CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
569-0 |
565-0 |
-4-0 |
-0.7% |
547-0 |
| High |
569-0 |
574-0 |
5-0 |
0.9% |
554-0 |
| Low |
553-0 |
556-0 |
3-0 |
0.5% |
538-4 |
| Close |
556-4 |
561-4 |
5-0 |
0.9% |
545-2 |
| Range |
16-0 |
18-0 |
2-0 |
12.5% |
15-4 |
| ATR |
14-1 |
14-3 |
0-2 |
1.9% |
0-0 |
| Volume |
25,174 |
18,384 |
-6,790 |
-27.0% |
80,428 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617-7 |
607-5 |
571-3 |
|
| R3 |
599-7 |
589-5 |
566-4 |
|
| R2 |
581-7 |
581-7 |
564-6 |
|
| R1 |
571-5 |
571-5 |
563-1 |
567-6 |
| PP |
563-7 |
563-7 |
563-7 |
561-7 |
| S1 |
553-5 |
553-5 |
559-7 |
549-6 |
| S2 |
545-7 |
545-7 |
558-2 |
|
| S3 |
527-7 |
535-5 |
556-4 |
|
| S4 |
509-7 |
517-5 |
551-5 |
|
|
| 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 |
574-0 |
541-4 |
32-4 |
5.8% |
14-1 |
2.5% |
62% |
True |
False |
20,815 |
| 10 |
574-0 |
538-4 |
35-4 |
6.3% |
12-0 |
2.1% |
65% |
True |
False |
18,255 |
| 20 |
626-0 |
538-4 |
87-4 |
15.6% |
11-1 |
2.0% |
26% |
False |
False |
18,062 |
| 40 |
723-4 |
538-4 |
185-0 |
32.9% |
12-2 |
2.2% |
12% |
False |
False |
17,136 |
| 60 |
723-4 |
538-4 |
185-0 |
32.9% |
11-6 |
2.1% |
12% |
False |
False |
13,918 |
| 80 |
723-4 |
538-4 |
185-0 |
32.9% |
11-1 |
2.0% |
12% |
False |
False |
12,138 |
| 100 |
723-4 |
538-4 |
185-0 |
32.9% |
10-3 |
1.9% |
12% |
False |
False |
10,610 |
| 120 |
723-4 |
538-4 |
185-0 |
32.9% |
9-5 |
1.7% |
12% |
False |
False |
9,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
650-4 |
|
2.618 |
621-1 |
|
1.618 |
603-1 |
|
1.000 |
592-0 |
|
0.618 |
585-1 |
|
HIGH |
574-0 |
|
0.618 |
567-1 |
|
0.500 |
565-0 |
|
0.382 |
562-7 |
|
LOW |
556-0 |
|
0.618 |
544-7 |
|
1.000 |
538-0 |
|
1.618 |
526-7 |
|
2.618 |
508-7 |
|
4.250 |
479-4 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
565-0 |
560-5 |
| PP |
563-7 |
559-7 |
| S1 |
562-5 |
559-0 |
|