CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
432-4 |
428-6 |
-3-6 |
-0.9% |
460-4 |
| High |
432-4 |
432-6 |
0-2 |
0.1% |
471-0 |
| Low |
429-0 |
428-6 |
-0-2 |
-0.1% |
444-0 |
| Close |
429-0 |
432-6 |
3-6 |
0.9% |
444-0 |
| Range |
3-4 |
4-0 |
0-4 |
14.3% |
27-0 |
| ATR |
12-2 |
11-6 |
-0-5 |
-4.8% |
0-0 |
| Volume |
777 |
333 |
-444 |
-57.1% |
63,529 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
443-3 |
442-1 |
435-0 |
|
| R3 |
439-3 |
438-1 |
433-7 |
|
| R2 |
435-3 |
435-3 |
433-4 |
|
| R1 |
434-1 |
434-1 |
433-1 |
434-6 |
| PP |
431-3 |
431-3 |
431-3 |
431-6 |
| S1 |
430-1 |
430-1 |
432-3 |
430-6 |
| S2 |
427-3 |
427-3 |
432-0 |
|
| S3 |
423-3 |
426-1 |
431-5 |
|
| S4 |
419-3 |
422-1 |
430-4 |
|
|
| 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 |
452-0 |
428-6 |
23-2 |
5.4% |
5-3 |
1.2% |
17% |
False |
True |
2,234 |
| 10 |
482-0 |
428-6 |
53-2 |
12.3% |
8-6 |
2.0% |
8% |
False |
True |
9,675 |
| 20 |
491-4 |
428-6 |
62-6 |
14.5% |
9-7 |
2.3% |
6% |
False |
True |
17,822 |
| 40 |
557-0 |
428-6 |
128-2 |
29.6% |
12-4 |
2.9% |
3% |
False |
True |
29,910 |
| 60 |
599-4 |
428-6 |
170-6 |
39.5% |
12-4 |
2.9% |
2% |
False |
True |
32,463 |
| 80 |
702-0 |
428-6 |
273-2 |
63.1% |
12-6 |
2.9% |
1% |
False |
True |
28,671 |
| 100 |
702-0 |
428-6 |
273-2 |
63.1% |
11-7 |
2.8% |
1% |
False |
True |
24,138 |
| 120 |
702-0 |
428-6 |
273-2 |
63.1% |
11-2 |
2.6% |
1% |
False |
True |
20,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
449-6 |
|
2.618 |
443-2 |
|
1.618 |
439-2 |
|
1.000 |
436-6 |
|
0.618 |
435-2 |
|
HIGH |
432-6 |
|
0.618 |
431-2 |
|
0.500 |
430-6 |
|
0.382 |
430-2 |
|
LOW |
428-6 |
|
0.618 |
426-2 |
|
1.000 |
424-6 |
|
1.618 |
422-2 |
|
2.618 |
418-2 |
|
4.250 |
411-6 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
432-1 |
435-3 |
| PP |
431-3 |
434-4 |
| S1 |
430-6 |
433-5 |
|