CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
519-0 |
514-0 |
-5-0 |
-1.0% |
566-0 |
| High |
524-4 |
522-0 |
-2-4 |
-0.5% |
567-0 |
| Low |
512-0 |
514-0 |
2-0 |
0.4% |
525-0 |
| Close |
512-4 |
517-2 |
4-6 |
0.9% |
529-0 |
| Range |
12-4 |
8-0 |
-4-4 |
-36.0% |
42-0 |
| ATR |
14-7 |
14-4 |
-0-3 |
-2.6% |
0-0 |
| Volume |
30,070 |
45,930 |
15,860 |
52.7% |
196,879 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
541-6 |
537-4 |
521-5 |
|
| R3 |
533-6 |
529-4 |
519-4 |
|
| R2 |
525-6 |
525-6 |
518-6 |
|
| R1 |
521-4 |
521-4 |
518-0 |
523-5 |
| PP |
517-6 |
517-6 |
517-6 |
518-6 |
| S1 |
513-4 |
513-4 |
516-4 |
515-5 |
| S2 |
509-6 |
509-6 |
515-6 |
|
| S3 |
501-6 |
505-4 |
515-0 |
|
| S4 |
493-6 |
497-4 |
512-7 |
|
|
| 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 |
545-4 |
512-0 |
33-4 |
6.5% |
10-7 |
2.1% |
16% |
False |
False |
43,961 |
| 10 |
579-0 |
512-0 |
67-0 |
13.0% |
12-2 |
2.4% |
8% |
False |
False |
43,144 |
| 20 |
640-0 |
512-0 |
128-0 |
24.7% |
11-6 |
2.3% |
4% |
False |
False |
34,339 |
| 40 |
702-0 |
512-0 |
190-0 |
36.7% |
12-5 |
2.4% |
3% |
False |
False |
23,294 |
| 60 |
702-0 |
512-0 |
190-0 |
36.7% |
10-5 |
2.0% |
3% |
False |
False |
17,333 |
| 80 |
702-0 |
512-0 |
190-0 |
36.7% |
10-1 |
2.0% |
3% |
False |
False |
13,687 |
| 100 |
702-0 |
512-0 |
190-0 |
36.7% |
8-7 |
1.7% |
3% |
False |
False |
11,253 |
| 120 |
702-0 |
512-0 |
190-0 |
36.7% |
7-5 |
1.5% |
3% |
False |
False |
9,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
556-0 |
|
2.618 |
543-0 |
|
1.618 |
535-0 |
|
1.000 |
530-0 |
|
0.618 |
527-0 |
|
HIGH |
522-0 |
|
0.618 |
519-0 |
|
0.500 |
518-0 |
|
0.382 |
517-0 |
|
LOW |
514-0 |
|
0.618 |
509-0 |
|
1.000 |
506-0 |
|
1.618 |
501-0 |
|
2.618 |
493-0 |
|
4.250 |
480-0 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
518-0 |
519-6 |
| PP |
517-6 |
518-7 |
| S1 |
517-4 |
518-1 |
|