CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
506-0 |
487-0 |
-19-0 |
-3.8% |
489-0 |
| High |
508-0 |
501-4 |
-6-4 |
-1.3% |
516-0 |
| Low |
489-0 |
481-0 |
-8-0 |
-1.6% |
489-0 |
| Close |
495-2 |
498-6 |
3-4 |
0.7% |
495-2 |
| Range |
19-0 |
20-4 |
1-4 |
7.9% |
27-0 |
| ATR |
14-4 |
15-0 |
0-3 |
2.9% |
0-0 |
| Volume |
37,014 |
46,927 |
9,913 |
26.8% |
205,871 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
555-2 |
547-4 |
510-0 |
|
| R3 |
534-6 |
527-0 |
504-3 |
|
| R2 |
514-2 |
514-2 |
502-4 |
|
| R1 |
506-4 |
506-4 |
500-5 |
510-3 |
| PP |
493-6 |
493-6 |
493-6 |
495-6 |
| S1 |
486-0 |
486-0 |
496-7 |
489-7 |
| S2 |
473-2 |
473-2 |
495-0 |
|
| S3 |
452-6 |
465-4 |
493-1 |
|
| S4 |
432-2 |
445-0 |
487-4 |
|
|
| 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 |
481-0 |
35-0 |
7.0% |
16-6 |
3.4% |
51% |
False |
True |
42,835 |
| 10 |
516-0 |
481-0 |
35-0 |
7.0% |
14-1 |
2.8% |
51% |
False |
True |
38,752 |
| 20 |
577-0 |
481-0 |
96-0 |
19.2% |
13-2 |
2.7% |
18% |
False |
True |
41,907 |
| 40 |
584-4 |
481-0 |
103-4 |
20.8% |
13-5 |
2.7% |
17% |
False |
True |
29,820 |
| 60 |
670-0 |
481-0 |
189-0 |
37.9% |
12-7 |
2.6% |
9% |
False |
True |
25,717 |
| 80 |
723-4 |
481-0 |
242-4 |
48.6% |
13-0 |
2.6% |
7% |
False |
True |
22,641 |
| 100 |
723-4 |
481-0 |
242-4 |
48.6% |
12-0 |
2.4% |
7% |
False |
True |
19,361 |
| 120 |
723-4 |
481-0 |
242-4 |
48.6% |
11-6 |
2.3% |
7% |
False |
True |
17,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
588-5 |
|
2.618 |
555-1 |
|
1.618 |
534-5 |
|
1.000 |
522-0 |
|
0.618 |
514-1 |
|
HIGH |
501-4 |
|
0.618 |
493-5 |
|
0.500 |
491-2 |
|
0.382 |
488-7 |
|
LOW |
481-0 |
|
0.618 |
468-3 |
|
1.000 |
460-4 |
|
1.618 |
447-7 |
|
2.618 |
427-3 |
|
4.250 |
393-7 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
496-2 |
497-5 |
| PP |
493-6 |
496-5 |
| S1 |
491-2 |
495-4 |
|