CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
538-0 |
529-4 |
-8-4 |
-1.6% |
517-0 |
| High |
542-0 |
530-4 |
-11-4 |
-2.1% |
549-0 |
| Low |
531-0 |
514-0 |
-17-0 |
-3.2% |
517-0 |
| Close |
534-6 |
522-0 |
-12-6 |
-2.4% |
541-6 |
| Range |
11-0 |
16-4 |
5-4 |
50.0% |
32-0 |
| ATR |
15-5 |
16-0 |
0-3 |
2.4% |
0-0 |
| Volume |
31,287 |
27,603 |
-3,684 |
-11.8% |
192,589 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
571-5 |
563-3 |
531-1 |
|
| R3 |
555-1 |
546-7 |
526-4 |
|
| R2 |
538-5 |
538-5 |
525-0 |
|
| R1 |
530-3 |
530-3 |
523-4 |
526-2 |
| PP |
522-1 |
522-1 |
522-1 |
520-1 |
| S1 |
513-7 |
513-7 |
520-4 |
509-6 |
| S2 |
505-5 |
505-5 |
519-0 |
|
| S3 |
489-1 |
497-3 |
517-4 |
|
| S4 |
472-5 |
480-7 |
512-7 |
|
|
| 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 |
553-0 |
514-0 |
39-0 |
7.5% |
16-7 |
3.2% |
21% |
False |
True |
31,956 |
| 10 |
553-0 |
514-0 |
39-0 |
7.5% |
15-7 |
3.0% |
21% |
False |
True |
35,535 |
| 20 |
579-0 |
512-0 |
67-0 |
12.8% |
14-0 |
2.7% |
15% |
False |
False |
39,340 |
| 40 |
702-0 |
512-0 |
190-0 |
36.4% |
13-7 |
2.7% |
5% |
False |
False |
30,478 |
| 60 |
702-0 |
512-0 |
190-0 |
36.4% |
12-4 |
2.4% |
5% |
False |
False |
22,620 |
| 80 |
702-0 |
512-0 |
190-0 |
36.4% |
11-2 |
2.2% |
5% |
False |
False |
17,910 |
| 100 |
702-0 |
512-0 |
190-0 |
36.4% |
9-7 |
1.9% |
5% |
False |
False |
14,680 |
| 120 |
702-0 |
512-0 |
190-0 |
36.4% |
8-7 |
1.7% |
5% |
False |
False |
12,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
600-5 |
|
2.618 |
573-6 |
|
1.618 |
557-2 |
|
1.000 |
547-0 |
|
0.618 |
540-6 |
|
HIGH |
530-4 |
|
0.618 |
524-2 |
|
0.500 |
522-2 |
|
0.382 |
520-2 |
|
LOW |
514-0 |
|
0.618 |
503-6 |
|
1.000 |
497-4 |
|
1.618 |
487-2 |
|
2.618 |
470-6 |
|
4.250 |
443-7 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
522-2 |
533-4 |
| PP |
522-1 |
529-5 |
| S1 |
522-1 |
525-7 |
|