CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
475-4 |
472-0 |
-3-4 |
-0.7% |
487-0 |
| High |
478-6 |
475-0 |
-3-6 |
-0.8% |
501-4 |
| Low |
471-6 |
457-0 |
-14-6 |
-3.1% |
471-6 |
| Close |
471-6 |
459-0 |
-12-6 |
-2.7% |
471-6 |
| Range |
7-0 |
18-0 |
11-0 |
157.1% |
29-6 |
| ATR |
13-6 |
14-1 |
0-2 |
2.2% |
0-0 |
| Volume |
29,721 |
24,003 |
-5,718 |
-19.2% |
193,484 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
517-5 |
506-3 |
468-7 |
|
| R3 |
499-5 |
488-3 |
464-0 |
|
| R2 |
481-5 |
481-5 |
462-2 |
|
| R1 |
470-3 |
470-3 |
460-5 |
467-0 |
| PP |
463-5 |
463-5 |
463-5 |
462-0 |
| S1 |
452-3 |
452-3 |
457-3 |
449-0 |
| S2 |
445-5 |
445-5 |
455-6 |
|
| S3 |
427-5 |
434-3 |
454-0 |
|
| S4 |
409-5 |
416-3 |
449-1 |
|
|
| 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 |
494-2 |
457-0 |
37-2 |
8.1% |
11-2 |
2.4% |
5% |
False |
True |
34,112 |
| 10 |
516-0 |
457-0 |
59-0 |
12.9% |
14-0 |
3.1% |
3% |
False |
True |
38,473 |
| 20 |
521-0 |
457-0 |
64-0 |
13.9% |
12-3 |
2.7% |
3% |
False |
True |
39,007 |
| 40 |
584-4 |
457-0 |
127-4 |
27.8% |
13-5 |
3.0% |
2% |
False |
True |
31,874 |
| 60 |
638-0 |
457-0 |
181-0 |
39.4% |
12-5 |
2.8% |
1% |
False |
True |
26,996 |
| 80 |
723-4 |
457-0 |
266-4 |
58.1% |
13-0 |
2.8% |
1% |
False |
True |
24,116 |
| 100 |
723-4 |
457-0 |
266-4 |
58.1% |
12-2 |
2.7% |
1% |
False |
True |
20,761 |
| 120 |
723-4 |
457-0 |
266-4 |
58.1% |
11-7 |
2.6% |
1% |
False |
True |
18,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
551-4 |
|
2.618 |
522-1 |
|
1.618 |
504-1 |
|
1.000 |
493-0 |
|
0.618 |
486-1 |
|
HIGH |
475-0 |
|
0.618 |
468-1 |
|
0.500 |
466-0 |
|
0.382 |
463-7 |
|
LOW |
457-0 |
|
0.618 |
445-7 |
|
1.000 |
439-0 |
|
1.618 |
427-7 |
|
2.618 |
409-7 |
|
4.250 |
380-4 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
466-0 |
472-4 |
| PP |
463-5 |
468-0 |
| S1 |
461-3 |
463-4 |
|