CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
541-0 |
549-0 |
8-0 |
1.5% |
574-4 |
| High |
543-2 |
554-0 |
10-6 |
2.0% |
579-4 |
| Low |
533-4 |
542-0 |
8-4 |
1.6% |
541-0 |
| Close |
539-0 |
543-6 |
4-6 |
0.9% |
543-4 |
| Range |
9-6 |
12-0 |
2-2 |
23.1% |
38-4 |
| ATR |
14-4 |
14-4 |
0-0 |
0.2% |
0-0 |
| Volume |
16,461 |
15,456 |
-1,005 |
-6.1% |
83,870 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
582-5 |
575-1 |
550-3 |
|
| R3 |
570-5 |
563-1 |
547-0 |
|
| R2 |
558-5 |
558-5 |
546-0 |
|
| R1 |
551-1 |
551-1 |
544-7 |
548-7 |
| PP |
546-5 |
546-5 |
546-5 |
545-4 |
| S1 |
539-1 |
539-1 |
542-5 |
536-7 |
| S2 |
534-5 |
534-5 |
541-4 |
|
| S3 |
522-5 |
527-1 |
540-4 |
|
| S4 |
510-5 |
515-1 |
537-1 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670-1 |
645-3 |
564-5 |
|
| R3 |
631-5 |
606-7 |
554-1 |
|
| R2 |
593-1 |
593-1 |
550-4 |
|
| R1 |
568-3 |
568-3 |
547-0 |
561-4 |
| PP |
554-5 |
554-5 |
554-5 |
551-2 |
| S1 |
529-7 |
529-7 |
540-0 |
523-0 |
| S2 |
516-1 |
516-1 |
536-4 |
|
| S3 |
477-5 |
491-3 |
532-7 |
|
| S4 |
439-1 |
452-7 |
522-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
560-0 |
533-4 |
26-4 |
4.9% |
12-0 |
2.2% |
39% |
False |
False |
15,000 |
| 10 |
579-4 |
533-4 |
46-0 |
8.5% |
14-0 |
2.6% |
22% |
False |
False |
15,907 |
| 20 |
579-4 |
533-4 |
46-0 |
8.5% |
13-1 |
2.4% |
22% |
False |
False |
16,930 |
| 40 |
693-4 |
533-4 |
160-0 |
29.4% |
12-2 |
2.3% |
6% |
False |
False |
17,613 |
| 60 |
723-4 |
533-4 |
190-0 |
34.9% |
12-5 |
2.3% |
5% |
False |
False |
15,612 |
| 80 |
723-4 |
533-4 |
190-0 |
34.9% |
11-5 |
2.1% |
5% |
False |
False |
13,424 |
| 100 |
723-4 |
533-4 |
190-0 |
34.9% |
11-3 |
2.1% |
5% |
False |
False |
12,068 |
| 120 |
723-4 |
533-4 |
190-0 |
34.9% |
10-3 |
1.9% |
5% |
False |
False |
10,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
605-0 |
|
2.618 |
585-3 |
|
1.618 |
573-3 |
|
1.000 |
566-0 |
|
0.618 |
561-3 |
|
HIGH |
554-0 |
|
0.618 |
549-3 |
|
0.500 |
548-0 |
|
0.382 |
546-5 |
|
LOW |
542-0 |
|
0.618 |
534-5 |
|
1.000 |
530-0 |
|
1.618 |
522-5 |
|
2.618 |
510-5 |
|
4.250 |
491-0 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
548-0 |
544-2 |
| PP |
546-5 |
544-1 |
| S1 |
545-1 |
543-7 |
|