CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
574-4 |
566-0 |
-8-4 |
-1.5% |
544-0 |
| High |
579-4 |
568-6 |
-10-6 |
-1.9% |
574-0 |
| Low |
560-4 |
558-4 |
-2-0 |
-0.4% |
544-0 |
| Close |
568-6 |
561-4 |
-7-2 |
-1.3% |
568-0 |
| Range |
19-0 |
10-2 |
-8-6 |
-46.1% |
30-0 |
| ATR |
15-2 |
14-7 |
-0-3 |
-2.3% |
0-0 |
| Volume |
13,862 |
10,009 |
-3,853 |
-27.8% |
101,323 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593-5 |
587-7 |
567-1 |
|
| R3 |
583-3 |
577-5 |
564-3 |
|
| R2 |
573-1 |
573-1 |
563-3 |
|
| R1 |
567-3 |
567-3 |
562-4 |
565-1 |
| PP |
562-7 |
562-7 |
562-7 |
561-6 |
| S1 |
557-1 |
557-1 |
560-4 |
554-7 |
| S2 |
552-5 |
552-5 |
559-5 |
|
| S3 |
542-3 |
546-7 |
558-5 |
|
| S4 |
532-1 |
536-5 |
555-7 |
|
|
| 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 |
555-0 |
24-4 |
4.4% |
16-5 |
3.0% |
27% |
False |
False |
16,015 |
| 10 |
579-4 |
539-4 |
40-0 |
7.1% |
14-3 |
2.6% |
55% |
False |
False |
18,204 |
| 20 |
606-0 |
538-4 |
67-4 |
12.0% |
12-5 |
2.3% |
34% |
False |
False |
17,716 |
| 40 |
723-4 |
538-4 |
185-0 |
32.9% |
13-0 |
2.3% |
12% |
False |
False |
17,586 |
| 60 |
723-4 |
538-4 |
185-0 |
32.9% |
12-5 |
2.2% |
12% |
False |
False |
14,525 |
| 80 |
723-4 |
538-4 |
185-0 |
32.9% |
11-3 |
2.0% |
12% |
False |
False |
12,543 |
| 100 |
723-4 |
538-4 |
185-0 |
32.9% |
10-6 |
1.9% |
12% |
False |
False |
11,108 |
| 120 |
723-4 |
538-4 |
185-0 |
32.9% |
10-0 |
1.8% |
12% |
False |
False |
9,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
612-2 |
|
2.618 |
595-5 |
|
1.618 |
585-3 |
|
1.000 |
579-0 |
|
0.618 |
575-1 |
|
HIGH |
568-6 |
|
0.618 |
564-7 |
|
0.500 |
563-5 |
|
0.382 |
562-3 |
|
LOW |
558-4 |
|
0.618 |
552-1 |
|
1.000 |
548-2 |
|
1.618 |
541-7 |
|
2.618 |
531-5 |
|
4.250 |
515-0 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
563-5 |
567-2 |
| PP |
562-7 |
565-3 |
| S1 |
562-2 |
563-3 |
|