CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
517-0 |
542-0 |
25-0 |
4.8% |
520-0 |
| High |
543-6 |
543-0 |
-0-6 |
-0.1% |
529-0 |
| Low |
517-0 |
526-0 |
9-0 |
1.7% |
512-0 |
| Close |
542-6 |
530-0 |
-12-6 |
-2.3% |
518-6 |
| Range |
26-6 |
17-0 |
-9-6 |
-36.4% |
17-0 |
| ATR |
14-6 |
14-7 |
0-1 |
1.1% |
0-0 |
| Volume |
35,985 |
48,424 |
12,439 |
34.6% |
185,156 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
584-0 |
574-0 |
539-3 |
|
| R3 |
567-0 |
557-0 |
534-5 |
|
| R2 |
550-0 |
550-0 |
533-1 |
|
| R1 |
540-0 |
540-0 |
531-4 |
536-4 |
| PP |
533-0 |
533-0 |
533-0 |
531-2 |
| S1 |
523-0 |
523-0 |
528-4 |
519-4 |
| S2 |
516-0 |
516-0 |
526-7 |
|
| S3 |
499-0 |
506-0 |
525-3 |
|
| S4 |
482-0 |
489-0 |
520-5 |
|
|
| 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 |
514-0 |
29-6 |
5.6% |
12-7 |
2.4% |
54% |
False |
False |
41,226 |
| 10 |
550-0 |
512-0 |
38-0 |
7.2% |
13-5 |
2.6% |
47% |
False |
False |
44,114 |
| 20 |
610-0 |
512-0 |
98-0 |
18.5% |
12-3 |
2.3% |
18% |
False |
False |
36,629 |
| 40 |
702-0 |
512-0 |
190-0 |
35.8% |
13-0 |
2.5% |
9% |
False |
False |
26,610 |
| 60 |
702-0 |
512-0 |
190-0 |
35.8% |
11-3 |
2.2% |
9% |
False |
False |
19,734 |
| 80 |
702-0 |
512-0 |
190-0 |
35.8% |
10-4 |
2.0% |
9% |
False |
False |
15,595 |
| 100 |
702-0 |
512-0 |
190-0 |
35.8% |
9-3 |
1.8% |
9% |
False |
False |
12,800 |
| 120 |
702-0 |
512-0 |
190-0 |
35.8% |
8-0 |
1.5% |
9% |
False |
False |
10,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
615-2 |
|
2.618 |
587-4 |
|
1.618 |
570-4 |
|
1.000 |
560-0 |
|
0.618 |
553-4 |
|
HIGH |
543-0 |
|
0.618 |
536-4 |
|
0.500 |
534-4 |
|
0.382 |
532-4 |
|
LOW |
526-0 |
|
0.618 |
515-4 |
|
1.000 |
509-0 |
|
1.618 |
498-4 |
|
2.618 |
481-4 |
|
4.250 |
453-6 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
534-4 |
529-6 |
| PP |
533-0 |
529-5 |
| S1 |
531-4 |
529-3 |
|