CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
530-0 |
539-0 |
9-0 |
1.7% |
517-0 |
| High |
549-0 |
547-0 |
-2-0 |
-0.4% |
549-0 |
| Low |
530-0 |
528-0 |
-2-0 |
-0.4% |
517-0 |
| Close |
533-2 |
541-6 |
8-4 |
1.6% |
541-6 |
| Range |
19-0 |
19-0 |
0-0 |
0.0% |
32-0 |
| ATR |
15-3 |
15-5 |
0-2 |
1.7% |
0-0 |
| Volume |
37,769 |
35,036 |
-2,733 |
-7.2% |
192,589 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
595-7 |
587-7 |
552-2 |
|
| R3 |
576-7 |
568-7 |
547-0 |
|
| R2 |
557-7 |
557-7 |
545-2 |
|
| R1 |
549-7 |
549-7 |
543-4 |
553-7 |
| PP |
538-7 |
538-7 |
538-7 |
541-0 |
| S1 |
530-7 |
530-7 |
540-0 |
534-7 |
| S2 |
519-7 |
519-7 |
538-2 |
|
| S3 |
500-7 |
511-7 |
536-4 |
|
| S4 |
481-7 |
492-7 |
531-2 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
631-7 |
618-7 |
559-3 |
|
| R3 |
599-7 |
586-7 |
550-4 |
|
| R2 |
567-7 |
567-7 |
547-5 |
|
| R1 |
554-7 |
554-7 |
544-5 |
561-3 |
| PP |
535-7 |
535-7 |
535-7 |
539-2 |
| S1 |
522-7 |
522-7 |
538-7 |
529-3 |
| S2 |
503-7 |
503-7 |
535-7 |
|
| S3 |
471-7 |
490-7 |
533-0 |
|
| S4 |
439-7 |
458-7 |
524-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
549-0 |
517-0 |
32-0 |
5.9% |
20-0 |
3.7% |
77% |
False |
False |
38,517 |
| 10 |
549-0 |
512-0 |
37-0 |
6.8% |
14-2 |
2.6% |
80% |
False |
False |
37,774 |
| 20 |
593-0 |
512-0 |
81-0 |
15.0% |
13-0 |
2.4% |
37% |
False |
False |
38,001 |
| 40 |
702-0 |
512-0 |
190-0 |
35.1% |
13-4 |
2.5% |
16% |
False |
False |
28,882 |
| 60 |
702-0 |
512-0 |
190-0 |
35.1% |
12-2 |
2.3% |
16% |
False |
False |
21,330 |
| 80 |
702-0 |
512-0 |
190-0 |
35.1% |
11-0 |
2.0% |
16% |
False |
False |
16,894 |
| 100 |
702-0 |
512-0 |
190-0 |
35.1% |
9-6 |
1.8% |
16% |
False |
False |
13,852 |
| 120 |
702-0 |
512-0 |
190-0 |
35.1% |
8-4 |
1.6% |
16% |
False |
False |
11,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
627-6 |
|
2.618 |
596-6 |
|
1.618 |
577-6 |
|
1.000 |
566-0 |
|
0.618 |
558-6 |
|
HIGH |
547-0 |
|
0.618 |
539-6 |
|
0.500 |
537-4 |
|
0.382 |
535-2 |
|
LOW |
528-0 |
|
0.618 |
516-2 |
|
1.000 |
509-0 |
|
1.618 |
497-2 |
|
2.618 |
478-2 |
|
4.250 |
447-2 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
540-3 |
540-5 |
| PP |
538-7 |
539-5 |
| S1 |
537-4 |
538-4 |
|