CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
529-0 |
516-0 |
-13-0 |
-2.5% |
549-0 |
| High |
533-0 |
522-0 |
-11-0 |
-2.1% |
553-0 |
| Low |
515-4 |
514-0 |
-1-4 |
-0.3% |
514-0 |
| Close |
516-2 |
520-4 |
4-2 |
0.8% |
516-2 |
| Range |
17-4 |
8-0 |
-9-4 |
-54.3% |
39-0 |
| ATR |
16-2 |
15-5 |
-0-5 |
-3.6% |
0-0 |
| Volume |
36,572 |
27,659 |
-8,913 |
-24.4% |
172,834 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
542-7 |
539-5 |
524-7 |
|
| R3 |
534-7 |
531-5 |
522-6 |
|
| R2 |
526-7 |
526-7 |
522-0 |
|
| R1 |
523-5 |
523-5 |
521-2 |
525-2 |
| PP |
518-7 |
518-7 |
518-7 |
519-5 |
| S1 |
515-5 |
515-5 |
519-6 |
517-2 |
| S2 |
510-7 |
510-7 |
519-0 |
|
| S3 |
502-7 |
507-5 |
518-2 |
|
| S4 |
494-7 |
499-5 |
516-1 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
644-6 |
619-4 |
537-6 |
|
| R3 |
605-6 |
580-4 |
527-0 |
|
| R2 |
566-6 |
566-6 |
523-3 |
|
| R1 |
541-4 |
541-4 |
519-7 |
534-5 |
| PP |
527-6 |
527-6 |
527-6 |
524-2 |
| S1 |
502-4 |
502-4 |
512-5 |
495-5 |
| S2 |
488-6 |
488-6 |
509-1 |
|
| S3 |
449-6 |
463-4 |
505-4 |
|
| S4 |
410-6 |
424-4 |
494-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
542-0 |
514-0 |
28-0 |
5.4% |
14-2 |
2.7% |
23% |
False |
True |
34,481 |
| 10 |
553-0 |
514-0 |
39-0 |
7.5% |
16-2 |
3.1% |
17% |
False |
True |
35,709 |
| 20 |
567-0 |
512-0 |
55-0 |
10.6% |
14-6 |
2.8% |
15% |
False |
False |
38,755 |
| 40 |
702-0 |
512-0 |
190-0 |
36.5% |
13-7 |
2.7% |
4% |
False |
False |
32,714 |
| 60 |
702-0 |
512-0 |
190-0 |
36.5% |
12-7 |
2.5% |
4% |
False |
False |
24,264 |
| 80 |
702-0 |
512-0 |
190-0 |
36.5% |
11-4 |
2.2% |
4% |
False |
False |
19,201 |
| 100 |
702-0 |
512-0 |
190-0 |
36.5% |
10-2 |
2.0% |
4% |
False |
False |
15,769 |
| 120 |
702-0 |
512-0 |
190-0 |
36.5% |
9-2 |
1.8% |
4% |
False |
False |
13,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
556-0 |
|
2.618 |
543-0 |
|
1.618 |
535-0 |
|
1.000 |
530-0 |
|
0.618 |
527-0 |
|
HIGH |
522-0 |
|
0.618 |
519-0 |
|
0.500 |
518-0 |
|
0.382 |
517-0 |
|
LOW |
514-0 |
|
0.618 |
509-0 |
|
1.000 |
506-0 |
|
1.618 |
501-0 |
|
2.618 |
493-0 |
|
4.250 |
480-0 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
519-5 |
526-0 |
| PP |
518-7 |
524-1 |
| S1 |
518-0 |
522-3 |
|