CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
472-0 |
454-0 |
-18-0 |
-3.8% |
487-0 |
| High |
475-0 |
463-0 |
-12-0 |
-2.5% |
501-4 |
| Low |
457-0 |
454-0 |
-3-0 |
-0.7% |
471-6 |
| Close |
459-0 |
456-2 |
-2-6 |
-0.6% |
471-6 |
| Range |
18-0 |
9-0 |
-9-0 |
-50.0% |
29-6 |
| ATR |
14-1 |
13-6 |
-0-3 |
-2.6% |
0-0 |
| Volume |
24,003 |
31,703 |
7,700 |
32.1% |
193,484 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
484-6 |
479-4 |
461-2 |
|
| R3 |
475-6 |
470-4 |
458-6 |
|
| R2 |
466-6 |
466-6 |
457-7 |
|
| R1 |
461-4 |
461-4 |
457-1 |
464-1 |
| PP |
457-6 |
457-6 |
457-6 |
459-0 |
| S1 |
452-4 |
452-4 |
455-3 |
455-1 |
| S2 |
448-6 |
448-6 |
454-5 |
|
| S3 |
439-6 |
443-4 |
453-6 |
|
| S4 |
430-6 |
434-4 |
451-2 |
|
|
| 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 |
490-0 |
454-0 |
36-0 |
7.9% |
10-5 |
2.3% |
6% |
False |
True |
30,352 |
| 10 |
510-0 |
454-0 |
56-0 |
12.3% |
12-6 |
2.8% |
4% |
False |
True |
37,072 |
| 20 |
518-0 |
454-0 |
64-0 |
14.0% |
12-3 |
2.7% |
4% |
False |
True |
37,716 |
| 40 |
584-4 |
454-0 |
130-4 |
28.6% |
13-4 |
3.0% |
2% |
False |
True |
32,038 |
| 60 |
638-0 |
454-0 |
184-0 |
40.3% |
12-5 |
2.8% |
1% |
False |
True |
27,254 |
| 80 |
723-4 |
454-0 |
269-4 |
59.1% |
12-7 |
2.8% |
1% |
False |
True |
24,413 |
| 100 |
723-4 |
454-0 |
269-4 |
59.1% |
12-2 |
2.7% |
1% |
False |
True |
21,031 |
| 120 |
723-4 |
454-0 |
269-4 |
59.1% |
11-7 |
2.6% |
1% |
False |
True |
18,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
501-2 |
|
2.618 |
486-4 |
|
1.618 |
477-4 |
|
1.000 |
472-0 |
|
0.618 |
468-4 |
|
HIGH |
463-0 |
|
0.618 |
459-4 |
|
0.500 |
458-4 |
|
0.382 |
457-4 |
|
LOW |
454-0 |
|
0.618 |
448-4 |
|
1.000 |
445-0 |
|
1.618 |
439-4 |
|
2.618 |
430-4 |
|
4.250 |
415-6 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
458-4 |
466-3 |
| PP |
457-6 |
463-0 |
| S1 |
457-0 |
459-5 |
|