CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
610-0 |
588-0 |
-22-0 |
-3.6% |
639-4 |
| High |
610-0 |
599-4 |
-10-4 |
-1.7% |
643-0 |
| Low |
593-4 |
585-0 |
-8-4 |
-1.4% |
607-2 |
| Close |
594-2 |
594-6 |
0-4 |
0.1% |
613-2 |
| Range |
16-4 |
14-4 |
-2-0 |
-12.1% |
35-6 |
| ATR |
17-7 |
17-5 |
-0-2 |
-1.3% |
0-0 |
| Volume |
16,545 |
20,853 |
4,308 |
26.0% |
146,050 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-5 |
630-1 |
602-6 |
|
| R3 |
622-1 |
615-5 |
598-6 |
|
| R2 |
607-5 |
607-5 |
597-3 |
|
| R1 |
601-1 |
601-1 |
596-1 |
604-3 |
| PP |
593-1 |
593-1 |
593-1 |
594-6 |
| S1 |
586-5 |
586-5 |
593-3 |
589-7 |
| S2 |
578-5 |
578-5 |
592-1 |
|
| S3 |
564-1 |
572-1 |
590-6 |
|
| S4 |
549-5 |
557-5 |
586-6 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
728-3 |
706-5 |
632-7 |
|
| R3 |
692-5 |
670-7 |
623-1 |
|
| R2 |
656-7 |
656-7 |
619-6 |
|
| R1 |
635-1 |
635-1 |
616-4 |
628-1 |
| PP |
621-1 |
621-1 |
621-1 |
617-6 |
| S1 |
599-3 |
599-3 |
610-0 |
592-3 |
| S2 |
585-3 |
585-3 |
606-6 |
|
| S3 |
549-5 |
563-5 |
603-3 |
|
| S4 |
513-7 |
527-7 |
593-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
632-0 |
585-0 |
47-0 |
7.9% |
11-1 |
1.9% |
21% |
False |
True |
22,718 |
| 10 |
666-0 |
585-0 |
81-0 |
13.6% |
11-6 |
2.0% |
12% |
False |
True |
24,872 |
| 20 |
702-0 |
585-0 |
117-0 |
19.7% |
13-6 |
2.3% |
8% |
False |
True |
17,819 |
| 40 |
702-0 |
545-4 |
156-4 |
26.3% |
11-4 |
1.9% |
31% |
False |
False |
12,004 |
| 60 |
702-0 |
540-0 |
162-0 |
27.2% |
10-0 |
1.7% |
34% |
False |
False |
9,175 |
| 80 |
702-0 |
539-0 |
163-0 |
27.4% |
9-0 |
1.5% |
34% |
False |
False |
7,284 |
| 100 |
702-0 |
539-0 |
163-0 |
27.4% |
7-4 |
1.3% |
34% |
False |
False |
6,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
661-1 |
|
2.618 |
637-4 |
|
1.618 |
623-0 |
|
1.000 |
614-0 |
|
0.618 |
608-4 |
|
HIGH |
599-4 |
|
0.618 |
594-0 |
|
0.500 |
592-2 |
|
0.382 |
590-4 |
|
LOW |
585-0 |
|
0.618 |
576-0 |
|
1.000 |
570-4 |
|
1.618 |
561-4 |
|
2.618 |
547-0 |
|
4.250 |
523-3 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
593-7 |
597-4 |
| PP |
593-1 |
596-5 |
| S1 |
592-2 |
595-5 |
|