CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
528-0 |
520-0 |
-8-0 |
-1.5% |
566-0 |
| High |
537-0 |
527-4 |
-9-4 |
-1.8% |
567-0 |
| Low |
528-0 |
517-4 |
-10-4 |
-2.0% |
525-0 |
| Close |
529-0 |
519-2 |
-9-6 |
-1.8% |
529-0 |
| Range |
9-0 |
10-0 |
1-0 |
11.1% |
42-0 |
| ATR |
15-3 |
15-1 |
-0-2 |
-1.8% |
0-0 |
| Volume |
47,524 |
33,364 |
-14,160 |
-29.8% |
196,879 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
551-3 |
545-3 |
524-6 |
|
| R3 |
541-3 |
535-3 |
522-0 |
|
| R2 |
531-3 |
531-3 |
521-1 |
|
| R1 |
525-3 |
525-3 |
520-1 |
523-3 |
| PP |
521-3 |
521-3 |
521-3 |
520-4 |
| S1 |
515-3 |
515-3 |
518-3 |
513-3 |
| S2 |
511-3 |
511-3 |
517-3 |
|
| S3 |
501-3 |
505-3 |
516-4 |
|
| S4 |
491-3 |
495-3 |
513-6 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-3 |
639-5 |
552-1 |
|
| R3 |
624-3 |
597-5 |
540-4 |
|
| R2 |
582-3 |
582-3 |
536-6 |
|
| R1 |
555-5 |
555-5 |
532-7 |
548-0 |
| PP |
540-3 |
540-3 |
540-3 |
536-4 |
| S1 |
513-5 |
513-5 |
525-1 |
506-0 |
| S2 |
498-3 |
498-3 |
521-2 |
|
| S3 |
456-3 |
471-5 |
517-4 |
|
| S4 |
414-3 |
429-5 |
505-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
567-0 |
517-4 |
49-4 |
9.5% |
14-3 |
2.8% |
4% |
False |
True |
46,048 |
| 10 |
580-0 |
517-4 |
62-4 |
12.0% |
11-6 |
2.3% |
3% |
False |
True |
39,750 |
| 20 |
643-0 |
517-4 |
125-4 |
24.2% |
12-0 |
2.3% |
1% |
False |
True |
32,948 |
| 40 |
702-0 |
517-4 |
184-4 |
35.5% |
12-5 |
2.4% |
1% |
False |
True |
22,141 |
| 60 |
702-0 |
517-4 |
184-4 |
35.5% |
10-5 |
2.1% |
1% |
False |
True |
16,236 |
| 80 |
702-0 |
517-4 |
184-4 |
35.5% |
9-7 |
1.9% |
1% |
False |
True |
12,817 |
| 100 |
702-0 |
517-4 |
184-4 |
35.5% |
8-6 |
1.7% |
1% |
False |
True |
10,528 |
| 120 |
702-0 |
517-4 |
184-4 |
35.5% |
7-3 |
1.4% |
1% |
False |
True |
8,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
570-0 |
|
2.618 |
553-5 |
|
1.618 |
543-5 |
|
1.000 |
537-4 |
|
0.618 |
533-5 |
|
HIGH |
527-4 |
|
0.618 |
523-5 |
|
0.500 |
522-4 |
|
0.382 |
521-3 |
|
LOW |
517-4 |
|
0.618 |
511-3 |
|
1.000 |
507-4 |
|
1.618 |
501-3 |
|
2.618 |
491-3 |
|
4.250 |
475-0 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
522-4 |
531-4 |
| PP |
521-3 |
527-3 |
| S1 |
520-3 |
523-3 |
|