CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
521-0 |
520-0 |
-1-0 |
-0.2% |
516-0 |
| High |
527-0 |
530-0 |
3-0 |
0.6% |
530-0 |
| Low |
514-4 |
516-0 |
1-4 |
0.3% |
505-0 |
| Close |
516-2 |
528-2 |
12-0 |
2.3% |
528-2 |
| Range |
12-4 |
14-0 |
1-4 |
12.0% |
25-0 |
| ATR |
15-1 |
15-0 |
-0-1 |
-0.5% |
0-0 |
| Volume |
26,669 |
37,819 |
11,150 |
41.8% |
144,148 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
566-6 |
561-4 |
536-0 |
|
| R3 |
552-6 |
547-4 |
532-1 |
|
| R2 |
538-6 |
538-6 |
530-7 |
|
| R1 |
533-4 |
533-4 |
529-4 |
536-1 |
| PP |
524-6 |
524-6 |
524-6 |
526-0 |
| S1 |
519-4 |
519-4 |
527-0 |
522-1 |
| S2 |
510-6 |
510-6 |
525-5 |
|
| S3 |
496-6 |
505-4 |
524-3 |
|
| S4 |
482-6 |
491-4 |
520-4 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
596-1 |
587-1 |
542-0 |
|
| R3 |
571-1 |
562-1 |
535-1 |
|
| R2 |
546-1 |
546-1 |
532-7 |
|
| R1 |
537-1 |
537-1 |
530-4 |
541-5 |
| PP |
521-1 |
521-1 |
521-1 |
523-2 |
| S1 |
512-1 |
512-1 |
526-0 |
516-5 |
| S2 |
496-1 |
496-1 |
523-5 |
|
| S3 |
471-1 |
487-1 |
521-3 |
|
| S4 |
446-1 |
462-1 |
514-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
530-0 |
505-0 |
25-0 |
4.7% |
11-6 |
2.2% |
93% |
True |
False |
28,829 |
| 10 |
553-0 |
505-0 |
48-0 |
9.1% |
14-0 |
2.7% |
48% |
False |
False |
31,698 |
| 20 |
553-0 |
505-0 |
48-0 |
9.1% |
14-1 |
2.7% |
48% |
False |
False |
34,736 |
| 40 |
655-0 |
505-0 |
150-0 |
28.4% |
13-0 |
2.5% |
16% |
False |
False |
33,556 |
| 60 |
702-0 |
505-0 |
197-0 |
37.3% |
13-1 |
2.5% |
12% |
False |
False |
25,862 |
| 80 |
702-0 |
505-0 |
197-0 |
37.3% |
11-4 |
2.2% |
12% |
False |
False |
20,513 |
| 100 |
702-0 |
505-0 |
197-0 |
37.3% |
10-5 |
2.0% |
12% |
False |
False |
16,888 |
| 120 |
702-0 |
505-0 |
197-0 |
37.3% |
9-5 |
1.8% |
12% |
False |
False |
14,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
589-4 |
|
2.618 |
566-5 |
|
1.618 |
552-5 |
|
1.000 |
544-0 |
|
0.618 |
538-5 |
|
HIGH |
530-0 |
|
0.618 |
524-5 |
|
0.500 |
523-0 |
|
0.382 |
521-3 |
|
LOW |
516-0 |
|
0.618 |
507-3 |
|
1.000 |
502-0 |
|
1.618 |
493-3 |
|
2.618 |
479-3 |
|
4.250 |
456-4 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
526-4 |
524-5 |
| PP |
524-6 |
521-1 |
| S1 |
523-0 |
517-4 |
|