CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
517-0 |
517-0 |
0-0 |
0.0% |
520-0 |
| High |
520-0 |
543-6 |
23-6 |
4.6% |
529-0 |
| Low |
515-0 |
517-0 |
2-0 |
0.4% |
512-0 |
| Close |
518-6 |
542-6 |
24-0 |
4.6% |
518-6 |
| Range |
5-0 |
26-6 |
21-6 |
435.0% |
17-0 |
| ATR |
13-7 |
14-6 |
0-7 |
6.7% |
0-0 |
| Volume |
39,559 |
35,985 |
-3,574 |
-9.0% |
185,156 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-6 |
605-4 |
557-4 |
|
| R3 |
588-0 |
578-6 |
550-1 |
|
| R2 |
561-2 |
561-2 |
547-5 |
|
| R1 |
552-0 |
552-0 |
545-2 |
556-5 |
| PP |
534-4 |
534-4 |
534-4 |
536-6 |
| S1 |
525-2 |
525-2 |
540-2 |
529-7 |
| S2 |
507-6 |
507-6 |
537-7 |
|
| S3 |
481-0 |
498-4 |
535-3 |
|
| S4 |
454-2 |
471-6 |
528-0 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570-7 |
561-7 |
528-1 |
|
| R3 |
553-7 |
544-7 |
523-3 |
|
| R2 |
536-7 |
536-7 |
521-7 |
|
| R1 |
527-7 |
527-7 |
520-2 |
523-7 |
| PP |
519-7 |
519-7 |
519-7 |
518-0 |
| S1 |
510-7 |
510-7 |
517-2 |
506-7 |
| S2 |
502-7 |
502-7 |
515-5 |
|
| S3 |
485-7 |
493-7 |
514-1 |
|
| S4 |
468-7 |
476-7 |
509-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
543-6 |
512-0 |
31-6 |
5.8% |
12-0 |
2.2% |
97% |
True |
False |
37,555 |
| 10 |
567-0 |
512-0 |
55-0 |
10.1% |
13-1 |
2.4% |
56% |
False |
False |
41,802 |
| 20 |
610-0 |
512-0 |
98-0 |
18.1% |
11-7 |
2.2% |
31% |
False |
False |
35,034 |
| 40 |
702-0 |
512-0 |
190-0 |
35.0% |
12-7 |
2.4% |
16% |
False |
False |
25,557 |
| 60 |
702-0 |
512-0 |
190-0 |
35.0% |
11-1 |
2.0% |
16% |
False |
False |
18,977 |
| 80 |
702-0 |
512-0 |
190-0 |
35.0% |
10-3 |
1.9% |
16% |
False |
False |
15,019 |
| 100 |
702-0 |
512-0 |
190-0 |
35.0% |
9-2 |
1.7% |
16% |
False |
False |
12,330 |
| 120 |
702-0 |
512-0 |
190-0 |
35.0% |
7-7 |
1.5% |
16% |
False |
False |
10,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
657-4 |
|
2.618 |
613-6 |
|
1.618 |
587-0 |
|
1.000 |
570-4 |
|
0.618 |
560-2 |
|
HIGH |
543-6 |
|
0.618 |
533-4 |
|
0.500 |
530-3 |
|
0.382 |
527-2 |
|
LOW |
517-0 |
|
0.618 |
500-4 |
|
1.000 |
490-2 |
|
1.618 |
473-6 |
|
2.618 |
447-0 |
|
4.250 |
403-2 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
538-5 |
538-2 |
| PP |
534-4 |
533-7 |
| S1 |
530-3 |
529-3 |
|