CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
520-0 |
519-0 |
-1-0 |
-0.2% |
566-0 |
| High |
527-4 |
524-4 |
-3-0 |
-0.6% |
567-0 |
| Low |
517-4 |
512-0 |
-5-4 |
-1.1% |
525-0 |
| Close |
519-2 |
512-4 |
-6-6 |
-1.3% |
529-0 |
| Range |
10-0 |
12-4 |
2-4 |
25.0% |
42-0 |
| ATR |
15-1 |
14-7 |
-0-1 |
-1.2% |
0-0 |
| Volume |
33,364 |
30,070 |
-3,294 |
-9.9% |
196,879 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
553-7 |
545-5 |
519-3 |
|
| R3 |
541-3 |
533-1 |
516-0 |
|
| R2 |
528-7 |
528-7 |
514-6 |
|
| R1 |
520-5 |
520-5 |
513-5 |
518-4 |
| PP |
516-3 |
516-3 |
516-3 |
515-2 |
| S1 |
508-1 |
508-1 |
511-3 |
506-0 |
| S2 |
503-7 |
503-7 |
510-2 |
|
| S3 |
491-3 |
495-5 |
509-0 |
|
| S4 |
478-7 |
483-1 |
505-5 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-3 |
639-5 |
552-1 |
|
| R3 |
624-3 |
597-5 |
540-4 |
|
| R2 |
582-3 |
582-3 |
536-6 |
|
| R1 |
555-5 |
555-5 |
532-7 |
548-0 |
| PP |
540-3 |
540-3 |
540-3 |
536-4 |
| S1 |
513-5 |
513-5 |
525-1 |
506-0 |
| S2 |
498-3 |
498-3 |
521-2 |
|
| S3 |
456-3 |
471-5 |
517-4 |
|
| S4 |
414-3 |
429-5 |
505-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
550-0 |
512-0 |
38-0 |
7.4% |
14-2 |
2.8% |
1% |
False |
True |
47,002 |
| 10 |
580-0 |
512-0 |
68-0 |
13.3% |
12-3 |
2.4% |
1% |
False |
True |
41,007 |
| 20 |
643-0 |
512-0 |
131-0 |
25.6% |
11-6 |
2.3% |
0% |
False |
True |
33,209 |
| 40 |
702-0 |
512-0 |
190-0 |
37.1% |
12-5 |
2.5% |
0% |
False |
True |
22,596 |
| 60 |
702-0 |
512-0 |
190-0 |
37.1% |
10-4 |
2.1% |
0% |
False |
True |
16,645 |
| 80 |
702-0 |
512-0 |
190-0 |
37.1% |
10-0 |
2.0% |
0% |
False |
True |
13,149 |
| 100 |
702-0 |
512-0 |
190-0 |
37.1% |
8-7 |
1.7% |
0% |
False |
True |
10,811 |
| 120 |
702-0 |
512-0 |
190-0 |
37.1% |
7-4 |
1.5% |
0% |
False |
True |
9,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
577-5 |
|
2.618 |
557-2 |
|
1.618 |
544-6 |
|
1.000 |
537-0 |
|
0.618 |
532-2 |
|
HIGH |
524-4 |
|
0.618 |
519-6 |
|
0.500 |
518-2 |
|
0.382 |
516-6 |
|
LOW |
512-0 |
|
0.618 |
504-2 |
|
1.000 |
499-4 |
|
1.618 |
491-6 |
|
2.618 |
479-2 |
|
4.250 |
458-7 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
518-2 |
524-4 |
| PP |
516-3 |
520-4 |
| S1 |
514-3 |
516-4 |
|