CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
489-0 |
498-4 |
9-4 |
1.9% |
500-0 |
| High |
500-0 |
516-0 |
16-0 |
3.2% |
507-0 |
| Low |
489-0 |
495-0 |
6-0 |
1.2% |
485-6 |
| Close |
499-2 |
498-6 |
-0-4 |
-0.1% |
487-2 |
| Range |
11-0 |
21-0 |
10-0 |
90.9% |
21-2 |
| ATR |
13-7 |
14-3 |
0-4 |
3.7% |
0-0 |
| Volume |
38,622 |
45,718 |
7,096 |
18.4% |
171,271 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
566-2 |
553-4 |
510-2 |
|
| R3 |
545-2 |
532-4 |
504-4 |
|
| R2 |
524-2 |
524-2 |
502-5 |
|
| R1 |
511-4 |
511-4 |
500-5 |
517-7 |
| PP |
503-2 |
503-2 |
503-2 |
506-4 |
| S1 |
490-4 |
490-4 |
496-7 |
496-7 |
| S2 |
482-2 |
482-2 |
494-7 |
|
| S3 |
461-2 |
469-4 |
493-0 |
|
| S4 |
440-2 |
448-4 |
487-2 |
|
|
| 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 |
516-0 |
485-6 |
30-2 |
6.1% |
14-6 |
3.0% |
43% |
True |
False |
37,224 |
| 10 |
518-0 |
485-6 |
32-2 |
6.5% |
12-0 |
2.4% |
40% |
False |
False |
38,361 |
| 20 |
584-4 |
485-6 |
98-6 |
19.8% |
12-7 |
2.6% |
13% |
False |
False |
37,294 |
| 40 |
584-4 |
485-6 |
98-6 |
19.8% |
13-3 |
2.7% |
13% |
False |
False |
27,209 |
| 60 |
720-0 |
485-6 |
234-2 |
47.0% |
12-7 |
2.6% |
6% |
False |
False |
24,386 |
| 80 |
723-4 |
485-6 |
237-6 |
47.7% |
12-6 |
2.6% |
5% |
False |
False |
20,862 |
| 100 |
723-4 |
485-6 |
237-6 |
47.7% |
11-7 |
2.4% |
5% |
False |
False |
18,095 |
| 120 |
723-4 |
485-6 |
237-6 |
47.7% |
11-4 |
2.3% |
5% |
False |
False |
16,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
605-2 |
|
2.618 |
571-0 |
|
1.618 |
550-0 |
|
1.000 |
537-0 |
|
0.618 |
529-0 |
|
HIGH |
516-0 |
|
0.618 |
508-0 |
|
0.500 |
505-4 |
|
0.382 |
503-0 |
|
LOW |
495-0 |
|
0.618 |
482-0 |
|
1.000 |
474-0 |
|
1.618 |
461-0 |
|
2.618 |
440-0 |
|
4.250 |
405-6 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
505-4 |
501-4 |
| PP |
503-2 |
500-5 |
| S1 |
501-0 |
499-5 |
|