CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
554-4 |
547-0 |
-7-4 |
-1.4% |
592-0 |
| High |
561-4 |
553-0 |
-8-4 |
-1.5% |
592-0 |
| Low |
554-4 |
544-4 |
-10-0 |
-1.8% |
551-0 |
| Close |
555-0 |
545-2 |
-9-6 |
-1.8% |
555-0 |
| Range |
7-0 |
8-4 |
1-4 |
21.4% |
41-0 |
| ATR |
14-5 |
14-3 |
-0-2 |
-2.0% |
0-0 |
| Volume |
16,237 |
11,999 |
-4,238 |
-26.1% |
62,487 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
573-1 |
567-5 |
549-7 |
|
| R3 |
564-5 |
559-1 |
547-5 |
|
| R2 |
556-1 |
556-1 |
546-6 |
|
| R1 |
550-5 |
550-5 |
546-0 |
549-1 |
| PP |
547-5 |
547-5 |
547-5 |
546-6 |
| S1 |
542-1 |
542-1 |
544-4 |
540-5 |
| S2 |
539-1 |
539-1 |
543-6 |
|
| S3 |
530-5 |
533-5 |
542-7 |
|
| S4 |
522-1 |
525-1 |
540-5 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-0 |
663-0 |
577-4 |
|
| R3 |
648-0 |
622-0 |
566-2 |
|
| R2 |
607-0 |
607-0 |
562-4 |
|
| R1 |
581-0 |
581-0 |
558-6 |
573-4 |
| PP |
566-0 |
566-0 |
566-0 |
562-2 |
| S1 |
540-0 |
540-0 |
551-2 |
532-4 |
| S2 |
525-0 |
525-0 |
547-4 |
|
| S3 |
484-0 |
499-0 |
543-6 |
|
| S4 |
443-0 |
458-0 |
532-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
592-0 |
544-4 |
47-4 |
8.7% |
13-2 |
2.4% |
2% |
False |
True |
14,897 |
| 10 |
606-0 |
544-4 |
61-4 |
11.3% |
10-3 |
1.9% |
1% |
False |
True |
17,745 |
| 20 |
670-0 |
544-4 |
125-4 |
23.0% |
11-4 |
2.1% |
1% |
False |
True |
17,512 |
| 40 |
723-4 |
544-4 |
179-0 |
32.8% |
12-3 |
2.3% |
0% |
False |
True |
15,461 |
| 60 |
723-4 |
544-4 |
179-0 |
32.8% |
11-0 |
2.0% |
0% |
False |
True |
12,388 |
| 80 |
723-4 |
544-4 |
179-0 |
32.8% |
10-6 |
2.0% |
0% |
False |
True |
11,096 |
| 100 |
723-4 |
544-4 |
179-0 |
32.8% |
9-6 |
1.8% |
0% |
False |
True |
9,510 |
| 120 |
723-4 |
544-4 |
179-0 |
32.8% |
9-1 |
1.7% |
0% |
False |
True |
8,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
589-1 |
|
2.618 |
575-2 |
|
1.618 |
566-6 |
|
1.000 |
561-4 |
|
0.618 |
558-2 |
|
HIGH |
553-0 |
|
0.618 |
549-6 |
|
0.500 |
548-6 |
|
0.382 |
547-6 |
|
LOW |
544-4 |
|
0.618 |
539-2 |
|
1.000 |
536-0 |
|
1.618 |
530-6 |
|
2.618 |
522-2 |
|
4.250 |
508-3 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
548-6 |
557-6 |
| PP |
547-5 |
553-5 |
| S1 |
546-3 |
549-3 |
|