CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
502-0 |
489-0 |
-13-0 |
-2.6% |
500-0 |
| High |
502-0 |
500-0 |
-2-0 |
-0.4% |
507-0 |
| Low |
487-0 |
489-0 |
2-0 |
0.4% |
485-6 |
| Close |
487-2 |
499-2 |
12-0 |
2.5% |
487-2 |
| Range |
15-0 |
11-0 |
-4-0 |
-26.7% |
21-2 |
| ATR |
14-0 |
13-7 |
-0-1 |
-0.6% |
0-0 |
| Volume |
21,113 |
38,622 |
17,509 |
82.9% |
171,271 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
529-1 |
525-1 |
505-2 |
|
| R3 |
518-1 |
514-1 |
502-2 |
|
| R2 |
507-1 |
507-1 |
501-2 |
|
| R1 |
503-1 |
503-1 |
500-2 |
505-1 |
| PP |
496-1 |
496-1 |
496-1 |
497-0 |
| S1 |
492-1 |
492-1 |
498-2 |
494-1 |
| S2 |
485-1 |
485-1 |
497-2 |
|
| S3 |
474-1 |
481-1 |
496-2 |
|
| S4 |
463-1 |
470-1 |
493-2 |
|
|
| 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 |
4.3% |
11-4 |
2.3% |
64% |
False |
False |
34,670 |
| 10 |
521-0 |
485-6 |
35-2 |
7.1% |
10-7 |
2.2% |
38% |
False |
False |
39,542 |
| 20 |
584-4 |
485-6 |
98-6 |
19.8% |
12-4 |
2.5% |
14% |
False |
False |
35,612 |
| 40 |
592-0 |
485-6 |
106-2 |
21.3% |
13-2 |
2.6% |
13% |
False |
False |
26,327 |
| 60 |
723-4 |
485-6 |
237-6 |
47.6% |
13-0 |
2.6% |
6% |
False |
False |
23,900 |
| 80 |
723-4 |
485-6 |
237-6 |
47.6% |
12-7 |
2.6% |
6% |
False |
False |
20,378 |
| 100 |
723-4 |
485-6 |
237-6 |
47.6% |
11-7 |
2.4% |
6% |
False |
False |
17,690 |
| 120 |
723-4 |
485-6 |
237-6 |
47.6% |
11-3 |
2.3% |
6% |
False |
False |
15,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
546-6 |
|
2.618 |
528-6 |
|
1.618 |
517-6 |
|
1.000 |
511-0 |
|
0.618 |
506-6 |
|
HIGH |
500-0 |
|
0.618 |
495-6 |
|
0.500 |
494-4 |
|
0.382 |
493-2 |
|
LOW |
489-0 |
|
0.618 |
482-2 |
|
1.000 |
478-0 |
|
1.618 |
471-2 |
|
2.618 |
460-2 |
|
4.250 |
442-2 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
497-5 |
497-5 |
| PP |
496-1 |
496-1 |
| S1 |
494-4 |
494-4 |
|