CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
681-0 |
656-4 |
-24-4 |
-3.6% |
640-2 |
| High |
681-0 |
666-0 |
-15-0 |
-2.2% |
671-0 |
| Low |
645-0 |
656-4 |
11-4 |
1.8% |
632-0 |
| Close |
645-0 |
663-2 |
18-2 |
2.8% |
663-6 |
| Range |
36-0 |
9-4 |
-26-4 |
-73.6% |
39-0 |
| ATR |
18-0 |
18-1 |
0-2 |
1.2% |
0-0 |
| Volume |
17,975 |
26,809 |
8,834 |
49.1% |
33,041 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-3 |
686-3 |
668-4 |
|
| R3 |
680-7 |
676-7 |
665-7 |
|
| R2 |
671-3 |
671-3 |
665-0 |
|
| R1 |
667-3 |
667-3 |
664-1 |
669-3 |
| PP |
661-7 |
661-7 |
661-7 |
663-0 |
| S1 |
657-7 |
657-7 |
662-3 |
659-7 |
| S2 |
652-3 |
652-3 |
661-4 |
|
| S3 |
642-7 |
648-3 |
660-5 |
|
| S4 |
633-3 |
638-7 |
658-0 |
|
|
| 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 |
645-0 |
57-0 |
8.6% |
18-0 |
2.7% |
32% |
False |
False |
19,127 |
| 10 |
702-0 |
612-0 |
90-0 |
13.6% |
15-6 |
2.4% |
57% |
False |
False |
13,003 |
| 20 |
702-0 |
595-0 |
107-0 |
16.1% |
13-2 |
2.0% |
64% |
False |
False |
10,473 |
| 40 |
702-0 |
541-4 |
160-4 |
24.2% |
10-0 |
1.5% |
76% |
False |
False |
7,470 |
| 60 |
702-0 |
540-0 |
162-0 |
24.4% |
9-1 |
1.4% |
76% |
False |
False |
5,776 |
| 80 |
702-0 |
539-0 |
163-0 |
24.6% |
7-7 |
1.2% |
76% |
False |
False |
4,670 |
| 100 |
702-0 |
539-0 |
163-0 |
24.6% |
6-6 |
1.0% |
76% |
False |
False |
3,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
706-3 |
|
2.618 |
690-7 |
|
1.618 |
681-3 |
|
1.000 |
675-4 |
|
0.618 |
671-7 |
|
HIGH |
666-0 |
|
0.618 |
662-3 |
|
0.500 |
661-2 |
|
0.382 |
660-1 |
|
LOW |
656-4 |
|
0.618 |
650-5 |
|
1.000 |
647-0 |
|
1.618 |
641-1 |
|
2.618 |
631-5 |
|
4.250 |
616-1 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
662-5 |
672-4 |
| PP |
661-7 |
669-3 |
| S1 |
661-2 |
666-3 |
|