CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
543-4 |
544-0 |
0-4 |
0.1% |
547-0 |
| High |
546-4 |
569-4 |
23-0 |
4.2% |
554-0 |
| Low |
541-4 |
544-0 |
2-4 |
0.5% |
538-4 |
| Close |
545-2 |
569-0 |
23-6 |
4.4% |
545-2 |
| Range |
5-0 |
25-4 |
20-4 |
410.0% |
15-4 |
| ATR |
13-1 |
14-0 |
0-7 |
6.7% |
0-0 |
| Volume |
22,607 |
19,941 |
-2,666 |
-11.8% |
80,428 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637-3 |
628-5 |
583-0 |
|
| R3 |
611-7 |
603-1 |
576-0 |
|
| R2 |
586-3 |
586-3 |
573-5 |
|
| R1 |
577-5 |
577-5 |
571-3 |
582-0 |
| PP |
560-7 |
560-7 |
560-7 |
563-0 |
| S1 |
552-1 |
552-1 |
566-5 |
556-4 |
| S2 |
535-3 |
535-3 |
564-3 |
|
| S3 |
509-7 |
526-5 |
562-0 |
|
| S4 |
484-3 |
501-1 |
555-0 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592-3 |
584-3 |
553-6 |
|
| R3 |
576-7 |
568-7 |
549-4 |
|
| R2 |
561-3 |
561-3 |
548-1 |
|
| R1 |
553-3 |
553-3 |
546-5 |
549-5 |
| PP |
545-7 |
545-7 |
545-7 |
544-0 |
| S1 |
537-7 |
537-7 |
543-7 |
534-1 |
| S2 |
530-3 |
530-3 |
542-3 |
|
| S3 |
514-7 |
522-3 |
541-0 |
|
| S4 |
499-3 |
506-7 |
536-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
569-4 |
538-4 |
31-0 |
5.4% |
11-2 |
2.0% |
98% |
True |
False |
17,674 |
| 10 |
592-0 |
538-4 |
53-4 |
9.4% |
12-2 |
2.2% |
57% |
False |
False |
16,285 |
| 20 |
638-0 |
538-4 |
99-4 |
17.5% |
10-6 |
1.9% |
31% |
False |
False |
17,240 |
| 40 |
723-4 |
538-4 |
185-0 |
32.5% |
12-2 |
2.2% |
16% |
False |
False |
16,358 |
| 60 |
723-4 |
538-4 |
185-0 |
32.5% |
11-3 |
2.0% |
16% |
False |
False |
13,352 |
| 80 |
723-4 |
538-4 |
185-0 |
32.5% |
10-7 |
1.9% |
16% |
False |
False |
11,801 |
| 100 |
723-4 |
538-4 |
185-0 |
32.5% |
10-1 |
1.8% |
16% |
False |
False |
10,248 |
| 120 |
723-4 |
538-4 |
185-0 |
32.5% |
9-3 |
1.6% |
16% |
False |
False |
9,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
677-7 |
|
2.618 |
636-2 |
|
1.618 |
610-6 |
|
1.000 |
595-0 |
|
0.618 |
585-2 |
|
HIGH |
569-4 |
|
0.618 |
559-6 |
|
0.500 |
556-6 |
|
0.382 |
553-6 |
|
LOW |
544-0 |
|
0.618 |
528-2 |
|
1.000 |
518-4 |
|
1.618 |
502-6 |
|
2.618 |
477-2 |
|
4.250 |
435-5 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
564-7 |
564-4 |
| PP |
560-7 |
560-0 |
| S1 |
556-6 |
555-4 |
|