CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
545-0 |
541-0 |
-4-0 |
-0.7% |
592-0 |
| High |
550-0 |
548-0 |
-2-0 |
-0.4% |
592-0 |
| Low |
538-4 |
539-4 |
1-0 |
0.2% |
551-0 |
| Close |
538-4 |
543-2 |
4-6 |
0.9% |
555-0 |
| Range |
11-4 |
8-4 |
-3-0 |
-26.1% |
41-0 |
| ATR |
14-1 |
13-7 |
-0-3 |
-2.3% |
0-0 |
| Volume |
11,583 |
16,270 |
4,687 |
40.5% |
62,487 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
569-1 |
564-5 |
547-7 |
|
| R3 |
560-5 |
556-1 |
545-5 |
|
| R2 |
552-1 |
552-1 |
544-6 |
|
| R1 |
547-5 |
547-5 |
544-0 |
549-7 |
| PP |
543-5 |
543-5 |
543-5 |
544-6 |
| S1 |
539-1 |
539-1 |
542-4 |
541-3 |
| S2 |
535-1 |
535-1 |
541-6 |
|
| S3 |
526-5 |
530-5 |
540-7 |
|
| S4 |
518-1 |
522-1 |
538-5 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-0 |
663-0 |
577-4 |
|
| R3 |
648-0 |
622-0 |
566-2 |
|
| R2 |
607-0 |
607-0 |
562-4 |
|
| R1 |
581-0 |
581-0 |
558-6 |
573-4 |
| PP |
566-0 |
566-0 |
566-0 |
562-2 |
| S1 |
540-0 |
540-0 |
551-2 |
532-4 |
| S2 |
525-0 |
525-0 |
547-4 |
|
| S3 |
484-0 |
499-0 |
543-6 |
|
| S4 |
443-0 |
458-0 |
532-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
571-0 |
538-4 |
32-4 |
6.0% |
10-0 |
1.8% |
15% |
False |
False |
15,695 |
| 10 |
602-4 |
538-4 |
64-0 |
11.8% |
11-0 |
2.0% |
7% |
False |
False |
17,508 |
| 20 |
666-0 |
538-4 |
127-4 |
23.5% |
10-7 |
2.0% |
4% |
False |
False |
16,881 |
| 40 |
723-4 |
538-4 |
185-0 |
34.1% |
12-2 |
2.3% |
3% |
False |
False |
15,568 |
| 60 |
723-4 |
538-4 |
185-0 |
34.1% |
11-0 |
2.0% |
3% |
False |
False |
12,637 |
| 80 |
723-4 |
538-4 |
185-0 |
34.1% |
10-6 |
2.0% |
3% |
False |
False |
11,303 |
| 100 |
723-4 |
538-4 |
185-0 |
34.1% |
9-6 |
1.8% |
3% |
False |
False |
9,735 |
| 120 |
723-4 |
538-4 |
185-0 |
34.1% |
9-1 |
1.7% |
3% |
False |
False |
8,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
584-1 |
|
2.618 |
570-2 |
|
1.618 |
561-6 |
|
1.000 |
556-4 |
|
0.618 |
553-2 |
|
HIGH |
548-0 |
|
0.618 |
544-6 |
|
0.500 |
543-6 |
|
0.382 |
542-6 |
|
LOW |
539-4 |
|
0.618 |
534-2 |
|
1.000 |
531-0 |
|
1.618 |
525-6 |
|
2.618 |
517-2 |
|
4.250 |
503-3 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
543-6 |
545-6 |
| PP |
543-5 |
544-7 |
| S1 |
543-3 |
544-1 |
|