CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
651-0 |
639-4 |
-11-4 |
-1.8% |
677-0 |
| High |
655-0 |
641-4 |
-13-4 |
-2.1% |
702-0 |
| Low |
647-0 |
624-0 |
-23-0 |
-3.6% |
645-0 |
| Close |
651-0 |
626-0 |
-25-0 |
-3.8% |
651-0 |
| Range |
8-0 |
17-4 |
9-4 |
118.8% |
57-0 |
| ATR |
18-0 |
18-5 |
0-5 |
3.6% |
0-0 |
| Volume |
21,939 |
24,834 |
2,895 |
13.2% |
104,737 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
683-0 |
672-0 |
635-5 |
|
| R3 |
665-4 |
654-4 |
630-6 |
|
| R2 |
648-0 |
648-0 |
629-2 |
|
| R1 |
637-0 |
637-0 |
627-5 |
633-6 |
| PP |
630-4 |
630-4 |
630-4 |
628-7 |
| S1 |
619-4 |
619-4 |
624-3 |
616-2 |
| S2 |
613-0 |
613-0 |
622-6 |
|
| S3 |
595-4 |
602-0 |
621-2 |
|
| S4 |
578-0 |
584-4 |
616-3 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837-0 |
801-0 |
682-3 |
|
| R3 |
780-0 |
744-0 |
666-5 |
|
| R2 |
723-0 |
723-0 |
661-4 |
|
| R1 |
687-0 |
687-0 |
656-2 |
676-4 |
| PP |
666-0 |
666-0 |
666-0 |
660-6 |
| S1 |
630-0 |
630-0 |
645-6 |
619-4 |
| S2 |
609-0 |
609-0 |
640-4 |
|
| S3 |
552-0 |
573-0 |
635-3 |
|
| S4 |
495-0 |
516-0 |
619-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
700-0 |
624-0 |
76-0 |
12.1% |
17-1 |
2.7% |
3% |
False |
True |
22,725 |
| 10 |
702-0 |
624-0 |
78-0 |
12.5% |
16-0 |
2.6% |
3% |
False |
True |
16,261 |
| 20 |
702-0 |
600-0 |
102-0 |
16.3% |
13-4 |
2.1% |
25% |
False |
False |
11,983 |
| 40 |
702-0 |
541-4 |
160-4 |
25.6% |
10-0 |
1.6% |
53% |
False |
False |
8,363 |
| 60 |
702-0 |
540-0 |
162-0 |
25.9% |
9-4 |
1.5% |
53% |
False |
False |
6,463 |
| 80 |
702-0 |
539-0 |
163-0 |
26.0% |
8-1 |
1.3% |
53% |
False |
False |
5,212 |
| 100 |
702-0 |
539-0 |
163-0 |
26.0% |
6-6 |
1.1% |
53% |
False |
False |
4,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715-7 |
|
2.618 |
687-3 |
|
1.618 |
669-7 |
|
1.000 |
659-0 |
|
0.618 |
652-3 |
|
HIGH |
641-4 |
|
0.618 |
634-7 |
|
0.500 |
632-6 |
|
0.382 |
630-5 |
|
LOW |
624-0 |
|
0.618 |
613-1 |
|
1.000 |
606-4 |
|
1.618 |
595-5 |
|
2.618 |
578-1 |
|
4.250 |
549-5 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
632-6 |
645-0 |
| PP |
630-4 |
638-5 |
| S1 |
628-2 |
632-3 |
|