CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
485-0 |
487-0 |
2-0 |
0.4% |
489-0 |
| High |
490-0 |
488-0 |
-2-0 |
-0.4% |
516-0 |
| Low |
483-0 |
476-0 |
-7-0 |
-1.4% |
489-0 |
| Close |
485-6 |
478-6 |
-7-0 |
-1.4% |
495-2 |
| Range |
7-0 |
12-0 |
5-0 |
71.4% |
27-0 |
| ATR |
14-4 |
14-3 |
-0-1 |
-1.2% |
0-0 |
| Volume |
39,574 |
26,760 |
-12,814 |
-32.4% |
205,871 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
516-7 |
509-7 |
485-3 |
|
| R3 |
504-7 |
497-7 |
482-0 |
|
| R2 |
492-7 |
492-7 |
481-0 |
|
| R1 |
485-7 |
485-7 |
479-7 |
483-3 |
| PP |
480-7 |
480-7 |
480-7 |
479-6 |
| S1 |
473-7 |
473-7 |
477-5 |
471-3 |
| S2 |
468-7 |
468-7 |
476-4 |
|
| S3 |
456-7 |
461-7 |
475-4 |
|
| S4 |
444-7 |
449-7 |
472-1 |
|
|
| 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 |
508-0 |
476-0 |
32-0 |
6.7% |
14-1 |
2.9% |
9% |
False |
True |
40,155 |
| 10 |
516-0 |
476-0 |
40-0 |
8.4% |
14-1 |
2.9% |
7% |
False |
True |
39,074 |
| 20 |
530-0 |
476-0 |
54-0 |
11.3% |
12-3 |
2.6% |
5% |
False |
True |
41,374 |
| 40 |
584-4 |
476-0 |
108-4 |
22.7% |
13-6 |
2.9% |
3% |
False |
True |
31,595 |
| 60 |
660-0 |
476-0 |
184-0 |
38.4% |
12-5 |
2.6% |
1% |
False |
True |
26,671 |
| 80 |
723-4 |
476-0 |
247-4 |
51.7% |
12-7 |
2.7% |
1% |
False |
True |
23,694 |
| 100 |
723-4 |
476-0 |
247-4 |
51.7% |
12-0 |
2.5% |
1% |
False |
True |
20,352 |
| 120 |
723-4 |
476-0 |
247-4 |
51.7% |
11-6 |
2.4% |
1% |
False |
True |
18,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
539-0 |
|
2.618 |
519-3 |
|
1.618 |
507-3 |
|
1.000 |
500-0 |
|
0.618 |
495-3 |
|
HIGH |
488-0 |
|
0.618 |
483-3 |
|
0.500 |
482-0 |
|
0.382 |
480-5 |
|
LOW |
476-0 |
|
0.618 |
468-5 |
|
1.000 |
464-0 |
|
1.618 |
456-5 |
|
2.618 |
444-5 |
|
4.250 |
425-0 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
482-0 |
485-1 |
| PP |
480-7 |
483-0 |
| S1 |
479-7 |
480-7 |
|