CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
542-0 |
538-0 |
-4-0 |
-0.7% |
520-0 |
| High |
543-0 |
548-0 |
5-0 |
0.9% |
529-0 |
| Low |
526-0 |
530-0 |
4-0 |
0.8% |
512-0 |
| Close |
530-0 |
534-6 |
4-6 |
0.9% |
518-6 |
| Range |
17-0 |
18-0 |
1-0 |
5.9% |
17-0 |
| ATR |
14-7 |
15-1 |
0-2 |
1.5% |
0-0 |
| Volume |
48,424 |
35,375 |
-13,049 |
-26.9% |
185,156 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
591-5 |
581-1 |
544-5 |
|
| R3 |
573-5 |
563-1 |
539-6 |
|
| R2 |
555-5 |
555-5 |
538-0 |
|
| R1 |
545-1 |
545-1 |
536-3 |
541-3 |
| PP |
537-5 |
537-5 |
537-5 |
535-6 |
| S1 |
527-1 |
527-1 |
533-1 |
523-3 |
| S2 |
519-5 |
519-5 |
531-4 |
|
| S3 |
501-5 |
509-1 |
529-6 |
|
| S4 |
483-5 |
491-1 |
524-7 |
|
|
| 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 |
548-0 |
515-0 |
33-0 |
6.2% |
14-7 |
2.8% |
60% |
True |
False |
39,115 |
| 10 |
548-0 |
512-0 |
36-0 |
6.7% |
12-7 |
2.4% |
63% |
True |
False |
41,538 |
| 20 |
599-4 |
512-0 |
87-4 |
16.4% |
12-4 |
2.3% |
26% |
False |
False |
37,570 |
| 40 |
702-0 |
512-0 |
190-0 |
35.5% |
12-7 |
2.4% |
12% |
False |
False |
27,432 |
| 60 |
702-0 |
512-0 |
190-0 |
35.5% |
11-5 |
2.2% |
12% |
False |
False |
20,290 |
| 80 |
702-0 |
512-0 |
190-0 |
35.5% |
10-4 |
2.0% |
12% |
False |
False |
16,023 |
| 100 |
702-0 |
512-0 |
190-0 |
35.5% |
9-4 |
1.8% |
12% |
False |
False |
13,139 |
| 120 |
702-0 |
512-0 |
190-0 |
35.5% |
8-2 |
1.5% |
12% |
False |
False |
11,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
624-4 |
|
2.618 |
595-1 |
|
1.618 |
577-1 |
|
1.000 |
566-0 |
|
0.618 |
559-1 |
|
HIGH |
548-0 |
|
0.618 |
541-1 |
|
0.500 |
539-0 |
|
0.382 |
536-7 |
|
LOW |
530-0 |
|
0.618 |
518-7 |
|
1.000 |
512-0 |
|
1.618 |
500-7 |
|
2.618 |
482-7 |
|
4.250 |
453-4 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
539-0 |
534-0 |
| PP |
537-5 |
533-2 |
| S1 |
536-1 |
532-4 |
|