CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
498-4 |
501-0 |
2-4 |
0.5% |
500-0 |
| High |
516-0 |
507-4 |
-8-4 |
-1.6% |
507-0 |
| Low |
495-0 |
501-0 |
6-0 |
1.2% |
485-6 |
| Close |
498-6 |
506-6 |
8-0 |
1.6% |
487-2 |
| Range |
21-0 |
6-4 |
-14-4 |
-69.0% |
21-2 |
| ATR |
14-3 |
14-0 |
-0-3 |
-2.8% |
0-0 |
| Volume |
45,718 |
48,575 |
2,857 |
6.2% |
171,271 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
524-5 |
522-1 |
510-3 |
|
| R3 |
518-1 |
515-5 |
508-4 |
|
| R2 |
511-5 |
511-5 |
508-0 |
|
| R1 |
509-1 |
509-1 |
507-3 |
510-3 |
| PP |
505-1 |
505-1 |
505-1 |
505-6 |
| S1 |
502-5 |
502-5 |
506-1 |
503-7 |
| S2 |
498-5 |
498-5 |
505-4 |
|
| S3 |
492-1 |
496-1 |
505-0 |
|
| S4 |
485-5 |
489-5 |
503-1 |
|
|
| 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 |
487-0 |
29-0 |
5.7% |
11-6 |
2.3% |
68% |
False |
False |
40,430 |
| 10 |
518-0 |
485-6 |
32-2 |
6.4% |
11-3 |
2.2% |
65% |
False |
False |
38,623 |
| 20 |
584-4 |
485-6 |
98-6 |
19.5% |
12-6 |
2.5% |
21% |
False |
False |
38,900 |
| 40 |
584-4 |
485-6 |
98-6 |
19.5% |
13-0 |
2.6% |
21% |
False |
False |
28,088 |
| 60 |
704-0 |
485-6 |
218-2 |
43.1% |
12-7 |
2.5% |
10% |
False |
False |
24,856 |
| 80 |
723-4 |
485-6 |
237-6 |
46.9% |
12-5 |
2.5% |
9% |
False |
False |
21,318 |
| 100 |
723-4 |
485-6 |
237-6 |
46.9% |
11-7 |
2.3% |
9% |
False |
False |
18,480 |
| 120 |
723-4 |
485-6 |
237-6 |
46.9% |
11-4 |
2.3% |
9% |
False |
False |
16,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
535-1 |
|
2.618 |
524-4 |
|
1.618 |
518-0 |
|
1.000 |
514-0 |
|
0.618 |
511-4 |
|
HIGH |
507-4 |
|
0.618 |
505-0 |
|
0.500 |
504-2 |
|
0.382 |
503-4 |
|
LOW |
501-0 |
|
0.618 |
497-0 |
|
1.000 |
494-4 |
|
1.618 |
490-4 |
|
2.618 |
484-0 |
|
4.250 |
473-3 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
505-7 |
505-3 |
| PP |
505-1 |
503-7 |
| S1 |
504-2 |
502-4 |
|