CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
565-0 |
574-4 |
9-4 |
1.7% |
544-0 |
| High |
573-4 |
579-4 |
6-0 |
1.0% |
574-0 |
| Low |
555-0 |
560-4 |
5-4 |
1.0% |
544-0 |
| Close |
568-0 |
568-6 |
0-6 |
0.1% |
568-0 |
| Range |
18-4 |
19-0 |
0-4 |
2.7% |
30-0 |
| ATR |
14-7 |
15-2 |
0-2 |
2.0% |
0-0 |
| Volume |
18,450 |
13,862 |
-4,588 |
-24.9% |
101,323 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
626-5 |
616-5 |
579-2 |
|
| R3 |
607-5 |
597-5 |
574-0 |
|
| R2 |
588-5 |
588-5 |
572-2 |
|
| R1 |
578-5 |
578-5 |
570-4 |
574-1 |
| PP |
569-5 |
569-5 |
569-5 |
567-2 |
| S1 |
559-5 |
559-5 |
567-0 |
555-1 |
| S2 |
550-5 |
550-5 |
565-2 |
|
| S3 |
531-5 |
540-5 |
563-4 |
|
| S4 |
512-5 |
521-5 |
558-2 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-0 |
640-0 |
584-4 |
|
| R3 |
622-0 |
610-0 |
576-2 |
|
| R2 |
592-0 |
592-0 |
573-4 |
|
| R1 |
580-0 |
580-0 |
570-6 |
586-0 |
| PP |
562-0 |
562-0 |
562-0 |
565-0 |
| S1 |
550-0 |
550-0 |
565-2 |
556-0 |
| S2 |
532-0 |
532-0 |
562-4 |
|
| S3 |
502-0 |
520-0 |
559-6 |
|
| S4 |
472-0 |
490-0 |
551-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
579-4 |
553-0 |
26-4 |
4.7% |
17-6 |
3.1% |
59% |
True |
False |
19,048 |
| 10 |
579-4 |
538-4 |
41-0 |
7.2% |
14-4 |
2.6% |
74% |
True |
False |
18,361 |
| 20 |
606-0 |
538-4 |
67-4 |
11.9% |
12-4 |
2.2% |
45% |
False |
False |
18,053 |
| 40 |
723-4 |
538-4 |
185-0 |
32.5% |
13-0 |
2.3% |
16% |
False |
False |
17,668 |
| 60 |
723-4 |
538-4 |
185-0 |
32.5% |
12-3 |
2.2% |
16% |
False |
False |
14,472 |
| 80 |
723-4 |
538-4 |
185-0 |
32.5% |
11-3 |
2.0% |
16% |
False |
False |
12,612 |
| 100 |
723-4 |
538-4 |
185-0 |
32.5% |
10-6 |
1.9% |
16% |
False |
False |
11,042 |
| 120 |
723-4 |
538-4 |
185-0 |
32.5% |
9-7 |
1.7% |
16% |
False |
False |
9,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
660-2 |
|
2.618 |
629-2 |
|
1.618 |
610-2 |
|
1.000 |
598-4 |
|
0.618 |
591-2 |
|
HIGH |
579-4 |
|
0.618 |
572-2 |
|
0.500 |
570-0 |
|
0.382 |
567-6 |
|
LOW |
560-4 |
|
0.618 |
548-6 |
|
1.000 |
541-4 |
|
1.618 |
529-6 |
|
2.618 |
510-6 |
|
4.250 |
479-6 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
570-0 |
568-2 |
| PP |
569-5 |
567-6 |
| S1 |
569-1 |
567-2 |
|