CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
585-4 |
592-0 |
6-4 |
1.1% |
599-0 |
| High |
589-0 |
592-0 |
3-0 |
0.5% |
606-0 |
| Low |
584-4 |
580-0 |
-4-4 |
-0.8% |
583-4 |
| Close |
587-2 |
583-0 |
-4-2 |
-0.7% |
587-2 |
| Range |
4-4 |
12-0 |
7-4 |
166.7% |
22-4 |
| ATR |
14-1 |
14-0 |
-0-1 |
-1.1% |
0-0 |
| Volume |
13,429 |
10,441 |
-2,988 |
-22.3% |
102,970 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621-0 |
614-0 |
589-5 |
|
| R3 |
609-0 |
602-0 |
586-2 |
|
| R2 |
597-0 |
597-0 |
585-2 |
|
| R1 |
590-0 |
590-0 |
584-1 |
587-4 |
| PP |
585-0 |
585-0 |
585-0 |
583-6 |
| S1 |
578-0 |
578-0 |
581-7 |
575-4 |
| S2 |
573-0 |
573-0 |
580-6 |
|
| S3 |
561-0 |
566-0 |
579-6 |
|
| S4 |
549-0 |
554-0 |
576-3 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-6 |
646-0 |
599-5 |
|
| R3 |
637-2 |
623-4 |
593-4 |
|
| R2 |
614-6 |
614-6 |
591-3 |
|
| R1 |
601-0 |
601-0 |
589-2 |
596-5 |
| PP |
592-2 |
592-2 |
592-2 |
590-0 |
| S1 |
578-4 |
578-4 |
585-2 |
574-1 |
| S2 |
569-6 |
569-6 |
583-1 |
|
| S3 |
547-2 |
556-0 |
581-0 |
|
| S4 |
524-6 |
533-4 |
574-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
606-0 |
580-0 |
26-0 |
4.5% |
8-6 |
1.5% |
12% |
False |
True |
19,334 |
| 10 |
638-0 |
580-0 |
58-0 |
9.9% |
9-4 |
1.6% |
5% |
False |
True |
17,618 |
| 20 |
720-0 |
580-0 |
140-0 |
24.0% |
11-7 |
2.0% |
2% |
False |
True |
18,740 |
| 40 |
723-4 |
580-0 |
143-4 |
24.6% |
12-1 |
2.1% |
2% |
False |
True |
14,515 |
| 60 |
723-4 |
565-6 |
157-6 |
27.1% |
10-7 |
1.9% |
11% |
False |
False |
12,019 |
| 80 |
723-4 |
565-2 |
158-2 |
27.1% |
10-4 |
1.8% |
11% |
False |
False |
10,473 |
| 100 |
723-4 |
557-6 |
165-6 |
28.4% |
9-6 |
1.7% |
15% |
False |
False |
9,018 |
| 120 |
723-4 |
557-6 |
165-6 |
28.4% |
8-7 |
1.5% |
15% |
False |
False |
8,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
643-0 |
|
2.618 |
623-3 |
|
1.618 |
611-3 |
|
1.000 |
604-0 |
|
0.618 |
599-3 |
|
HIGH |
592-0 |
|
0.618 |
587-3 |
|
0.500 |
586-0 |
|
0.382 |
584-5 |
|
LOW |
580-0 |
|
0.618 |
572-5 |
|
1.000 |
568-0 |
|
1.618 |
560-5 |
|
2.618 |
548-5 |
|
4.250 |
529-0 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
586-0 |
586-0 |
| PP |
585-0 |
585-0 |
| S1 |
584-0 |
584-0 |
|