CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
564-4 |
573-4 |
9-0 |
1.6% |
544-0 |
| High |
584-4 |
577-0 |
-7-4 |
-1.3% |
556-0 |
| Low |
564-4 |
567-0 |
2-4 |
0.4% |
533-4 |
| Close |
577-2 |
570-2 |
-7-0 |
-1.2% |
555-6 |
| Range |
20-0 |
10-0 |
-10-0 |
-50.0% |
22-4 |
| ATR |
15-4 |
15-1 |
-0-3 |
-2.4% |
0-0 |
| Volume |
18,645 |
66,667 |
48,022 |
257.6% |
82,391 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
601-3 |
595-7 |
575-6 |
|
| R3 |
591-3 |
585-7 |
573-0 |
|
| R2 |
581-3 |
581-3 |
572-1 |
|
| R1 |
575-7 |
575-7 |
571-1 |
573-5 |
| PP |
571-3 |
571-3 |
571-3 |
570-2 |
| S1 |
565-7 |
565-7 |
569-3 |
563-5 |
| S2 |
561-3 |
561-3 |
568-3 |
|
| S3 |
551-3 |
555-7 |
567-4 |
|
| S4 |
541-3 |
545-7 |
564-6 |
|
|
| 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 |
584-4 |
533-4 |
51-0 |
8.9% |
13-0 |
2.3% |
72% |
False |
False |
28,574 |
| 10 |
584-4 |
533-4 |
51-0 |
8.9% |
13-4 |
2.4% |
72% |
False |
False |
22,770 |
| 20 |
584-4 |
533-4 |
51-0 |
8.9% |
14-0 |
2.4% |
72% |
False |
False |
20,487 |
| 40 |
670-0 |
533-4 |
136-4 |
23.9% |
12-4 |
2.2% |
27% |
False |
False |
18,854 |
| 60 |
723-4 |
533-4 |
190-0 |
33.3% |
12-7 |
2.3% |
19% |
False |
False |
17,127 |
| 80 |
723-4 |
533-4 |
190-0 |
33.3% |
11-6 |
2.1% |
19% |
False |
False |
14,488 |
| 100 |
723-4 |
533-4 |
190-0 |
33.3% |
11-3 |
2.0% |
19% |
False |
False |
13,033 |
| 120 |
723-4 |
533-4 |
190-0 |
33.3% |
10-3 |
1.8% |
19% |
False |
False |
11,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
619-4 |
|
2.618 |
603-1 |
|
1.618 |
593-1 |
|
1.000 |
587-0 |
|
0.618 |
583-1 |
|
HIGH |
577-0 |
|
0.618 |
573-1 |
|
0.500 |
572-0 |
|
0.382 |
570-7 |
|
LOW |
567-0 |
|
0.618 |
560-7 |
|
1.000 |
557-0 |
|
1.618 |
550-7 |
|
2.618 |
540-7 |
|
4.250 |
524-4 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
572-0 |
568-1 |
| PP |
571-3 |
565-7 |
| S1 |
570-7 |
563-6 |
|