CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
640-0 |
632-0 |
-8-0 |
-1.3% |
677-0 |
| High |
640-0 |
632-0 |
-8-0 |
-1.3% |
702-0 |
| Low |
621-0 |
620-4 |
-0-4 |
-0.1% |
645-0 |
| Close |
624-4 |
623-2 |
-1-2 |
-0.2% |
651-0 |
| Range |
19-0 |
11-4 |
-7-4 |
-39.5% |
57-0 |
| ATR |
18-6 |
18-2 |
-0-4 |
-2.8% |
0-0 |
| Volume |
38,200 |
34,159 |
-4,041 |
-10.6% |
104,737 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-6 |
653-0 |
629-5 |
|
| R3 |
648-2 |
641-4 |
626-3 |
|
| R2 |
636-6 |
636-6 |
625-3 |
|
| R1 |
630-0 |
630-0 |
624-2 |
627-5 |
| PP |
625-2 |
625-2 |
625-2 |
624-0 |
| S1 |
618-4 |
618-4 |
622-2 |
616-1 |
| S2 |
613-6 |
613-6 |
621-1 |
|
| S3 |
602-2 |
607-0 |
620-1 |
|
| S4 |
590-6 |
595-4 |
616-7 |
|
|
| 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 |
655-0 |
620-4 |
34-4 |
5.5% |
12-6 |
2.0% |
8% |
False |
True |
28,495 |
| 10 |
702-0 |
620-4 |
81-4 |
13.1% |
15-3 |
2.5% |
3% |
False |
True |
23,811 |
| 20 |
702-0 |
600-0 |
102-0 |
16.4% |
13-7 |
2.2% |
23% |
False |
False |
15,093 |
| 40 |
702-0 |
541-4 |
160-4 |
25.8% |
10-5 |
1.7% |
51% |
False |
False |
10,432 |
| 60 |
702-0 |
540-0 |
162-0 |
26.0% |
9-7 |
1.6% |
51% |
False |
False |
7,944 |
| 80 |
702-0 |
539-0 |
163-0 |
26.2% |
8-4 |
1.4% |
52% |
False |
False |
6,352 |
| 100 |
702-0 |
539-0 |
163-0 |
26.2% |
7-0 |
1.1% |
52% |
False |
False |
5,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
680-7 |
|
2.618 |
662-1 |
|
1.618 |
650-5 |
|
1.000 |
643-4 |
|
0.618 |
639-1 |
|
HIGH |
632-0 |
|
0.618 |
627-5 |
|
0.500 |
626-2 |
|
0.382 |
624-7 |
|
LOW |
620-4 |
|
0.618 |
613-3 |
|
1.000 |
609-0 |
|
1.618 |
601-7 |
|
2.618 |
590-3 |
|
4.250 |
571-5 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
626-2 |
631-6 |
| PP |
625-2 |
628-7 |
| S1 |
624-2 |
626-1 |
|