CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
487-0 |
475-4 |
-11-4 |
-2.4% |
487-0 |
| High |
488-0 |
478-6 |
-9-2 |
-1.9% |
501-4 |
| Low |
476-0 |
471-6 |
-4-2 |
-0.9% |
471-6 |
| Close |
478-6 |
471-6 |
-7-0 |
-1.5% |
471-6 |
| Range |
12-0 |
7-0 |
-5-0 |
-41.7% |
29-6 |
| ATR |
14-3 |
13-6 |
-0-4 |
-3.6% |
0-0 |
| Volume |
26,760 |
29,721 |
2,961 |
11.1% |
193,484 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
495-1 |
490-3 |
475-5 |
|
| R3 |
488-1 |
483-3 |
473-5 |
|
| R2 |
481-1 |
481-1 |
473-0 |
|
| R1 |
476-3 |
476-3 |
472-3 |
475-2 |
| PP |
474-1 |
474-1 |
474-1 |
473-4 |
| S1 |
469-3 |
469-3 |
471-1 |
468-2 |
| S2 |
467-1 |
467-1 |
470-4 |
|
| S3 |
460-1 |
462-3 |
469-7 |
|
| S4 |
453-1 |
455-3 |
467-7 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570-7 |
551-1 |
488-1 |
|
| R3 |
541-1 |
521-3 |
479-7 |
|
| R2 |
511-3 |
511-3 |
477-2 |
|
| R1 |
491-5 |
491-5 |
474-4 |
486-5 |
| PP |
481-5 |
481-5 |
481-5 |
479-2 |
| S1 |
461-7 |
461-7 |
469-0 |
456-7 |
| S2 |
451-7 |
451-7 |
466-2 |
|
| S3 |
422-1 |
432-1 |
463-5 |
|
| S4 |
392-3 |
402-3 |
455-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
501-4 |
471-6 |
29-6 |
6.3% |
11-6 |
2.5% |
0% |
False |
True |
38,696 |
| 10 |
516-0 |
471-6 |
44-2 |
9.4% |
13-2 |
2.8% |
0% |
False |
True |
39,935 |
| 20 |
526-0 |
471-6 |
54-2 |
11.5% |
12-0 |
2.6% |
0% |
False |
True |
41,290 |
| 40 |
584-4 |
471-6 |
112-6 |
23.9% |
13-7 |
2.9% |
0% |
False |
True |
31,773 |
| 60 |
640-0 |
471-6 |
168-2 |
35.7% |
12-4 |
2.6% |
0% |
False |
True |
26,875 |
| 80 |
723-4 |
471-6 |
251-6 |
53.4% |
12-7 |
2.7% |
0% |
False |
True |
23,911 |
| 100 |
723-4 |
471-6 |
251-6 |
53.4% |
12-1 |
2.6% |
0% |
False |
True |
20,581 |
| 120 |
723-4 |
471-6 |
251-6 |
53.4% |
11-6 |
2.5% |
0% |
False |
True |
18,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
508-4 |
|
2.618 |
497-1 |
|
1.618 |
490-1 |
|
1.000 |
485-6 |
|
0.618 |
483-1 |
|
HIGH |
478-6 |
|
0.618 |
476-1 |
|
0.500 |
475-2 |
|
0.382 |
474-3 |
|
LOW |
471-6 |
|
0.618 |
467-3 |
|
1.000 |
464-6 |
|
1.618 |
460-3 |
|
2.618 |
453-3 |
|
4.250 |
442-0 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
475-2 |
480-7 |
| PP |
474-1 |
477-7 |
| S1 |
472-7 |
474-6 |
|