CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
498-0 |
494-0 |
-4-0 |
-0.8% |
515-4 |
| High |
507-0 |
498-0 |
-9-0 |
-1.8% |
526-0 |
| Low |
485-6 |
492-4 |
6-6 |
1.4% |
501-4 |
| Close |
493-4 |
496-4 |
3-0 |
0.6% |
509-4 |
| Range |
21-2 |
5-4 |
-15-6 |
-74.1% |
24-4 |
| ATR |
14-4 |
13-7 |
-0-5 |
-4.4% |
0-0 |
| Volume |
32,544 |
48,125 |
15,581 |
47.9% |
255,189 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
512-1 |
509-7 |
499-4 |
|
| R3 |
506-5 |
504-3 |
498-0 |
|
| R2 |
501-1 |
501-1 |
497-4 |
|
| R1 |
498-7 |
498-7 |
497-0 |
500-0 |
| PP |
495-5 |
495-5 |
495-5 |
496-2 |
| S1 |
493-3 |
493-3 |
496-0 |
494-4 |
| S2 |
490-1 |
490-1 |
495-4 |
|
| S3 |
484-5 |
487-7 |
495-0 |
|
| S4 |
479-1 |
482-3 |
493-4 |
|
|
| 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 |
513-2 |
485-6 |
27-4 |
5.5% |
10-0 |
2.0% |
39% |
False |
False |
38,347 |
| 10 |
530-0 |
485-6 |
44-2 |
8.9% |
10-5 |
2.1% |
24% |
False |
False |
43,674 |
| 20 |
584-4 |
485-6 |
98-6 |
19.9% |
12-3 |
2.5% |
11% |
False |
False |
34,176 |
| 40 |
592-0 |
485-6 |
106-2 |
21.4% |
12-7 |
2.6% |
10% |
False |
False |
25,876 |
| 60 |
723-4 |
485-6 |
237-6 |
47.9% |
13-0 |
2.6% |
5% |
False |
False |
23,423 |
| 80 |
723-4 |
485-6 |
237-6 |
47.9% |
12-6 |
2.6% |
5% |
False |
False |
19,780 |
| 100 |
723-4 |
485-6 |
237-6 |
47.9% |
11-7 |
2.4% |
5% |
False |
False |
17,184 |
| 120 |
723-4 |
485-6 |
237-6 |
47.9% |
11-2 |
2.3% |
5% |
False |
False |
15,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
521-3 |
|
2.618 |
512-3 |
|
1.618 |
506-7 |
|
1.000 |
503-4 |
|
0.618 |
501-3 |
|
HIGH |
498-0 |
|
0.618 |
495-7 |
|
0.500 |
495-2 |
|
0.382 |
494-5 |
|
LOW |
492-4 |
|
0.618 |
489-1 |
|
1.000 |
487-0 |
|
1.618 |
483-5 |
|
2.618 |
478-1 |
|
4.250 |
469-1 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
496-1 |
496-4 |
| PP |
495-5 |
496-3 |
| S1 |
495-2 |
496-3 |
|