CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
667-0 |
677-0 |
10-0 |
1.5% |
640-2 |
| High |
667-4 |
702-0 |
34-4 |
5.2% |
671-0 |
| Low |
663-0 |
676-4 |
13-4 |
2.0% |
632-0 |
| Close |
663-6 |
701-0 |
37-2 |
5.6% |
663-6 |
| Range |
4-4 |
25-4 |
21-0 |
466.7% |
39-0 |
| ATR |
13-5 |
15-3 |
1-6 |
12.9% |
0-0 |
| Volume |
12,838 |
15,946 |
3,108 |
24.2% |
33,041 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
769-5 |
760-7 |
715-0 |
|
| R3 |
744-1 |
735-3 |
708-0 |
|
| R2 |
718-5 |
718-5 |
705-5 |
|
| R1 |
709-7 |
709-7 |
703-3 |
714-2 |
| PP |
693-1 |
693-1 |
693-1 |
695-3 |
| S1 |
684-3 |
684-3 |
698-5 |
688-6 |
| S2 |
667-5 |
667-5 |
696-3 |
|
| S3 |
642-1 |
658-7 |
694-0 |
|
| S4 |
616-5 |
633-3 |
687-0 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772-5 |
757-1 |
685-2 |
|
| R3 |
733-5 |
718-1 |
674-4 |
|
| R2 |
694-5 |
694-5 |
670-7 |
|
| R1 |
679-1 |
679-1 |
667-3 |
686-7 |
| PP |
655-5 |
655-5 |
655-5 |
659-4 |
| S1 |
640-1 |
640-1 |
660-1 |
647-7 |
| S2 |
616-5 |
616-5 |
656-5 |
|
| S3 |
577-5 |
601-1 |
653-0 |
|
| S4 |
538-5 |
562-1 |
642-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
702-0 |
632-0 |
70-0 |
10.0% |
15-0 |
2.1% |
99% |
True |
False |
9,797 |
| 10 |
702-0 |
600-0 |
102-0 |
14.6% |
13-5 |
1.9% |
99% |
True |
False |
8,048 |
| 20 |
702-0 |
575-0 |
127-0 |
18.1% |
11-2 |
1.6% |
99% |
True |
False |
7,886 |
| 40 |
702-0 |
541-4 |
160-4 |
22.9% |
9-5 |
1.4% |
99% |
True |
False |
6,060 |
| 60 |
702-0 |
540-0 |
162-0 |
23.1% |
8-1 |
1.2% |
99% |
True |
False |
4,715 |
| 80 |
702-0 |
539-0 |
163-0 |
23.3% |
7-1 |
1.0% |
99% |
True |
False |
3,878 |
| 100 |
702-0 |
539-0 |
163-0 |
23.3% |
6-2 |
0.9% |
99% |
True |
False |
3,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810-3 |
|
2.618 |
768-6 |
|
1.618 |
743-2 |
|
1.000 |
727-4 |
|
0.618 |
717-6 |
|
HIGH |
702-0 |
|
0.618 |
692-2 |
|
0.500 |
689-2 |
|
0.382 |
686-2 |
|
LOW |
676-4 |
|
0.618 |
660-6 |
|
1.000 |
651-0 |
|
1.618 |
635-2 |
|
2.618 |
609-6 |
|
4.250 |
568-1 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
697-1 |
692-1 |
| PP |
693-1 |
683-1 |
| S1 |
689-2 |
674-2 |
|