CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
538-0 |
530-0 |
-8-0 |
-1.5% |
520-0 |
| High |
548-0 |
549-0 |
1-0 |
0.2% |
529-0 |
| Low |
530-0 |
530-0 |
0-0 |
0.0% |
512-0 |
| Close |
534-6 |
533-2 |
-1-4 |
-0.3% |
518-6 |
| Range |
18-0 |
19-0 |
1-0 |
5.6% |
17-0 |
| ATR |
15-1 |
15-3 |
0-2 |
1.8% |
0-0 |
| Volume |
35,375 |
37,769 |
2,394 |
6.8% |
185,156 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
594-3 |
582-7 |
543-6 |
|
| R3 |
575-3 |
563-7 |
538-4 |
|
| R2 |
556-3 |
556-3 |
536-6 |
|
| R1 |
544-7 |
544-7 |
535-0 |
550-5 |
| PP |
537-3 |
537-3 |
537-3 |
540-2 |
| S1 |
525-7 |
525-7 |
531-4 |
531-5 |
| S2 |
518-3 |
518-3 |
529-6 |
|
| S3 |
499-3 |
506-7 |
528-0 |
|
| S4 |
480-3 |
487-7 |
522-6 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
570-7 |
561-7 |
528-1 |
|
| R3 |
553-7 |
544-7 |
523-3 |
|
| R2 |
536-7 |
536-7 |
521-7 |
|
| R1 |
527-7 |
527-7 |
520-2 |
523-7 |
| PP |
519-7 |
519-7 |
519-7 |
518-0 |
| S1 |
510-7 |
510-7 |
517-2 |
506-7 |
| S2 |
502-7 |
502-7 |
515-5 |
|
| S3 |
485-7 |
493-7 |
514-1 |
|
| S4 |
468-7 |
476-7 |
509-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
549-0 |
515-0 |
34-0 |
6.4% |
17-1 |
3.2% |
54% |
True |
False |
39,422 |
| 10 |
549-0 |
512-0 |
37-0 |
6.9% |
13-2 |
2.5% |
57% |
True |
False |
39,023 |
| 20 |
597-0 |
512-0 |
85-0 |
15.9% |
12-6 |
2.4% |
25% |
False |
False |
38,416 |
| 40 |
702-0 |
512-0 |
190-0 |
35.6% |
13-2 |
2.5% |
11% |
False |
False |
28,118 |
| 60 |
702-0 |
512-0 |
190-0 |
35.6% |
11-7 |
2.2% |
11% |
False |
False |
20,808 |
| 80 |
702-0 |
512-0 |
190-0 |
35.6% |
10-6 |
2.0% |
11% |
False |
False |
16,485 |
| 100 |
702-0 |
512-0 |
190-0 |
35.6% |
9-6 |
1.8% |
11% |
False |
False |
13,510 |
| 120 |
702-0 |
512-0 |
190-0 |
35.6% |
8-3 |
1.6% |
11% |
False |
False |
11,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
629-6 |
|
2.618 |
598-6 |
|
1.618 |
579-6 |
|
1.000 |
568-0 |
|
0.618 |
560-6 |
|
HIGH |
549-0 |
|
0.618 |
541-6 |
|
0.500 |
539-4 |
|
0.382 |
537-2 |
|
LOW |
530-0 |
|
0.618 |
518-2 |
|
1.000 |
511-0 |
|
1.618 |
499-2 |
|
2.618 |
480-2 |
|
4.250 |
449-2 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
539-4 |
537-4 |
| PP |
537-3 |
536-1 |
| S1 |
535-3 |
534-5 |
|