CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
519-0 |
514-0 |
-5-0 |
-1.0% |
549-0 |
| High |
527-0 |
517-0 |
-10-0 |
-1.9% |
553-0 |
| Low |
515-0 |
505-0 |
-10-0 |
-1.9% |
514-0 |
| Close |
516-2 |
511-4 |
-4-6 |
-0.9% |
516-2 |
| Range |
12-0 |
12-0 |
0-0 |
0.0% |
39-0 |
| ATR |
15-3 |
15-1 |
-0-2 |
-1.6% |
0-0 |
| Volume |
22,261 |
29,740 |
7,479 |
33.6% |
172,834 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547-1 |
541-3 |
518-1 |
|
| R3 |
535-1 |
529-3 |
514-6 |
|
| R2 |
523-1 |
523-1 |
513-6 |
|
| R1 |
517-3 |
517-3 |
512-5 |
514-2 |
| PP |
511-1 |
511-1 |
511-1 |
509-5 |
| S1 |
505-3 |
505-3 |
510-3 |
502-2 |
| S2 |
499-1 |
499-1 |
509-2 |
|
| S3 |
487-1 |
493-3 |
508-2 |
|
| S4 |
475-1 |
481-3 |
504-7 |
|
|
| 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 |
538-0 |
505-0 |
33-0 |
6.5% |
13-4 |
2.6% |
20% |
False |
True |
33,103 |
| 10 |
553-0 |
505-0 |
48-0 |
9.4% |
15-2 |
3.0% |
14% |
False |
True |
32,529 |
| 20 |
553-0 |
505-0 |
48-0 |
9.4% |
14-0 |
2.7% |
14% |
False |
True |
37,034 |
| 40 |
681-0 |
505-0 |
176-0 |
34.4% |
13-4 |
2.6% |
4% |
False |
True |
33,063 |
| 60 |
702-0 |
505-0 |
197-0 |
38.5% |
12-5 |
2.5% |
3% |
False |
True |
24,901 |
| 80 |
702-0 |
505-0 |
197-0 |
38.5% |
11-5 |
2.3% |
3% |
False |
True |
19,795 |
| 100 |
702-0 |
505-0 |
197-0 |
38.5% |
10-3 |
2.0% |
3% |
False |
True |
16,269 |
| 120 |
702-0 |
505-0 |
197-0 |
38.5% |
9-3 |
1.8% |
3% |
False |
True |
13,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
568-0 |
|
2.618 |
548-3 |
|
1.618 |
536-3 |
|
1.000 |
529-0 |
|
0.618 |
524-3 |
|
HIGH |
517-0 |
|
0.618 |
512-3 |
|
0.500 |
511-0 |
|
0.382 |
509-5 |
|
LOW |
505-0 |
|
0.618 |
497-5 |
|
1.000 |
493-0 |
|
1.618 |
485-5 |
|
2.618 |
473-5 |
|
4.250 |
454-0 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
511-3 |
516-0 |
| PP |
511-1 |
514-4 |
| S1 |
511-0 |
513-0 |
|