CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
544-0 |
569-0 |
25-0 |
4.6% |
547-0 |
| High |
569-4 |
569-0 |
-0-4 |
-0.1% |
554-0 |
| Low |
544-0 |
553-0 |
9-0 |
1.7% |
538-4 |
| Close |
569-0 |
556-4 |
-12-4 |
-2.2% |
545-2 |
| Range |
25-4 |
16-0 |
-9-4 |
-37.3% |
15-4 |
| ATR |
14-0 |
14-1 |
0-1 |
1.0% |
0-0 |
| Volume |
19,941 |
25,174 |
5,233 |
26.2% |
80,428 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607-4 |
598-0 |
565-2 |
|
| R3 |
591-4 |
582-0 |
560-7 |
|
| R2 |
575-4 |
575-4 |
559-3 |
|
| R1 |
566-0 |
566-0 |
558-0 |
562-6 |
| PP |
559-4 |
559-4 |
559-4 |
557-7 |
| S1 |
550-0 |
550-0 |
555-0 |
546-6 |
| S2 |
543-4 |
543-4 |
553-5 |
|
| S3 |
527-4 |
534-0 |
552-1 |
|
| S4 |
511-4 |
518-0 |
547-6 |
|
|
| 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 |
539-4 |
30-0 |
5.4% |
12-2 |
2.2% |
57% |
False |
False |
20,392 |
| 10 |
575-0 |
538-4 |
36-4 |
6.6% |
12-5 |
2.3% |
49% |
False |
False |
17,758 |
| 20 |
638-0 |
538-4 |
99-4 |
17.9% |
11-1 |
2.0% |
18% |
False |
False |
17,688 |
| 40 |
723-4 |
538-4 |
185-0 |
33.2% |
12-2 |
2.2% |
10% |
False |
False |
16,789 |
| 60 |
723-4 |
538-4 |
185-0 |
33.2% |
11-4 |
2.1% |
10% |
False |
False |
13,693 |
| 80 |
723-4 |
538-4 |
185-0 |
33.2% |
11-0 |
2.0% |
10% |
False |
False |
12,007 |
| 100 |
723-4 |
538-4 |
185-0 |
33.2% |
10-2 |
1.8% |
10% |
False |
False |
10,461 |
| 120 |
723-4 |
538-4 |
185-0 |
33.2% |
9-4 |
1.7% |
10% |
False |
False |
9,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-0 |
|
2.618 |
610-7 |
|
1.618 |
594-7 |
|
1.000 |
585-0 |
|
0.618 |
578-7 |
|
HIGH |
569-0 |
|
0.618 |
562-7 |
|
0.500 |
561-0 |
|
0.382 |
559-1 |
|
LOW |
553-0 |
|
0.618 |
543-1 |
|
1.000 |
537-0 |
|
1.618 |
527-1 |
|
2.618 |
511-1 |
|
4.250 |
485-0 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
561-0 |
556-1 |
| PP |
559-4 |
555-7 |
| S1 |
558-0 |
555-4 |
|