CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
695-4 |
681-0 |
-14-4 |
-2.1% |
640-2 |
| High |
700-0 |
681-0 |
-19-0 |
-2.7% |
671-0 |
| Low |
685-4 |
645-0 |
-40-4 |
-5.9% |
632-0 |
| Close |
696-4 |
645-0 |
-51-4 |
-7.4% |
663-6 |
| Range |
14-4 |
36-0 |
21-4 |
148.3% |
39-0 |
| ATR |
15-3 |
18-0 |
2-5 |
16.8% |
0-0 |
| Volume |
22,068 |
17,975 |
-4,093 |
-18.5% |
33,041 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765-0 |
741-0 |
664-6 |
|
| R3 |
729-0 |
705-0 |
654-7 |
|
| R2 |
693-0 |
693-0 |
651-5 |
|
| R1 |
669-0 |
669-0 |
648-2 |
663-0 |
| PP |
657-0 |
657-0 |
657-0 |
654-0 |
| S1 |
633-0 |
633-0 |
641-6 |
627-0 |
| S2 |
621-0 |
621-0 |
638-3 |
|
| S3 |
585-0 |
597-0 |
635-1 |
|
| S4 |
549-0 |
561-0 |
625-2 |
|
|
| 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 |
645-0 |
57-0 |
8.8% |
21-0 |
3.3% |
0% |
False |
True |
14,814 |
| 10 |
702-0 |
612-0 |
90-0 |
14.0% |
15-7 |
2.5% |
37% |
False |
False |
10,767 |
| 20 |
702-0 |
585-0 |
117-0 |
18.1% |
12-6 |
2.0% |
51% |
False |
False |
9,271 |
| 40 |
702-0 |
541-4 |
160-4 |
24.9% |
10-3 |
1.6% |
64% |
False |
False |
6,869 |
| 60 |
702-0 |
540-0 |
162-0 |
25.1% |
9-0 |
1.4% |
65% |
False |
False |
5,354 |
| 80 |
702-0 |
539-0 |
163-0 |
25.3% |
7-6 |
1.2% |
65% |
False |
False |
4,349 |
| 100 |
702-0 |
539-0 |
163-0 |
25.3% |
6-6 |
1.0% |
65% |
False |
False |
3,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
834-0 |
|
2.618 |
775-2 |
|
1.618 |
739-2 |
|
1.000 |
717-0 |
|
0.618 |
703-2 |
|
HIGH |
681-0 |
|
0.618 |
667-2 |
|
0.500 |
663-0 |
|
0.382 |
658-6 |
|
LOW |
645-0 |
|
0.618 |
622-6 |
|
1.000 |
609-0 |
|
1.618 |
586-6 |
|
2.618 |
550-6 |
|
4.250 |
492-0 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
663-0 |
673-4 |
| PP |
657-0 |
664-0 |
| S1 |
651-0 |
654-4 |
|