CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
555-4 |
556-0 |
0-4 |
0.1% |
544-0 |
| High |
555-4 |
565-4 |
10-0 |
1.8% |
574-0 |
| Low |
541-0 |
548-0 |
7-0 |
1.3% |
544-0 |
| Close |
549-0 |
559-0 |
10-0 |
1.8% |
568-0 |
| Range |
14-4 |
17-4 |
3-0 |
20.7% |
30-0 |
| ATR |
15-2 |
15-3 |
0-1 |
1.0% |
0-0 |
| Volume |
13,538 |
28,210 |
14,672 |
108.4% |
101,323 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
610-0 |
602-0 |
568-5 |
|
| R3 |
592-4 |
584-4 |
563-6 |
|
| R2 |
575-0 |
575-0 |
562-2 |
|
| R1 |
567-0 |
567-0 |
560-5 |
571-0 |
| PP |
557-4 |
557-4 |
557-4 |
559-4 |
| S1 |
549-4 |
549-4 |
557-3 |
553-4 |
| S2 |
540-0 |
540-0 |
555-6 |
|
| S3 |
522-4 |
532-0 |
554-2 |
|
| S4 |
505-0 |
514-4 |
549-3 |
|
|
| 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 |
541-0 |
38-4 |
6.9% |
16-0 |
2.9% |
47% |
False |
False |
16,813 |
| 10 |
579-4 |
541-0 |
38-4 |
6.9% |
16-1 |
2.9% |
47% |
False |
False |
18,954 |
| 20 |
592-0 |
538-4 |
53-4 |
9.6% |
13-2 |
2.4% |
38% |
False |
False |
17,575 |
| 40 |
723-4 |
538-4 |
185-0 |
33.1% |
13-2 |
2.4% |
11% |
False |
False |
18,047 |
| 60 |
723-4 |
538-4 |
185-0 |
33.1% |
12-6 |
2.3% |
11% |
False |
False |
14,982 |
| 80 |
723-4 |
538-4 |
185-0 |
33.1% |
11-6 |
2.1% |
11% |
False |
False |
12,936 |
| 100 |
723-4 |
538-4 |
185-0 |
33.1% |
11-0 |
2.0% |
11% |
False |
False |
11,483 |
| 120 |
723-4 |
538-4 |
185-0 |
33.1% |
10-1 |
1.8% |
11% |
False |
False |
10,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
639-7 |
|
2.618 |
611-3 |
|
1.618 |
593-7 |
|
1.000 |
583-0 |
|
0.618 |
576-3 |
|
HIGH |
565-4 |
|
0.618 |
558-7 |
|
0.500 |
556-6 |
|
0.382 |
554-5 |
|
LOW |
548-0 |
|
0.618 |
537-1 |
|
1.000 |
530-4 |
|
1.618 |
519-5 |
|
2.618 |
502-1 |
|
4.250 |
473-5 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
558-2 |
557-5 |
| PP |
557-4 |
556-2 |
| S1 |
556-6 |
554-7 |
|