CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
545-0 |
541-0 |
-4-0 |
-0.7% |
574-4 |
| High |
555-0 |
543-2 |
-11-6 |
-2.1% |
579-4 |
| Low |
542-0 |
533-4 |
-8-4 |
-1.6% |
541-0 |
| Close |
543-6 |
539-0 |
-4-6 |
-0.9% |
543-4 |
| Range |
13-0 |
9-6 |
-3-2 |
-25.0% |
38-4 |
| ATR |
14-7 |
14-4 |
-0-3 |
-2.2% |
0-0 |
| Volume |
12,076 |
16,461 |
4,385 |
36.3% |
83,870 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
567-7 |
563-1 |
544-3 |
|
| R3 |
558-1 |
553-3 |
541-5 |
|
| R2 |
548-3 |
548-3 |
540-6 |
|
| R1 |
543-5 |
543-5 |
539-7 |
541-1 |
| PP |
538-5 |
538-5 |
538-5 |
537-2 |
| S1 |
533-7 |
533-7 |
538-1 |
531-3 |
| S2 |
528-7 |
528-7 |
537-2 |
|
| S3 |
519-1 |
524-1 |
536-3 |
|
| S4 |
509-3 |
514-3 |
533-5 |
|
|
| 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 |
533-4 |
32-0 |
5.9% |
13-0 |
2.4% |
17% |
False |
True |
17,551 |
| 10 |
579-4 |
533-4 |
46-0 |
8.5% |
14-4 |
2.7% |
12% |
False |
True |
16,298 |
| 20 |
579-4 |
533-4 |
46-0 |
8.5% |
13-2 |
2.5% |
12% |
False |
True |
17,277 |
| 40 |
704-0 |
533-4 |
170-4 |
31.6% |
12-7 |
2.4% |
3% |
False |
True |
17,833 |
| 60 |
723-4 |
533-4 |
190-0 |
35.3% |
12-4 |
2.3% |
3% |
False |
True |
15,457 |
| 80 |
723-4 |
533-4 |
190-0 |
35.3% |
11-5 |
2.2% |
3% |
False |
True |
13,375 |
| 100 |
723-4 |
533-4 |
190-0 |
35.3% |
11-3 |
2.1% |
3% |
False |
True |
11,945 |
| 120 |
723-4 |
533-4 |
190-0 |
35.3% |
10-3 |
1.9% |
3% |
False |
True |
10,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
584-6 |
|
2.618 |
568-6 |
|
1.618 |
559-0 |
|
1.000 |
553-0 |
|
0.618 |
549-2 |
|
HIGH |
543-2 |
|
0.618 |
539-4 |
|
0.500 |
538-3 |
|
0.382 |
537-2 |
|
LOW |
533-4 |
|
0.618 |
527-4 |
|
1.000 |
523-6 |
|
1.618 |
517-6 |
|
2.618 |
508-0 |
|
4.250 |
492-0 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
538-6 |
544-2 |
| PP |
538-5 |
542-4 |
| S1 |
538-3 |
540-6 |
|