0 |
-66.7% |
27-0 |
| ATR |
13-0 |
12-2 |
-0-5 |
-5.2% |
0-0 |
| Volume |
1,346 |
777 |
-569 |
-42.3% |
63,529 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-5 |
438-3 |
430-7 |
|
| R3 |
437-1 |
434-7 |
430-0 |
|
| R2 |
433-5 |
433-5 |
429-5 |
|
| R1 |
431-3 |
431-3 |
429-3 |
430-6 |
| PP |
430-1 |
430-1 |
430-1 |
429-7 |
| S1 |
427-7 |
427-7 |
428-5 |
427-2 |
| S2 |
426-5 |
426-5 |
428-3 |
|
| S3 |
423-1 |
424-3 |
428-0 |
|
| S4 |
419-5 |
420-7 |
427-1 |
|
|
| 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 |
458-4 |
429-0 |
29-4 |
6.9% |
4-7 |
1.1% |
0% |
False |
True |
4,170 |
| 10 |
482-0 |
429-0 |
53-0 |
12.4% |
9-1 |
2.1% |
0% |
False |
True |
11,178 |
| 20 |
491-4 |
429-0 |
62-4 |
14.6% |
10-3 |
2.4% |
0% |
False |
True |
20,327 |
| 40 |
557-0 |
429-0 |
128-0 |
29.8% |
12-7 |
3.0% |
0% |
False |
True |
30,786 |
| 60 |
610-0 |
429-0 |
181-0 |
42.2% |
12-5 |
3.0% |
0% |
False |
True |
32,734 |
| 80 |
702-0 |
429-0 |
273-0 |
63.6% |
12-7 |
3.0% |
0% |
False |
True |
28,698 |
| 100 |
702-0 |
429-0 |
273-0 |
63.6% |
12-0 |
2.8% |
0% |
False |
True |
24,155 |
| 120 |
702-0 |
429-0 |
273-0 |
63.6% |
11-2 |
2.6% |
0% |
False |
True |
20,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
447-3 |
|
2.618 |
441-5 |
|
1.618 |
438-1 |
|
1.000 |
436-0 |
|
0.618 |
434-5 |
|
HIGH |
432-4 |
|
0.618 |
431-1 |
|
0.500 |
430-6 |
|
0.382 |
430-3 |
|
LOW |
429-0 |
|
0.618 |
426-7 |
|
1.000 |
425-4 |
|
1.618 |
423-3 |
|
2.618 |
419-7 |
|
4.250 |
414-1 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
430-6 |
439-0 |
| PP |
430-1 |
435-5 |
| S1 |
429-5 |
432-3 |
|