CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
529-4 |
527-0 |
-2-4 |
-0.5% |
517-0 |
| High |
530-4 |
538-0 |
7-4 |
1.4% |
549-0 |
| Low |
514-0 |
520-0 |
6-0 |
1.2% |
517-0 |
| Close |
522-0 |
531-6 |
9-6 |
1.9% |
541-6 |
| Range |
16-4 |
18-0 |
1-4 |
9.1% |
32-0 |
| ATR |
16-0 |
16-1 |
0-1 |
0.9% |
0-0 |
| Volume |
27,603 |
49,286 |
21,683 |
78.6% |
192,589 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583-7 |
575-7 |
541-5 |
|
| R3 |
565-7 |
557-7 |
536-6 |
|
| R2 |
547-7 |
547-7 |
535-0 |
|
| R1 |
539-7 |
539-7 |
533-3 |
543-7 |
| PP |
529-7 |
529-7 |
529-7 |
532-0 |
| S1 |
521-7 |
521-7 |
530-1 |
525-7 |
| S2 |
511-7 |
511-7 |
528-4 |
|
| S3 |
493-7 |
503-7 |
526-6 |
|
| S4 |
475-7 |
485-7 |
521-7 |
|
|
| 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 |
7.3% |
16-6 |
3.1% |
46% |
False |
False |
34,259 |
| 10 |
553-0 |
514-0 |
39-0 |
7.3% |
16-7 |
3.2% |
46% |
False |
False |
36,841 |
| 20 |
567-0 |
512-0 |
55-0 |
10.3% |
14-2 |
2.7% |
36% |
False |
False |
39,727 |
| 40 |
702-0 |
512-0 |
190-0 |
35.7% |
14-0 |
2.6% |
10% |
False |
False |
31,560 |
| 60 |
702-0 |
512-0 |
190-0 |
35.7% |
12-6 |
2.4% |
10% |
False |
False |
23,337 |
| 80 |
702-0 |
512-0 |
190-0 |
35.7% |
11-4 |
2.2% |
10% |
False |
False |
18,494 |
| 100 |
702-0 |
512-0 |
190-0 |
35.7% |
10-0 |
1.9% |
10% |
False |
False |
15,163 |
| 120 |
702-0 |
512-0 |
190-0 |
35.7% |
9-0 |
1.7% |
10% |
False |
False |
12,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614-4 |
|
2.618 |
585-1 |
|
1.618 |
567-1 |
|
1.000 |
556-0 |
|
0.618 |
549-1 |
|
HIGH |
538-0 |
|
0.618 |
531-1 |
|
0.500 |
529-0 |
|
0.382 |
526-7 |
|
LOW |
520-0 |
|
0.618 |
508-7 |
|
1.000 |
502-0 |
|
1.618 |
490-7 |
|
2.618 |
472-7 |
|
4.250 |
443-4 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
530-7 |
530-4 |
| PP |
529-7 |
529-2 |
| S1 |
529-0 |
528-0 |
|