CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
501-0 |
509-0 |
8-0 |
1.6% |
500-0 |
| High |
507-4 |
510-0 |
2-4 |
0.5% |
507-0 |
| Low |
501-0 |
493-0 |
-8-0 |
-1.6% |
485-6 |
| Close |
506-6 |
503-0 |
-3-6 |
-0.7% |
487-2 |
| Range |
6-4 |
17-0 |
10-4 |
161.5% |
21-2 |
| ATR |
14-0 |
14-2 |
0-2 |
1.5% |
0-0 |
| Volume |
48,575 |
35,942 |
-12,633 |
-26.0% |
171,271 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
553-0 |
545-0 |
512-3 |
|
| R3 |
536-0 |
528-0 |
507-5 |
|
| R2 |
519-0 |
519-0 |
506-1 |
|
| R1 |
511-0 |
511-0 |
504-4 |
506-4 |
| PP |
502-0 |
502-0 |
502-0 |
499-6 |
| S1 |
494-0 |
494-0 |
501-4 |
489-4 |
| S2 |
485-0 |
485-0 |
499-7 |
|
| S3 |
468-0 |
477-0 |
498-3 |
|
| S4 |
451-0 |
460-0 |
493-5 |
|
|
| 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 |
5.8% |
14-1 |
2.8% |
55% |
False |
False |
37,994 |
| 10 |
516-0 |
485-6 |
30-2 |
6.0% |
12-0 |
2.4% |
57% |
False |
False |
38,170 |
| 20 |
584-4 |
485-6 |
98-6 |
19.6% |
13-0 |
2.6% |
17% |
False |
False |
39,924 |
| 40 |
584-4 |
485-6 |
98-6 |
19.6% |
13-0 |
2.6% |
17% |
False |
False |
28,427 |
| 60 |
693-4 |
485-6 |
207-6 |
41.3% |
12-4 |
2.5% |
8% |
False |
False |
25,050 |
| 80 |
723-4 |
485-6 |
237-6 |
47.3% |
12-6 |
2.5% |
7% |
False |
False |
21,690 |
| 100 |
723-4 |
485-6 |
237-6 |
47.3% |
11-7 |
2.4% |
7% |
False |
False |
18,724 |
| 120 |
723-4 |
485-6 |
237-6 |
47.3% |
11-5 |
2.3% |
7% |
False |
False |
16,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
582-2 |
|
2.618 |
554-4 |
|
1.618 |
537-4 |
|
1.000 |
527-0 |
|
0.618 |
520-4 |
|
HIGH |
510-0 |
|
0.618 |
503-4 |
|
0.500 |
501-4 |
|
0.382 |
499-4 |
|
LOW |
493-0 |
|
0.618 |
482-4 |
|
1.000 |
476-0 |
|
1.618 |
465-4 |
|
2.618 |
448-4 |
|
4.250 |
420-6 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
502-4 |
504-4 |
| PP |
502-0 |
504-0 |
| S1 |
501-4 |
503-4 |
|