CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
494-0 |
502-0 |
8-0 |
1.6% |
500-0 |
| High |
498-0 |
502-0 |
4-0 |
0.8% |
507-0 |
| Low |
492-4 |
487-0 |
-5-4 |
-1.1% |
485-6 |
| Close |
496-4 |
487-2 |
-9-2 |
-1.9% |
487-2 |
| Range |
5-4 |
15-0 |
9-4 |
172.7% |
21-2 |
| ATR |
13-7 |
14-0 |
0-1 |
0.6% |
0-0 |
| Volume |
48,125 |
21,113 |
-27,012 |
-56.1% |
171,271 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
537-1 |
527-1 |
495-4 |
|
| R3 |
522-1 |
512-1 |
491-3 |
|
| R2 |
507-1 |
507-1 |
490-0 |
|
| R1 |
497-1 |
497-1 |
488-5 |
494-5 |
| PP |
492-1 |
492-1 |
492-1 |
490-6 |
| S1 |
482-1 |
482-1 |
485-7 |
479-5 |
| S2 |
477-1 |
477-1 |
484-4 |
|
| S3 |
462-1 |
467-1 |
483-1 |
|
| S4 |
447-1 |
452-1 |
479-0 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
557-1 |
543-3 |
499-0 |
|
| R3 |
535-7 |
522-1 |
493-1 |
|
| R2 |
514-5 |
514-5 |
491-1 |
|
| R1 |
500-7 |
500-7 |
489-2 |
497-1 |
| PP |
493-3 |
493-3 |
493-3 |
491-4 |
| S1 |
479-5 |
479-5 |
485-2 |
475-7 |
| S2 |
472-1 |
472-1 |
483-3 |
|
| S3 |
450-7 |
458-3 |
481-3 |
|
| S4 |
429-5 |
437-1 |
475-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
507-0 |
485-6 |
21-2 |
4.4% |
10-5 |
2.2% |
7% |
False |
False |
34,254 |
| 10 |
526-0 |
485-6 |
40-2 |
8.3% |
10-6 |
2.2% |
4% |
False |
False |
42,646 |
| 20 |
584-4 |
485-6 |
98-6 |
20.3% |
12-2 |
2.5% |
2% |
False |
False |
34,319 |
| 40 |
592-0 |
485-6 |
106-2 |
21.8% |
13-0 |
2.7% |
1% |
False |
False |
25,698 |
| 60 |
723-4 |
485-6 |
237-6 |
48.8% |
12-7 |
2.6% |
1% |
False |
False |
23,567 |
| 80 |
723-4 |
485-6 |
237-6 |
48.8% |
12-7 |
2.6% |
1% |
False |
False |
19,965 |
| 100 |
723-4 |
485-6 |
237-6 |
48.8% |
11-6 |
2.4% |
1% |
False |
False |
17,352 |
| 120 |
723-4 |
485-6 |
237-6 |
48.8% |
11-2 |
2.3% |
1% |
False |
False |
15,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
565-6 |
|
2.618 |
541-2 |
|
1.618 |
526-2 |
|
1.000 |
517-0 |
|
0.618 |
511-2 |
|
HIGH |
502-0 |
|
0.618 |
496-2 |
|
0.500 |
494-4 |
|
0.382 |
492-6 |
|
LOW |
487-0 |
|
0.618 |
477-6 |
|
1.000 |
472-0 |
|
1.618 |
462-6 |
|
2.618 |
447-6 |
|
4.250 |
423-2 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
494-4 |
496-3 |
| PP |
492-1 |
493-3 |
| S1 |
489-5 |
490-2 |
|