CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
565-0 |
556-4 |
-8-4 |
-1.5% |
547-0 |
| High |
574-0 |
574-0 |
0-0 |
0.0% |
554-0 |
| Low |
556-0 |
556-4 |
0-4 |
0.1% |
538-4 |
| Close |
561-4 |
559-4 |
-2-0 |
-0.4% |
545-2 |
| Range |
18-0 |
17-4 |
-0-4 |
-2.8% |
15-4 |
| ATR |
14-3 |
14-5 |
0-2 |
1.5% |
0-0 |
| Volume |
18,384 |
19,374 |
990 |
5.4% |
80,428 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
615-7 |
605-1 |
569-1 |
|
| R3 |
598-3 |
587-5 |
564-2 |
|
| R2 |
580-7 |
580-7 |
562-6 |
|
| R1 |
570-1 |
570-1 |
561-1 |
575-4 |
| PP |
563-3 |
563-3 |
563-3 |
566-0 |
| S1 |
552-5 |
552-5 |
557-7 |
558-0 |
| S2 |
545-7 |
545-7 |
556-2 |
|
| S3 |
528-3 |
535-1 |
554-6 |
|
| S4 |
510-7 |
517-5 |
549-7 |
|
|
| 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% |
16-3 |
2.9% |
55% |
True |
False |
21,096 |
| 10 |
574-0 |
538-4 |
35-4 |
6.3% |
12-3 |
2.2% |
59% |
True |
False |
17,953 |
| 20 |
618-4 |
538-4 |
80-0 |
14.3% |
11-2 |
2.0% |
26% |
False |
False |
18,034 |
| 40 |
723-4 |
538-4 |
185-0 |
33.1% |
12-5 |
2.2% |
11% |
False |
False |
17,369 |
| 60 |
723-4 |
538-4 |
185-0 |
33.1% |
12-0 |
2.1% |
11% |
False |
False |
14,126 |
| 80 |
723-4 |
538-4 |
185-0 |
33.1% |
11-2 |
2.0% |
11% |
False |
False |
12,338 |
| 100 |
723-4 |
538-4 |
185-0 |
33.1% |
10-5 |
1.9% |
11% |
False |
False |
10,778 |
| 120 |
723-4 |
538-4 |
185-0 |
33.1% |
9-6 |
1.7% |
11% |
False |
False |
9,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648-3 |
|
2.618 |
619-7 |
|
1.618 |
602-3 |
|
1.000 |
591-4 |
|
0.618 |
584-7 |
|
HIGH |
574-0 |
|
0.618 |
567-3 |
|
0.500 |
565-2 |
|
0.382 |
563-1 |
|
LOW |
556-4 |
|
0.618 |
545-5 |
|
1.000 |
539-0 |
|
1.618 |
528-1 |
|
2.618 |
510-5 |
|
4.250 |
482-1 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
565-2 |
563-4 |
| PP |
563-3 |
562-1 |
| S1 |
561-3 |
560-7 |
|