CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
514-0 |
522-0 |
8-0 |
1.6% |
566-0 |
| High |
522-0 |
529-0 |
7-0 |
1.3% |
567-0 |
| Low |
514-0 |
521-4 |
7-4 |
1.5% |
525-0 |
| Close |
517-2 |
522-2 |
5-0 |
1.0% |
529-0 |
| Range |
8-0 |
7-4 |
-0-4 |
-6.3% |
42-0 |
| ATR |
14-4 |
14-3 |
-0-2 |
-1.4% |
0-0 |
| Volume |
45,930 |
36,233 |
-9,697 |
-21.1% |
196,879 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
546-6 |
542-0 |
526-3 |
|
| R3 |
539-2 |
534-4 |
524-2 |
|
| R2 |
531-6 |
531-6 |
523-5 |
|
| R1 |
527-0 |
527-0 |
523-0 |
529-3 |
| PP |
524-2 |
524-2 |
524-2 |
525-4 |
| S1 |
519-4 |
519-4 |
521-4 |
521-7 |
| S2 |
516-6 |
516-6 |
520-7 |
|
| S3 |
509-2 |
512-0 |
520-2 |
|
| S4 |
501-6 |
504-4 |
518-1 |
|
|
| 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 |
537-0 |
512-0 |
25-0 |
4.8% |
9-3 |
1.8% |
41% |
False |
False |
38,624 |
| 10 |
567-0 |
512-0 |
55-0 |
10.5% |
11-5 |
2.2% |
19% |
False |
False |
42,613 |
| 20 |
632-0 |
512-0 |
120-0 |
23.0% |
11-2 |
2.1% |
9% |
False |
False |
34,240 |
| 40 |
702-0 |
512-0 |
190-0 |
36.4% |
12-4 |
2.4% |
5% |
False |
False |
24,038 |
| 60 |
702-0 |
512-0 |
190-0 |
36.4% |
10-6 |
2.0% |
5% |
False |
False |
17,882 |
| 80 |
702-0 |
512-0 |
190-0 |
36.4% |
10-1 |
1.9% |
5% |
False |
False |
14,120 |
| 100 |
702-0 |
512-0 |
190-0 |
36.4% |
9-0 |
1.7% |
5% |
False |
False |
11,603 |
| 120 |
702-0 |
512-0 |
190-0 |
36.4% |
7-5 |
1.5% |
5% |
False |
False |
9,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
560-7 |
|
2.618 |
548-5 |
|
1.618 |
541-1 |
|
1.000 |
536-4 |
|
0.618 |
533-5 |
|
HIGH |
529-0 |
|
0.618 |
526-1 |
|
0.500 |
525-2 |
|
0.382 |
524-3 |
|
LOW |
521-4 |
|
0.618 |
516-7 |
|
1.000 |
514-0 |
|
1.618 |
509-3 |
|
2.618 |
501-7 |
|
4.250 |
489-5 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
525-2 |
521-5 |
| PP |
524-2 |
521-1 |
| S1 |
523-2 |
520-4 |
|