CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
549-0 |
548-0 |
-1-0 |
-0.2% |
544-0 |
| High |
554-0 |
556-0 |
2-0 |
0.4% |
556-0 |
| Low |
542-0 |
543-0 |
1-0 |
0.2% |
533-4 |
| Close |
543-6 |
555-6 |
12-0 |
2.2% |
555-6 |
| Range |
12-0 |
13-0 |
1-0 |
8.3% |
22-4 |
| ATR |
14-4 |
14-4 |
-0-1 |
-0.8% |
0-0 |
| Volume |
15,456 |
25,641 |
10,185 |
65.9% |
82,391 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
590-5 |
586-1 |
562-7 |
|
| R3 |
577-5 |
573-1 |
559-3 |
|
| R2 |
564-5 |
564-5 |
558-1 |
|
| R1 |
560-1 |
560-1 |
557-0 |
562-3 |
| PP |
551-5 |
551-5 |
551-5 |
552-6 |
| S1 |
547-1 |
547-1 |
554-4 |
549-3 |
| S2 |
538-5 |
538-5 |
553-3 |
|
| S3 |
525-5 |
534-1 |
552-1 |
|
| S4 |
512-5 |
521-1 |
548-5 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
615-7 |
608-3 |
568-1 |
|
| R3 |
593-3 |
585-7 |
562-0 |
|
| R2 |
570-7 |
570-7 |
559-7 |
|
| R1 |
563-3 |
563-3 |
557-6 |
567-1 |
| PP |
548-3 |
548-3 |
548-3 |
550-2 |
| S1 |
540-7 |
540-7 |
553-6 |
544-5 |
| S2 |
525-7 |
525-7 |
551-5 |
|
| S3 |
503-3 |
518-3 |
549-4 |
|
| S4 |
480-7 |
495-7 |
543-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
556-0 |
533-4 |
22-4 |
4.0% |
11-1 |
2.0% |
99% |
True |
False |
16,478 |
| 10 |
579-4 |
533-4 |
46-0 |
8.3% |
13-3 |
2.4% |
48% |
False |
False |
16,626 |
| 20 |
579-4 |
533-4 |
46-0 |
8.3% |
13-4 |
2.4% |
48% |
False |
False |
17,400 |
| 40 |
682-0 |
533-4 |
148-4 |
26.7% |
12-3 |
2.2% |
15% |
False |
False |
17,516 |
| 60 |
723-4 |
533-4 |
190-0 |
34.2% |
12-6 |
2.3% |
12% |
False |
False |
15,946 |
| 80 |
723-4 |
533-4 |
190-0 |
34.2% |
11-5 |
2.1% |
12% |
False |
False |
13,650 |
| 100 |
723-4 |
533-4 |
190-0 |
34.2% |
11-3 |
2.1% |
12% |
False |
False |
12,278 |
| 120 |
723-4 |
533-4 |
190-0 |
34.2% |
10-3 |
1.9% |
12% |
False |
False |
10,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
611-2 |
|
2.618 |
590-0 |
|
1.618 |
577-0 |
|
1.000 |
569-0 |
|
0.618 |
564-0 |
|
HIGH |
556-0 |
|
0.618 |
551-0 |
|
0.500 |
549-4 |
|
0.382 |
548-0 |
|
LOW |
543-0 |
|
0.618 |
535-0 |
|
1.000 |
530-0 |
|
1.618 |
522-0 |
|
2.618 |
509-0 |
|
4.250 |
487-6 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
553-5 |
552-1 |
| PP |
551-5 |
548-3 |
| S1 |
549-4 |
544-6 |
|