CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
544-0 |
545-0 |
1-0 |
0.2% |
574-4 |
| High |
549-0 |
555-0 |
6-0 |
1.1% |
579-4 |
| Low |
541-0 |
542-0 |
1-0 |
0.2% |
541-0 |
| Close |
547-6 |
543-6 |
-4-0 |
-0.7% |
543-4 |
| Range |
8-0 |
13-0 |
5-0 |
62.5% |
38-4 |
| ATR |
15-0 |
14-7 |
-0-1 |
-1.0% |
0-0 |
| Volume |
12,757 |
12,076 |
-681 |
-5.3% |
83,870 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-7 |
577-7 |
550-7 |
|
| R3 |
572-7 |
564-7 |
547-3 |
|
| R2 |
559-7 |
559-7 |
546-1 |
|
| R1 |
551-7 |
551-7 |
545-0 |
549-3 |
| PP |
546-7 |
546-7 |
546-7 |
545-6 |
| S1 |
538-7 |
538-7 |
542-4 |
536-3 |
| S2 |
533-7 |
533-7 |
541-3 |
|
| S3 |
520-7 |
525-7 |
540-1 |
|
| S4 |
507-7 |
512-7 |
536-5 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670-1 |
645-3 |
564-5 |
|
| R3 |
631-5 |
606-7 |
554-1 |
|
| R2 |
593-1 |
593-1 |
550-4 |
|
| R1 |
568-3 |
568-3 |
547-0 |
561-4 |
| PP |
554-5 |
554-5 |
554-5 |
551-2 |
| S1 |
529-7 |
529-7 |
540-0 |
523-0 |
| S2 |
516-1 |
516-1 |
536-4 |
|
| S3 |
477-5 |
491-3 |
532-7 |
|
| S4 |
439-1 |
452-7 |
522-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
565-4 |
541-0 |
24-4 |
4.5% |
14-0 |
2.6% |
11% |
False |
False |
16,966 |
| 10 |
579-4 |
541-0 |
38-4 |
7.1% |
15-3 |
2.8% |
7% |
False |
False |
16,491 |
| 20 |
579-4 |
538-4 |
41-0 |
7.5% |
14-0 |
2.6% |
13% |
False |
False |
17,125 |
| 40 |
720-0 |
538-4 |
181-4 |
33.4% |
12-7 |
2.4% |
3% |
False |
False |
17,932 |
| 60 |
723-4 |
538-4 |
185-0 |
34.0% |
12-6 |
2.3% |
3% |
False |
False |
15,385 |
| 80 |
723-4 |
538-4 |
185-0 |
34.0% |
11-5 |
2.1% |
3% |
False |
False |
13,295 |
| 100 |
723-4 |
538-4 |
185-0 |
34.0% |
11-2 |
2.1% |
3% |
False |
False |
11,803 |
| 120 |
723-4 |
538-4 |
185-0 |
34.0% |
10-4 |
1.9% |
3% |
False |
False |
10,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
610-2 |
|
2.618 |
589-0 |
|
1.618 |
576-0 |
|
1.000 |
568-0 |
|
0.618 |
563-0 |
|
HIGH |
555-0 |
|
0.618 |
550-0 |
|
0.500 |
548-4 |
|
0.382 |
547-0 |
|
LOW |
542-0 |
|
0.618 |
534-0 |
|
1.000 |
529-0 |
|
1.618 |
521-0 |
|
2.618 |
508-0 |
|
4.250 |
486-6 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
548-4 |
550-4 |
| PP |
546-7 |
548-2 |
| S1 |
545-3 |
546-0 |
|