CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
514-0 |
521-0 |
7-0 |
1.4% |
549-0 |
| High |
517-0 |
527-0 |
10-0 |
1.9% |
553-0 |
| Low |
505-0 |
514-4 |
9-4 |
1.9% |
514-0 |
| Close |
511-4 |
516-2 |
4-6 |
0.9% |
516-2 |
| Range |
12-0 |
12-4 |
0-4 |
4.2% |
39-0 |
| ATR |
15-1 |
15-1 |
0-0 |
0.2% |
0-0 |
| Volume |
29,740 |
26,669 |
-3,071 |
-10.3% |
172,834 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
556-6 |
549-0 |
523-1 |
|
| R3 |
544-2 |
536-4 |
519-6 |
|
| R2 |
531-6 |
531-6 |
518-4 |
|
| R1 |
524-0 |
524-0 |
517-3 |
521-5 |
| PP |
519-2 |
519-2 |
519-2 |
518-0 |
| S1 |
511-4 |
511-4 |
515-1 |
509-1 |
| S2 |
506-6 |
506-6 |
514-0 |
|
| S3 |
494-2 |
499-0 |
512-6 |
|
| S4 |
481-6 |
486-4 |
509-3 |
|
|
| 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 |
533-0 |
505-0 |
28-0 |
5.4% |
12-3 |
2.4% |
40% |
False |
False |
28,580 |
| 10 |
553-0 |
505-0 |
48-0 |
9.3% |
14-4 |
2.8% |
23% |
False |
False |
31,419 |
| 20 |
553-0 |
505-0 |
48-0 |
9.3% |
13-7 |
2.7% |
23% |
False |
False |
35,221 |
| 40 |
666-0 |
505-0 |
161-0 |
31.2% |
12-7 |
2.5% |
7% |
False |
False |
33,281 |
| 60 |
702-0 |
505-0 |
197-0 |
38.2% |
12-7 |
2.5% |
6% |
False |
False |
25,278 |
| 80 |
702-0 |
505-0 |
197-0 |
38.2% |
11-5 |
2.3% |
6% |
False |
False |
20,075 |
| 100 |
702-0 |
505-0 |
197-0 |
38.2% |
10-4 |
2.0% |
6% |
False |
False |
16,524 |
| 120 |
702-0 |
505-0 |
197-0 |
38.2% |
9-4 |
1.8% |
6% |
False |
False |
13,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
580-1 |
|
2.618 |
559-6 |
|
1.618 |
547-2 |
|
1.000 |
539-4 |
|
0.618 |
534-6 |
|
HIGH |
527-0 |
|
0.618 |
522-2 |
|
0.500 |
520-6 |
|
0.382 |
519-2 |
|
LOW |
514-4 |
|
0.618 |
506-6 |
|
1.000 |
502-0 |
|
1.618 |
494-2 |
|
2.618 |
481-6 |
|
4.250 |
461-3 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
520-6 |
516-1 |
| PP |
519-2 |
516-1 |
| S1 |
517-6 |
516-0 |
|