CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
492-0 |
485-0 |
-7-0 |
-1.4% |
489-0 |
| High |
494-2 |
490-0 |
-4-2 |
-0.9% |
516-0 |
| Low |
482-2 |
483-0 |
0-6 |
0.2% |
489-0 |
| Close |
487-2 |
485-6 |
-1-4 |
-0.3% |
495-2 |
| Range |
12-0 |
7-0 |
-5-0 |
-41.7% |
27-0 |
| ATR |
15-1 |
14-4 |
-0-5 |
-3.8% |
0-0 |
| Volume |
50,502 |
39,574 |
-10,928 |
-21.6% |
205,871 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
507-2 |
503-4 |
489-5 |
|
| R3 |
500-2 |
496-4 |
487-5 |
|
| R2 |
493-2 |
493-2 |
487-0 |
|
| R1 |
489-4 |
489-4 |
486-3 |
491-3 |
| PP |
486-2 |
486-2 |
486-2 |
487-2 |
| S1 |
482-4 |
482-4 |
485-1 |
484-3 |
| S2 |
479-2 |
479-2 |
484-4 |
|
| S3 |
472-2 |
475-4 |
483-7 |
|
| S4 |
465-2 |
468-4 |
481-7 |
|
|
| 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 |
510-0 |
481-0 |
29-0 |
6.0% |
15-1 |
3.1% |
16% |
False |
False |
41,991 |
| 10 |
516-0 |
481-0 |
35-0 |
7.2% |
13-4 |
2.8% |
14% |
False |
False |
41,211 |
| 20 |
546-0 |
481-0 |
65-0 |
13.4% |
12-6 |
2.6% |
7% |
False |
False |
41,779 |
| 40 |
584-4 |
481-0 |
103-4 |
21.3% |
13-5 |
2.8% |
5% |
False |
False |
31,375 |
| 60 |
666-0 |
481-0 |
185-0 |
38.1% |
12-6 |
2.6% |
3% |
False |
False |
26,544 |
| 80 |
723-4 |
481-0 |
242-4 |
49.9% |
13-0 |
2.7% |
2% |
False |
False |
23,472 |
| 100 |
723-4 |
481-0 |
242-4 |
49.9% |
12-0 |
2.5% |
2% |
False |
False |
20,132 |
| 120 |
723-4 |
481-0 |
242-4 |
49.9% |
11-6 |
2.4% |
2% |
False |
False |
17,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
519-6 |
|
2.618 |
508-3 |
|
1.618 |
501-3 |
|
1.000 |
497-0 |
|
0.618 |
494-3 |
|
HIGH |
490-0 |
|
0.618 |
487-3 |
|
0.500 |
486-4 |
|
0.382 |
485-5 |
|
LOW |
483-0 |
|
0.618 |
478-5 |
|
1.000 |
476-0 |
|
1.618 |
471-5 |
|
2.618 |
464-5 |
|
4.250 |
453-2 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
486-4 |
491-2 |
| PP |
486-2 |
489-3 |
| S1 |
486-0 |
487-5 |
|