CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
428-6 |
433-0 |
4-2 |
1.0% |
438-2 |
| High |
432-6 |
441-6 |
9-0 |
2.1% |
442-0 |
| Low |
428-6 |
433-0 |
4-2 |
1.0% |
428-6 |
| Close |
432-6 |
441-6 |
9-0 |
2.1% |
441-6 |
| Range |
4-0 |
8-6 |
4-6 |
118.8% |
13-2 |
| ATR |
11-6 |
11-4 |
-0-2 |
-1.6% |
0-0 |
| Volume |
333 |
281 |
-52 |
-15.6% |
2,737 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465-1 |
462-1 |
446-4 |
|
| R3 |
456-3 |
453-3 |
444-1 |
|
| R2 |
447-5 |
447-5 |
443-3 |
|
| R1 |
444-5 |
444-5 |
442-4 |
446-1 |
| PP |
438-7 |
438-7 |
438-7 |
439-4 |
| S1 |
435-7 |
435-7 |
441-0 |
437-3 |
| S2 |
430-1 |
430-1 |
440-1 |
|
| S3 |
421-3 |
427-1 |
439-3 |
|
| S4 |
412-5 |
418-3 |
437-0 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
477-2 |
472-6 |
449-0 |
|
| R3 |
464-0 |
459-4 |
445-3 |
|
| R2 |
450-6 |
450-6 |
444-1 |
|
| R1 |
446-2 |
446-2 |
443-0 |
448-4 |
| PP |
437-4 |
437-4 |
437-4 |
438-5 |
| S1 |
433-0 |
433-0 |
440-4 |
435-2 |
| S2 |
424-2 |
424-2 |
439-3 |
|
| S3 |
411-0 |
419-6 |
438-1 |
|
| S4 |
397-6 |
406-4 |
434-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
449-0 |
428-6 |
20-2 |
4.6% |
6-3 |
1.4% |
64% |
False |
False |
1,126 |
| 10 |
480-0 |
428-6 |
51-2 |
11.6% |
8-0 |
1.8% |
25% |
False |
False |
8,046 |
| 20 |
488-0 |
428-6 |
59-2 |
13.4% |
9-6 |
2.2% |
22% |
False |
False |
15,700 |
| 40 |
557-0 |
428-6 |
128-2 |
29.0% |
12-2 |
2.8% |
10% |
False |
False |
28,973 |
| 60 |
597-0 |
428-6 |
168-2 |
38.1% |
12-3 |
2.8% |
8% |
False |
False |
32,121 |
| 80 |
702-0 |
428-6 |
273-2 |
61.9% |
12-6 |
2.9% |
5% |
False |
False |
28,545 |
| 100 |
702-0 |
428-6 |
273-2 |
61.9% |
12-0 |
2.7% |
5% |
False |
False |
24,074 |
| 120 |
702-0 |
428-6 |
273-2 |
61.9% |
11-2 |
2.5% |
5% |
False |
False |
20,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
479-0 |
|
2.618 |
464-5 |
|
1.618 |
455-7 |
|
1.000 |
450-4 |
|
0.618 |
447-1 |
|
HIGH |
441-6 |
|
0.618 |
438-3 |
|
0.500 |
437-3 |
|
0.382 |
436-3 |
|
LOW |
433-0 |
|
0.618 |
427-5 |
|
1.000 |
424-2 |
|
1.618 |
418-7 |
|
2.618 |
410-1 |
|
4.250 |
395-6 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
440-2 |
439-5 |
| PP |
438-7 |
437-3 |
| S1 |
437-3 |
435-2 |
|