CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
635-2 |
640-0 |
4-6 |
0.7% |
677-0 |
| High |
643-0 |
640-0 |
-3-0 |
-0.5% |
702-0 |
| Low |
635-2 |
621-0 |
-14-2 |
-2.2% |
645-0 |
| Close |
642-0 |
624-4 |
-17-4 |
-2.7% |
651-0 |
| Range |
7-6 |
19-0 |
11-2 |
145.2% |
57-0 |
| ATR |
18-4 |
18-6 |
0-1 |
0.9% |
0-0 |
| Volume |
23,346 |
38,200 |
14,854 |
63.6% |
104,737 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685-4 |
674-0 |
635-0 |
|
| R3 |
666-4 |
655-0 |
629-6 |
|
| R2 |
647-4 |
647-4 |
628-0 |
|
| R1 |
636-0 |
636-0 |
626-2 |
632-2 |
| PP |
628-4 |
628-4 |
628-4 |
626-5 |
| S1 |
617-0 |
617-0 |
622-6 |
613-2 |
| S2 |
609-4 |
609-4 |
621-0 |
|
| S3 |
590-4 |
598-0 |
619-2 |
|
| S4 |
571-4 |
579-0 |
614-0 |
|
|
| 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 |
666-0 |
621-0 |
45-0 |
7.2% |
12-3 |
2.0% |
8% |
False |
True |
27,025 |
| 10 |
702-0 |
621-0 |
81-0 |
13.0% |
16-5 |
2.7% |
4% |
False |
True |
20,920 |
| 20 |
702-0 |
600-0 |
102-0 |
16.3% |
13-6 |
2.2% |
24% |
False |
False |
13,837 |
| 40 |
702-0 |
541-4 |
160-4 |
25.7% |
10-4 |
1.7% |
52% |
False |
False |
9,703 |
| 60 |
702-0 |
540-0 |
162-0 |
25.9% |
9-6 |
1.6% |
52% |
False |
False |
7,413 |
| 80 |
702-0 |
539-0 |
163-0 |
26.1% |
8-3 |
1.3% |
52% |
False |
False |
5,943 |
| 100 |
702-0 |
539-0 |
163-0 |
26.1% |
7-0 |
1.1% |
52% |
False |
False |
4,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
720-6 |
|
2.618 |
689-6 |
|
1.618 |
670-6 |
|
1.000 |
659-0 |
|
0.618 |
651-6 |
|
HIGH |
640-0 |
|
0.618 |
632-6 |
|
0.500 |
630-4 |
|
0.382 |
628-2 |
|
LOW |
621-0 |
|
0.618 |
609-2 |
|
1.000 |
602-0 |
|
1.618 |
590-2 |
|
2.618 |
571-2 |
|
4.250 |
540-2 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
630-4 |
632-0 |
| PP |
628-4 |
629-4 |
| S1 |
626-4 |
627-0 |
|