CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
704-0 |
686-4 |
-17-4 |
-2.5% |
660-4 |
| High |
704-0 |
693-4 |
-10-4 |
-1.5% |
693-0 |
| Low |
667-4 |
686-0 |
18-4 |
2.8% |
655-0 |
| Close |
669-0 |
687-6 |
18-6 |
2.8% |
686-0 |
| Range |
36-4 |
7-4 |
-29-0 |
-79.5% |
38-0 |
| ATR |
18-1 |
18-5 |
0-4 |
2.5% |
0-0 |
| Volume |
24,269 |
29,533 |
5,264 |
21.7% |
54,475 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-5 |
707-1 |
691-7 |
|
| R3 |
704-1 |
699-5 |
689-6 |
|
| R2 |
696-5 |
696-5 |
689-1 |
|
| R1 |
692-1 |
692-1 |
688-4 |
694-3 |
| PP |
689-1 |
689-1 |
689-1 |
690-2 |
| S1 |
684-5 |
684-5 |
687-0 |
686-7 |
| S2 |
681-5 |
681-5 |
686-3 |
|
| S3 |
674-1 |
677-1 |
685-6 |
|
| S4 |
666-5 |
669-5 |
683-5 |
|
|
| 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 |
8.1% |
16-7 |
2.5% |
36% |
False |
False |
21,874 |
| 10 |
723-4 |
635-0 |
88-4 |
12.9% |
15-1 |
2.2% |
60% |
False |
False |
17,080 |
| 20 |
723-4 |
616-0 |
107-4 |
15.6% |
13-4 |
2.0% |
67% |
False |
False |
12,807 |
| 40 |
723-4 |
565-6 |
157-6 |
22.9% |
10-6 |
1.6% |
77% |
False |
False |
9,784 |
| 60 |
723-4 |
565-2 |
158-2 |
23.0% |
10-6 |
1.6% |
77% |
False |
False |
8,787 |
| 80 |
723-4 |
557-6 |
165-6 |
24.1% |
9-2 |
1.4% |
78% |
False |
False |
7,375 |
| 100 |
723-4 |
557-6 |
165-6 |
24.1% |
8-7 |
1.3% |
78% |
False |
False |
6,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
725-3 |
|
2.618 |
713-1 |
|
1.618 |
705-5 |
|
1.000 |
701-0 |
|
0.618 |
698-1 |
|
HIGH |
693-4 |
|
0.618 |
690-5 |
|
0.500 |
689-6 |
|
0.382 |
688-7 |
|
LOW |
686-0 |
|
0.618 |
681-3 |
|
1.000 |
678-4 |
|
1.618 |
673-7 |
|
2.618 |
666-3 |
|
4.250 |
654-1 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
689-6 |
693-6 |
| PP |
689-1 |
691-6 |
| S1 |
688-3 |
689-6 |
|