CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
518-0 |
502-0 |
-16-0 |
-3.1% |
515-4 |
| High |
518-0 |
513-2 |
-4-6 |
-0.9% |
526-0 |
| Low |
507-6 |
501-4 |
-6-2 |
-1.2% |
501-4 |
| Close |
509-2 |
509-4 |
0-2 |
0.0% |
509-4 |
| Range |
10-2 |
11-6 |
1-4 |
14.6% |
24-4 |
| ATR |
14-7 |
14-5 |
-0-2 |
-1.5% |
0-0 |
| Volume |
40,468 |
41,581 |
1,113 |
2.8% |
255,189 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
543-3 |
538-1 |
516-0 |
|
| R3 |
531-5 |
526-3 |
512-6 |
|
| R2 |
519-7 |
519-7 |
511-5 |
|
| R1 |
514-5 |
514-5 |
510-5 |
517-2 |
| PP |
508-1 |
508-1 |
508-1 |
509-3 |
| S1 |
502-7 |
502-7 |
508-3 |
505-4 |
| S2 |
496-3 |
496-3 |
507-3 |
|
| S3 |
484-5 |
491-1 |
506-2 |
|
| S4 |
472-7 |
479-3 |
503-0 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-7 |
572-1 |
523-0 |
|
| R3 |
561-3 |
547-5 |
516-2 |
|
| R2 |
536-7 |
536-7 |
514-0 |
|
| R1 |
523-1 |
523-1 |
511-6 |
517-6 |
| PP |
512-3 |
512-3 |
512-3 |
509-5 |
| S1 |
498-5 |
498-5 |
507-2 |
493-2 |
| S2 |
487-7 |
487-7 |
505-0 |
|
| S3 |
463-3 |
474-1 |
502-6 |
|
| S4 |
438-7 |
449-5 |
496-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
526-0 |
501-4 |
24-4 |
4.8% |
11-0 |
2.1% |
33% |
False |
True |
51,037 |
| 10 |
584-4 |
501-4 |
83-0 |
16.3% |
13-6 |
2.7% |
10% |
False |
True |
43,272 |
| 20 |
584-4 |
501-4 |
83-0 |
16.3% |
13-4 |
2.7% |
10% |
False |
True |
29,949 |
| 40 |
618-4 |
501-4 |
117-0 |
23.0% |
12-6 |
2.5% |
7% |
False |
True |
23,958 |
| 60 |
723-4 |
501-4 |
222-0 |
43.6% |
13-1 |
2.6% |
4% |
False |
True |
21,736 |
| 80 |
723-4 |
501-4 |
222-0 |
43.6% |
12-5 |
2.5% |
4% |
False |
True |
18,247 |
| 100 |
723-4 |
501-4 |
222-0 |
43.6% |
11-6 |
2.3% |
4% |
False |
True |
16,003 |
| 120 |
723-4 |
501-4 |
222-0 |
43.6% |
11-1 |
2.2% |
4% |
False |
True |
14,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
563-2 |
|
2.618 |
544-0 |
|
1.618 |
532-2 |
|
1.000 |
525-0 |
|
0.618 |
520-4 |
|
HIGH |
513-2 |
|
0.618 |
508-6 |
|
0.500 |
507-3 |
|
0.382 |
506-0 |
|
LOW |
501-4 |
|
0.618 |
494-2 |
|
1.000 |
489-6 |
|
1.618 |
482-4 |
|
2.618 |
470-6 |
|
4.250 |
451-4 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
508-6 |
509-6 |
| PP |
508-1 |
509-5 |
| S1 |
507-3 |
509-5 |
|