CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
549-0 |
538-0 |
-11-0 |
-2.0% |
517-0 |
| High |
553-0 |
542-0 |
-11-0 |
-2.0% |
549-0 |
| Low |
534-0 |
531-0 |
-3-0 |
-0.6% |
517-0 |
| Close |
542-2 |
534-6 |
-7-4 |
-1.4% |
541-6 |
| Range |
19-0 |
11-0 |
-8-0 |
-42.1% |
32-0 |
| ATR |
15-7 |
15-5 |
-0-3 |
-2.1% |
0-0 |
| Volume |
28,086 |
31,287 |
3,201 |
11.4% |
192,589 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
568-7 |
562-7 |
540-6 |
|
| R3 |
557-7 |
551-7 |
537-6 |
|
| R2 |
546-7 |
546-7 |
536-6 |
|
| R1 |
540-7 |
540-7 |
535-6 |
538-3 |
| PP |
535-7 |
535-7 |
535-7 |
534-6 |
| S1 |
529-7 |
529-7 |
533-6 |
527-3 |
| S2 |
524-7 |
524-7 |
532-6 |
|
| S3 |
513-7 |
518-7 |
531-6 |
|
| S4 |
502-7 |
507-7 |
528-6 |
|
|
| 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 |
528-0 |
25-0 |
4.7% |
17-2 |
3.2% |
27% |
False |
False |
33,510 |
| 10 |
553-0 |
514-0 |
39-0 |
7.3% |
15-0 |
2.8% |
53% |
False |
False |
37,368 |
| 20 |
580-0 |
512-0 |
68-0 |
12.7% |
13-6 |
2.6% |
33% |
False |
False |
39,188 |
| 40 |
702-0 |
512-0 |
190-0 |
35.5% |
13-5 |
2.6% |
12% |
False |
False |
30,012 |
| 60 |
702-0 |
512-0 |
190-0 |
35.5% |
12-4 |
2.3% |
12% |
False |
False |
22,231 |
| 80 |
702-0 |
512-0 |
190-0 |
35.5% |
11-1 |
2.1% |
12% |
False |
False |
17,579 |
| 100 |
702-0 |
512-0 |
190-0 |
35.5% |
9-7 |
1.8% |
12% |
False |
False |
14,425 |
| 120 |
702-0 |
512-0 |
190-0 |
35.5% |
8-6 |
1.6% |
12% |
False |
False |
12,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
588-6 |
|
2.618 |
570-6 |
|
1.618 |
559-6 |
|
1.000 |
553-0 |
|
0.618 |
548-6 |
|
HIGH |
542-0 |
|
0.618 |
537-6 |
|
0.500 |
536-4 |
|
0.382 |
535-2 |
|
LOW |
531-0 |
|
0.618 |
524-2 |
|
1.000 |
520-0 |
|
1.618 |
513-2 |
|
2.618 |
502-2 |
|
4.250 |
484-2 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
536-4 |
540-4 |
| PP |
535-7 |
538-5 |
| S1 |
535-3 |
536-5 |
|