CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
539-0 |
549-0 |
10-0 |
1.9% |
517-0 |
| High |
547-0 |
553-0 |
6-0 |
1.1% |
549-0 |
| Low |
528-0 |
534-0 |
6-0 |
1.1% |
517-0 |
| Close |
541-6 |
542-2 |
0-4 |
0.1% |
541-6 |
| Range |
19-0 |
19-0 |
0-0 |
0.0% |
32-0 |
| ATR |
15-5 |
15-7 |
0-2 |
1.5% |
0-0 |
| Volume |
35,036 |
28,086 |
-6,950 |
-19.8% |
192,589 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
600-1 |
590-1 |
552-6 |
|
| R3 |
581-1 |
571-1 |
547-4 |
|
| R2 |
562-1 |
562-1 |
545-6 |
|
| R1 |
552-1 |
552-1 |
544-0 |
547-5 |
| PP |
543-1 |
543-1 |
543-1 |
540-6 |
| S1 |
533-1 |
533-1 |
540-4 |
528-5 |
| S2 |
524-1 |
524-1 |
538-6 |
|
| S3 |
505-1 |
514-1 |
537-0 |
|
| S4 |
486-1 |
495-1 |
531-6 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631-7 |
618-7 |
559-3 |
|
| R3 |
599-7 |
586-7 |
550-4 |
|
| R2 |
567-7 |
567-7 |
547-5 |
|
| R1 |
554-7 |
554-7 |
544-5 |
561-3 |
| PP |
535-7 |
535-7 |
535-7 |
539-2 |
| S1 |
522-7 |
522-7 |
538-7 |
529-3 |
| S2 |
503-7 |
503-7 |
535-7 |
|
| S3 |
471-7 |
490-7 |
533-0 |
|
| S4 |
439-7 |
458-7 |
524-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
553-0 |
526-0 |
27-0 |
5.0% |
18-3 |
3.4% |
60% |
True |
False |
36,938 |
| 10 |
553-0 |
512-0 |
41-0 |
7.6% |
15-1 |
2.8% |
74% |
True |
False |
37,246 |
| 20 |
580-0 |
512-0 |
68-0 |
12.5% |
13-4 |
2.5% |
44% |
False |
False |
38,498 |
| 40 |
702-0 |
512-0 |
190-0 |
35.0% |
13-5 |
2.5% |
16% |
False |
False |
29,391 |
| 60 |
702-0 |
512-0 |
190-0 |
35.0% |
12-3 |
2.3% |
16% |
False |
False |
21,766 |
| 80 |
702-0 |
512-0 |
190-0 |
35.0% |
11-0 |
2.0% |
16% |
False |
False |
17,230 |
| 100 |
702-0 |
512-0 |
190-0 |
35.0% |
9-7 |
1.8% |
16% |
False |
False |
14,120 |
| 120 |
702-0 |
512-0 |
190-0 |
35.0% |
8-5 |
1.6% |
16% |
False |
False |
11,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
633-6 |
|
2.618 |
602-6 |
|
1.618 |
583-6 |
|
1.000 |
572-0 |
|
0.618 |
564-6 |
|
HIGH |
553-0 |
|
0.618 |
545-6 |
|
0.500 |
543-4 |
|
0.382 |
541-2 |
|
LOW |
534-0 |
|
0.618 |
522-2 |
|
1.000 |
515-0 |
|
1.618 |
503-2 |
|
2.618 |
484-2 |
|
4.250 |
453-2 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
543-4 |
541-5 |
| PP |
543-1 |
541-1 |
| S1 |
542-5 |
540-4 |
|