CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
496-4 |
498-0 |
1-4 |
0.3% |
515-4 |
| High |
501-0 |
507-0 |
6-0 |
1.2% |
526-0 |
| Low |
496-4 |
485-6 |
-10-6 |
-2.2% |
501-4 |
| Close |
498-2 |
493-4 |
-4-6 |
-1.0% |
509-4 |
| Range |
4-4 |
21-2 |
16-6 |
372.2% |
24-4 |
| ATR |
14-0 |
14-4 |
0-4 |
3.7% |
0-0 |
| Volume |
32,948 |
32,544 |
-404 |
-1.2% |
255,189 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
559-1 |
547-5 |
505-2 |
|
| R3 |
537-7 |
526-3 |
499-3 |
|
| R2 |
516-5 |
516-5 |
497-3 |
|
| R1 |
505-1 |
505-1 |
495-4 |
500-2 |
| PP |
495-3 |
495-3 |
495-3 |
493-0 |
| S1 |
483-7 |
483-7 |
491-4 |
479-0 |
| S2 |
474-1 |
474-1 |
489-5 |
|
| S3 |
452-7 |
462-5 |
487-5 |
|
| S4 |
431-5 |
441-3 |
481-6 |
|
|
| 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 |
518-0 |
485-6 |
32-2 |
6.5% |
11-0 |
2.2% |
24% |
False |
True |
36,816 |
| 10 |
546-0 |
485-6 |
60-2 |
12.2% |
12-0 |
2.4% |
13% |
False |
True |
42,347 |
| 20 |
584-4 |
485-6 |
98-6 |
20.0% |
13-0 |
2.6% |
8% |
False |
True |
33,180 |
| 40 |
602-4 |
485-6 |
116-6 |
23.7% |
13-0 |
2.6% |
7% |
False |
True |
25,450 |
| 60 |
723-4 |
485-6 |
237-6 |
48.2% |
13-1 |
2.7% |
3% |
False |
True |
22,767 |
| 80 |
723-4 |
485-6 |
237-6 |
48.2% |
12-5 |
2.6% |
3% |
False |
True |
19,319 |
| 100 |
723-4 |
485-6 |
237-6 |
48.2% |
11-7 |
2.4% |
3% |
False |
True |
16,749 |
| 120 |
723-4 |
485-6 |
237-6 |
48.2% |
11-2 |
2.3% |
3% |
False |
True |
14,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
597-2 |
|
2.618 |
562-5 |
|
1.618 |
541-3 |
|
1.000 |
528-2 |
|
0.618 |
520-1 |
|
HIGH |
507-0 |
|
0.618 |
498-7 |
|
0.500 |
496-3 |
|
0.382 |
493-7 |
|
LOW |
485-6 |
|
0.618 |
472-5 |
|
1.000 |
464-4 |
|
1.618 |
451-3 |
|
2.618 |
430-1 |
|
4.250 |
395-4 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
496-3 |
496-3 |
| PP |
495-3 |
495-3 |
| S1 |
494-4 |
494-4 |
|