CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
509-0 |
506-0 |
-3-0 |
-0.6% |
489-0 |
| High |
510-0 |
508-0 |
-2-0 |
-0.4% |
516-0 |
| Low |
493-0 |
489-0 |
-4-0 |
-0.8% |
489-0 |
| Close |
503-0 |
495-2 |
-7-6 |
-1.5% |
495-2 |
| Range |
17-0 |
19-0 |
2-0 |
11.8% |
27-0 |
| ATR |
14-2 |
14-4 |
0-3 |
2.4% |
0-0 |
| Volume |
35,942 |
37,014 |
1,072 |
3.0% |
205,871 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
554-3 |
543-7 |
505-6 |
|
| R3 |
535-3 |
524-7 |
500-4 |
|
| R2 |
516-3 |
516-3 |
498-6 |
|
| R1 |
505-7 |
505-7 |
497-0 |
501-5 |
| PP |
497-3 |
497-3 |
497-3 |
495-2 |
| S1 |
486-7 |
486-7 |
493-4 |
482-5 |
| S2 |
478-3 |
478-3 |
491-6 |
|
| S3 |
459-3 |
467-7 |
490-0 |
|
| S4 |
440-3 |
448-7 |
484-6 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
581-1 |
565-1 |
510-1 |
|
| R3 |
554-1 |
538-1 |
502-5 |
|
| R2 |
527-1 |
527-1 |
500-2 |
|
| R1 |
511-1 |
511-1 |
497-6 |
519-1 |
| PP |
500-1 |
500-1 |
500-1 |
504-0 |
| S1 |
484-1 |
484-1 |
492-6 |
492-1 |
| S2 |
473-1 |
473-1 |
490-2 |
|
| S3 |
446-1 |
457-1 |
487-7 |
|
| S4 |
419-1 |
430-1 |
480-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
516-0 |
489-0 |
27-0 |
5.5% |
14-7 |
3.0% |
23% |
False |
True |
41,174 |
| 10 |
516-0 |
485-6 |
30-2 |
6.1% |
12-6 |
2.6% |
31% |
False |
False |
37,714 |
| 20 |
584-4 |
485-6 |
98-6 |
19.9% |
13-2 |
2.7% |
10% |
False |
False |
40,493 |
| 40 |
584-4 |
485-6 |
98-6 |
19.9% |
13-3 |
2.7% |
10% |
False |
False |
28,946 |
| 60 |
682-0 |
485-6 |
196-2 |
39.6% |
12-5 |
2.6% |
5% |
False |
False |
25,175 |
| 80 |
723-4 |
485-6 |
237-6 |
48.0% |
12-7 |
2.6% |
4% |
False |
False |
22,083 |
| 100 |
723-4 |
485-6 |
237-6 |
48.0% |
11-7 |
2.4% |
4% |
False |
False |
19,018 |
| 120 |
723-4 |
485-6 |
237-6 |
48.0% |
11-6 |
2.4% |
4% |
False |
False |
16,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
588-6 |
|
2.618 |
557-6 |
|
1.618 |
538-6 |
|
1.000 |
527-0 |
|
0.618 |
519-6 |
|
HIGH |
508-0 |
|
0.618 |
500-6 |
|
0.500 |
498-4 |
|
0.382 |
496-2 |
|
LOW |
489-0 |
|
0.618 |
477-2 |
|
1.000 |
470-0 |
|
1.618 |
458-2 |
|
2.618 |
439-2 |
|
4.250 |
408-2 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
498-4 |
499-4 |
| PP |
497-3 |
498-1 |
| S1 |
496-3 |
496-5 |
|