CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
699-0 |
716-0 |
17-0 |
2.4% |
660-4 |
| High |
723-4 |
720-0 |
-3-4 |
-0.5% |
693-0 |
| Low |
699-0 |
708-0 |
9-0 |
1.3% |
655-0 |
| Close |
723-0 |
719-4 |
-3-4 |
-0.5% |
686-0 |
| Range |
24-4 |
12-0 |
-12-4 |
-51.0% |
38-0 |
| ATR |
15-5 |
15-5 |
0-0 |
-0.3% |
0-0 |
| Volume |
16,527 |
20,403 |
3,876 |
23.5% |
54,475 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
751-7 |
747-5 |
726-1 |
|
| R3 |
739-7 |
735-5 |
722-6 |
|
| R2 |
727-7 |
727-7 |
721-6 |
|
| R1 |
723-5 |
723-5 |
720-5 |
725-6 |
| PP |
715-7 |
715-7 |
715-7 |
716-7 |
| S1 |
711-5 |
711-5 |
718-3 |
713-6 |
| S2 |
703-7 |
703-7 |
717-2 |
|
| S3 |
691-7 |
699-5 |
716-2 |
|
| S4 |
679-7 |
687-5 |
712-7 |
|
|
| 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 |
664-6 |
58-6 |
8.2% |
15-0 |
2.1% |
93% |
False |
False |
15,372 |
| 10 |
723-4 |
635-0 |
88-4 |
12.3% |
12-0 |
1.7% |
95% |
False |
False |
13,507 |
| 20 |
723-4 |
601-4 |
122-0 |
17.0% |
12-0 |
1.7% |
97% |
False |
False |
10,704 |
| 40 |
723-4 |
565-6 |
157-6 |
21.9% |
10-3 |
1.4% |
97% |
False |
False |
8,917 |
| 60 |
723-4 |
565-2 |
158-2 |
22.0% |
10-2 |
1.4% |
97% |
False |
False |
8,019 |
| 80 |
723-4 |
557-6 |
165-6 |
23.0% |
9-1 |
1.3% |
98% |
False |
False |
6,779 |
| 100 |
723-4 |
557-6 |
165-6 |
23.0% |
8-3 |
1.2% |
98% |
False |
False |
6,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
771-0 |
|
2.618 |
751-3 |
|
1.618 |
739-3 |
|
1.000 |
732-0 |
|
0.618 |
727-3 |
|
HIGH |
720-0 |
|
0.618 |
715-3 |
|
0.500 |
714-0 |
|
0.382 |
712-5 |
|
LOW |
708-0 |
|
0.618 |
700-5 |
|
1.000 |
696-0 |
|
1.618 |
688-5 |
|
2.618 |
676-5 |
|
4.250 |
657-0 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
717-5 |
714-6 |
| PP |
715-7 |
710-0 |
| S1 |
714-0 |
705-2 |
|