CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
549-0 |
545-0 |
-4-0 |
-0.7% |
572-0 |
| High |
550-0 |
545-4 |
-4-4 |
-0.8% |
580-0 |
| Low |
525-0 |
530-4 |
5-4 |
1.0% |
556-0 |
| Close |
540-6 |
535-4 |
-5-2 |
-1.0% |
563-0 |
| Range |
25-0 |
15-0 |
-10-0 |
-40.0% |
24-0 |
| ATR |
16-0 |
15-7 |
-0-1 |
-0.4% |
0-0 |
| Volume |
61,132 |
62,920 |
1,788 |
2.9% |
167,262 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
582-1 |
573-7 |
543-6 |
|
| R3 |
567-1 |
558-7 |
539-5 |
|
| R2 |
552-1 |
552-1 |
538-2 |
|
| R1 |
543-7 |
543-7 |
536-7 |
540-4 |
| PP |
537-1 |
537-1 |
537-1 |
535-4 |
| S1 |
528-7 |
528-7 |
534-1 |
525-4 |
| S2 |
522-1 |
522-1 |
532-6 |
|
| S3 |
507-1 |
513-7 |
531-3 |
|
| S4 |
492-1 |
498-7 |
527-2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638-3 |
624-5 |
576-2 |
|
| R3 |
614-3 |
600-5 |
569-5 |
|
| R2 |
590-3 |
590-3 |
567-3 |
|
| R1 |
576-5 |
576-5 |
565-2 |
571-4 |
| PP |
566-3 |
566-3 |
566-3 |
563-6 |
| S1 |
552-5 |
552-5 |
560-6 |
547-4 |
| S2 |
542-3 |
542-3 |
558-5 |
|
| S3 |
518-3 |
528-5 |
556-3 |
|
| S4 |
494-3 |
504-5 |
549-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
567-0 |
525-0 |
42-0 |
7.8% |
13-7 |
2.6% |
25% |
False |
False |
46,603 |
| 10 |
597-0 |
525-0 |
72-0 |
13.4% |
12-1 |
2.3% |
15% |
False |
False |
37,809 |
| 20 |
666-0 |
525-0 |
141-0 |
26.3% |
11-7 |
2.2% |
7% |
False |
False |
31,341 |
| 40 |
702-0 |
525-0 |
177-0 |
33.1% |
12-3 |
2.3% |
6% |
False |
False |
20,306 |
| 60 |
702-0 |
525-0 |
177-0 |
33.1% |
10-7 |
2.0% |
6% |
False |
False |
15,026 |
| 80 |
702-0 |
525-0 |
177-0 |
33.1% |
9-6 |
1.8% |
6% |
False |
False |
11,850 |
| 100 |
702-0 |
525-0 |
177-0 |
33.1% |
8-5 |
1.6% |
6% |
False |
False |
9,747 |
| 120 |
702-0 |
525-0 |
177-0 |
33.1% |
7-5 |
1.4% |
6% |
False |
False |
8,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
609-2 |
|
2.618 |
584-6 |
|
1.618 |
569-6 |
|
1.000 |
560-4 |
|
0.618 |
554-6 |
|
HIGH |
545-4 |
|
0.618 |
539-6 |
|
0.500 |
538-0 |
|
0.382 |
536-2 |
|
LOW |
530-4 |
|
0.618 |
521-2 |
|
1.000 |
515-4 |
|
1.618 |
506-2 |
|
2.618 |
491-2 |
|
4.250 |
466-6 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
538-0 |
546-0 |
| PP |
537-1 |
542-4 |
| S1 |
536-3 |
539-0 |
|