CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
624-0 |
637-0 |
13-0 |
2.1% |
662-0 |
| High |
632-0 |
638-0 |
6-0 |
0.9% |
670-0 |
| Low |
624-0 |
620-4 |
-3-4 |
-0.6% |
632-4 |
| Close |
630-2 |
621-0 |
-9-2 |
-1.5% |
640-2 |
| Range |
8-0 |
17-4 |
9-4 |
118.8% |
37-4 |
| ATR |
18-2 |
18-1 |
0-0 |
-0.3% |
0-0 |
| Volume |
16,219 |
10,896 |
-5,323 |
-32.8% |
93,796 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-0 |
667-4 |
630-5 |
|
| R3 |
661-4 |
650-0 |
625-6 |
|
| R2 |
644-0 |
644-0 |
624-2 |
|
| R1 |
632-4 |
632-4 |
622-5 |
629-4 |
| PP |
626-4 |
626-4 |
626-4 |
625-0 |
| S1 |
615-0 |
615-0 |
619-3 |
612-0 |
| S2 |
609-0 |
609-0 |
617-6 |
|
| S3 |
591-4 |
597-4 |
616-2 |
|
| S4 |
574-0 |
580-0 |
611-3 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-1 |
737-5 |
660-7 |
|
| R3 |
722-5 |
700-1 |
650-4 |
|
| R2 |
685-1 |
685-1 |
647-1 |
|
| R1 |
662-5 |
662-5 |
643-6 |
655-1 |
| PP |
647-5 |
647-5 |
647-5 |
643-6 |
| S1 |
625-1 |
625-1 |
636-6 |
617-5 |
| S2 |
610-1 |
610-1 |
633-3 |
|
| S3 |
572-5 |
587-5 |
630-0 |
|
| S4 |
535-1 |
550-1 |
619-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
666-0 |
620-4 |
45-4 |
7.3% |
13-3 |
2.1% |
1% |
False |
True |
16,089 |
| 10 |
704-0 |
620-4 |
83-4 |
13.4% |
14-6 |
2.4% |
1% |
False |
True |
18,911 |
| 20 |
723-4 |
620-4 |
103-0 |
16.6% |
13-3 |
2.2% |
0% |
False |
True |
16,209 |
| 40 |
723-4 |
568-4 |
155-0 |
25.0% |
12-1 |
1.9% |
34% |
False |
False |
11,846 |
| 60 |
723-4 |
565-6 |
157-6 |
25.4% |
11-0 |
1.8% |
35% |
False |
False |
10,163 |
| 80 |
723-4 |
557-6 |
165-6 |
26.7% |
10-2 |
1.6% |
38% |
False |
False |
8,747 |
| 100 |
723-4 |
557-6 |
165-6 |
26.7% |
9-3 |
1.5% |
38% |
False |
False |
7,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
712-3 |
|
2.618 |
683-7 |
|
1.618 |
666-3 |
|
1.000 |
655-4 |
|
0.618 |
648-7 |
|
HIGH |
638-0 |
|
0.618 |
631-3 |
|
0.500 |
629-2 |
|
0.382 |
627-1 |
|
LOW |
620-4 |
|
0.618 |
609-5 |
|
1.000 |
603-0 |
|
1.618 |
592-1 |
|
2.618 |
574-5 |
|
4.250 |
546-1 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
629-2 |
630-2 |
| PP |
626-4 |
627-1 |
| S1 |
623-6 |
624-1 |
|