CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
527-0 |
529-0 |
2-0 |
0.4% |
549-0 |
| High |
538-0 |
533-0 |
-5-0 |
-0.9% |
553-0 |
| Low |
520-0 |
515-4 |
-4-4 |
-0.9% |
514-0 |
| Close |
531-6 |
516-2 |
-15-4 |
-2.9% |
516-2 |
| Range |
18-0 |
17-4 |
-0-4 |
-2.8% |
39-0 |
| ATR |
16-1 |
16-2 |
0-1 |
0.6% |
0-0 |
| Volume |
49,286 |
36,572 |
-12,714 |
-25.8% |
172,834 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
574-1 |
562-5 |
525-7 |
|
| R3 |
556-5 |
545-1 |
521-0 |
|
| R2 |
539-1 |
539-1 |
519-4 |
|
| R1 |
527-5 |
527-5 |
517-7 |
524-5 |
| PP |
521-5 |
521-5 |
521-5 |
520-0 |
| S1 |
510-1 |
510-1 |
514-5 |
507-1 |
| S2 |
504-1 |
504-1 |
513-0 |
|
| S3 |
486-5 |
492-5 |
511-4 |
|
| S4 |
469-1 |
475-1 |
506-5 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644-6 |
619-4 |
537-6 |
|
| R3 |
605-6 |
580-4 |
527-0 |
|
| R2 |
566-6 |
566-6 |
523-3 |
|
| R1 |
541-4 |
541-4 |
519-7 |
534-5 |
| PP |
527-6 |
527-6 |
527-6 |
524-2 |
| S1 |
502-4 |
502-4 |
512-5 |
495-5 |
| S2 |
488-6 |
488-6 |
509-1 |
|
| S3 |
449-6 |
463-4 |
505-4 |
|
| S4 |
410-6 |
424-4 |
494-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
553-0 |
514-0 |
39-0 |
7.6% |
16-3 |
3.2% |
6% |
False |
False |
34,566 |
| 10 |
553-0 |
514-0 |
39-0 |
7.6% |
18-1 |
3.5% |
6% |
False |
False |
36,542 |
| 20 |
567-0 |
512-0 |
55-0 |
10.7% |
14-5 |
2.8% |
8% |
False |
False |
38,857 |
| 40 |
702-0 |
512-0 |
190-0 |
36.8% |
13-7 |
2.7% |
2% |
False |
False |
32,343 |
| 60 |
702-0 |
512-0 |
190-0 |
36.8% |
13-0 |
2.5% |
2% |
False |
False |
23,882 |
| 80 |
702-0 |
512-0 |
190-0 |
36.8% |
11-4 |
2.2% |
2% |
False |
False |
18,914 |
| 100 |
702-0 |
512-0 |
190-0 |
36.8% |
10-1 |
2.0% |
2% |
False |
False |
15,513 |
| 120 |
702-0 |
512-0 |
190-0 |
36.8% |
9-1 |
1.8% |
2% |
False |
False |
13,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
607-3 |
|
2.618 |
578-7 |
|
1.618 |
561-3 |
|
1.000 |
550-4 |
|
0.618 |
543-7 |
|
HIGH |
533-0 |
|
0.618 |
526-3 |
|
0.500 |
524-2 |
|
0.382 |
522-1 |
|
LOW |
515-4 |
|
0.618 |
504-5 |
|
1.000 |
498-0 |
|
1.618 |
487-1 |
|
2.618 |
469-5 |
|
4.250 |
441-1 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
524-2 |
526-0 |
| PP |
521-5 |
522-6 |
| S1 |
518-7 |
519-4 |
|