CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
716-0 |
704-0 |
-12-0 |
-1.7% |
660-4 |
| High |
720-0 |
704-0 |
-16-0 |
-2.2% |
693-0 |
| Low |
708-0 |
667-4 |
-40-4 |
-5.7% |
655-0 |
| Close |
719-4 |
669-0 |
-50-4 |
-7.0% |
686-0 |
| Range |
12-0 |
36-4 |
24-4 |
204.2% |
38-0 |
| ATR |
15-5 |
18-1 |
2-5 |
16.7% |
0-0 |
| Volume |
20,403 |
24,269 |
3,866 |
18.9% |
54,475 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
789-5 |
765-7 |
689-1 |
|
| R3 |
753-1 |
729-3 |
679-0 |
|
| R2 |
716-5 |
716-5 |
675-6 |
|
| R1 |
692-7 |
692-7 |
672-3 |
686-4 |
| PP |
680-1 |
680-1 |
680-1 |
677-0 |
| S1 |
656-3 |
656-3 |
665-5 |
650-0 |
| S2 |
643-5 |
643-5 |
662-2 |
|
| S3 |
607-1 |
619-7 |
659-0 |
|
| S4 |
570-5 |
583-3 |
648-7 |
|
|
| 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 |
667-4 |
56-0 |
8.4% |
19-7 |
3.0% |
3% |
False |
True |
18,470 |
| 10 |
723-4 |
635-0 |
88-4 |
13.2% |
15-2 |
2.3% |
38% |
False |
False |
14,929 |
| 20 |
723-4 |
601-4 |
122-0 |
18.2% |
13-4 |
2.0% |
55% |
False |
False |
11,610 |
| 40 |
723-4 |
565-6 |
157-6 |
23.6% |
11-0 |
1.7% |
65% |
False |
False |
9,235 |
| 60 |
723-4 |
565-2 |
158-2 |
23.7% |
10-6 |
1.6% |
66% |
False |
False |
8,372 |
| 80 |
723-4 |
557-6 |
165-6 |
24.8% |
9-4 |
1.4% |
67% |
False |
False |
7,037 |
| 100 |
723-4 |
557-6 |
165-6 |
24.8% |
8-6 |
1.3% |
67% |
False |
False |
6,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859-1 |
|
2.618 |
799-4 |
|
1.618 |
763-0 |
|
1.000 |
740-4 |
|
0.618 |
726-4 |
|
HIGH |
704-0 |
|
0.618 |
690-0 |
|
0.500 |
685-6 |
|
0.382 |
681-4 |
|
LOW |
667-4 |
|
0.618 |
645-0 |
|
1.000 |
631-0 |
|
1.618 |
608-4 |
|
2.618 |
572-0 |
|
4.250 |
512-3 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
685-6 |
695-4 |
| PP |
680-1 |
686-5 |
| S1 |
674-5 |
677-7 |
|