CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
689-0 |
699-0 |
10-0 |
1.5% |
660-4 |
| High |
691-0 |
723-4 |
32-4 |
4.7% |
693-0 |
| Low |
687-0 |
699-0 |
12-0 |
1.7% |
655-0 |
| Close |
686-0 |
723-0 |
37-0 |
5.4% |
686-0 |
| Range |
4-0 |
24-4 |
20-4 |
512.5% |
38-0 |
| ATR |
14-0 |
15-5 |
1-5 |
12.1% |
0-0 |
| Volume |
18,641 |
16,527 |
-2,114 |
-11.3% |
54,475 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
788-5 |
780-3 |
736-4 |
|
| R3 |
764-1 |
755-7 |
729-6 |
|
| R2 |
739-5 |
739-5 |
727-4 |
|
| R1 |
731-3 |
731-3 |
725-2 |
735-4 |
| PP |
715-1 |
715-1 |
715-1 |
717-2 |
| S1 |
706-7 |
706-7 |
720-6 |
711-0 |
| S2 |
690-5 |
690-5 |
718-4 |
|
| S3 |
666-1 |
682-3 |
716-2 |
|
| S4 |
641-5 |
657-7 |
709-4 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-0 |
777-0 |
706-7 |
|
| R3 |
754-0 |
739-0 |
696-4 |
|
| R2 |
716-0 |
716-0 |
693-0 |
|
| R1 |
701-0 |
701-0 |
689-4 |
708-4 |
| PP |
678-0 |
678-0 |
678-0 |
681-6 |
| S1 |
663-0 |
663-0 |
682-4 |
670-4 |
| S2 |
640-0 |
640-0 |
679-0 |
|
| S3 |
602-0 |
625-0 |
675-4 |
|
| S4 |
564-0 |
587-0 |
665-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
723-4 |
655-0 |
68-4 |
9.5% |
14-2 |
2.0% |
99% |
True |
False |
14,200 |
| 10 |
723-4 |
622-0 |
101-4 |
14.0% |
12-7 |
1.8% |
100% |
True |
False |
11,917 |
| 20 |
723-4 |
596-4 |
127-0 |
17.6% |
12-2 |
1.7% |
100% |
True |
False |
10,291 |
| 40 |
723-4 |
565-6 |
157-6 |
21.8% |
10-3 |
1.4% |
100% |
True |
False |
8,658 |
| 60 |
723-4 |
565-2 |
158-2 |
21.9% |
10-1 |
1.4% |
100% |
True |
False |
7,717 |
| 80 |
723-4 |
557-6 |
165-6 |
22.9% |
9-2 |
1.3% |
100% |
True |
False |
6,588 |
| 100 |
723-4 |
557-6 |
165-6 |
22.9% |
8-3 |
1.2% |
100% |
True |
False |
5,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
827-5 |
|
2.618 |
787-5 |
|
1.618 |
763-1 |
|
1.000 |
748-0 |
|
0.618 |
738-5 |
|
HIGH |
723-4 |
|
0.618 |
714-1 |
|
0.500 |
711-2 |
|
0.382 |
708-3 |
|
LOW |
699-0 |
|
0.618 |
683-7 |
|
1.000 |
674-4 |
|
1.618 |
659-3 |
|
2.618 |
634-7 |
|
4.250 |
594-7 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
719-1 |
714-3 |
| PP |
715-1 |
705-5 |
| S1 |
711-2 |
697-0 |
|