CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
639-4 |
635-2 |
-4-2 |
-0.7% |
677-0 |
| High |
641-4 |
643-0 |
1-4 |
0.2% |
702-0 |
| Low |
624-0 |
635-2 |
11-2 |
1.8% |
645-0 |
| Close |
626-0 |
642-0 |
16-0 |
2.6% |
651-0 |
| Range |
17-4 |
7-6 |
-9-6 |
-55.7% |
57-0 |
| ATR |
18-5 |
18-4 |
-0-1 |
-0.6% |
0-0 |
| Volume |
24,834 |
23,346 |
-1,488 |
-6.0% |
104,737 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-3 |
660-3 |
646-2 |
|
| R3 |
655-5 |
652-5 |
644-1 |
|
| R2 |
647-7 |
647-7 |
643-3 |
|
| R1 |
644-7 |
644-7 |
642-6 |
646-3 |
| PP |
640-1 |
640-1 |
640-1 |
640-6 |
| S1 |
637-1 |
637-1 |
641-2 |
638-5 |
| S2 |
632-3 |
632-3 |
640-5 |
|
| S3 |
624-5 |
629-3 |
639-7 |
|
| S4 |
616-7 |
621-5 |
637-6 |
|
|
| 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 |
681-0 |
624-0 |
57-0 |
8.9% |
15-6 |
2.5% |
32% |
False |
False |
22,980 |
| 10 |
702-0 |
624-0 |
78-0 |
12.1% |
16-0 |
2.5% |
23% |
False |
False |
17,699 |
| 20 |
702-0 |
600-0 |
102-0 |
15.9% |
13-3 |
2.1% |
41% |
False |
False |
12,249 |
| 40 |
702-0 |
541-4 |
160-4 |
25.0% |
10-0 |
1.6% |
63% |
False |
False |
8,830 |
| 60 |
702-0 |
540-0 |
162-0 |
25.2% |
9-4 |
1.5% |
63% |
False |
False |
6,803 |
| 80 |
702-0 |
539-0 |
163-0 |
25.4% |
8-2 |
1.3% |
63% |
False |
False |
5,482 |
| 100 |
702-0 |
539-0 |
163-0 |
25.4% |
6-6 |
1.1% |
63% |
False |
False |
4,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676-0 |
|
2.618 |
663-2 |
|
1.618 |
655-4 |
|
1.000 |
650-6 |
|
0.618 |
647-6 |
|
HIGH |
643-0 |
|
0.618 |
640-0 |
|
0.500 |
639-1 |
|
0.382 |
638-2 |
|
LOW |
635-2 |
|
0.618 |
630-4 |
|
1.000 |
627-4 |
|
1.618 |
622-6 |
|
2.618 |
615-0 |
|
4.250 |
602-2 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
641-0 |
641-1 |
| PP |
640-1 |
640-3 |
| S1 |
639-1 |
639-4 |
|