CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
597-0 |
591-0 |
-6-0 |
-1.0% |
597-0 |
| High |
597-0 |
593-0 |
-4-0 |
-0.7% |
610-0 |
| Low |
585-0 |
583-0 |
-2-0 |
-0.3% |
583-0 |
| Close |
589-2 |
584-4 |
-4-6 |
-0.8% |
584-4 |
| Range |
12-0 |
10-0 |
-2-0 |
-16.7% |
27-0 |
| ATR |
17-2 |
16-5 |
-0-4 |
-3.0% |
0-0 |
| Volume |
43,343 |
18,138 |
-25,205 |
-58.2% |
115,405 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
616-7 |
610-5 |
590-0 |
|
| R3 |
606-7 |
600-5 |
587-2 |
|
| R2 |
596-7 |
596-7 |
586-3 |
|
| R1 |
590-5 |
590-5 |
585-3 |
588-6 |
| PP |
586-7 |
586-7 |
586-7 |
585-7 |
| S1 |
580-5 |
580-5 |
583-5 |
578-6 |
| S2 |
576-7 |
576-7 |
582-5 |
|
| S3 |
566-7 |
570-5 |
581-6 |
|
| S4 |
556-7 |
560-5 |
579-0 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-4 |
656-0 |
599-3 |
|
| R3 |
646-4 |
629-0 |
591-7 |
|
| R2 |
619-4 |
619-4 |
589-4 |
|
| R1 |
602-0 |
602-0 |
587-0 |
597-2 |
| PP |
592-4 |
592-4 |
592-4 |
590-1 |
| S1 |
575-0 |
575-0 |
582-0 |
570-2 |
| S2 |
565-4 |
565-4 |
579-4 |
|
| S3 |
538-4 |
548-0 |
577-1 |
|
| S4 |
511-4 |
521-0 |
569-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
610-0 |
583-0 |
27-0 |
4.6% |
12-1 |
2.1% |
6% |
False |
True |
23,081 |
| 10 |
643-0 |
583-0 |
60-0 |
10.3% |
12-2 |
2.1% |
3% |
False |
True |
26,145 |
| 20 |
702-0 |
583-0 |
119-0 |
20.4% |
13-7 |
2.4% |
1% |
False |
True |
20,283 |
| 40 |
702-0 |
545-4 |
156-4 |
26.8% |
11-6 |
2.0% |
25% |
False |
False |
13,401 |
| 60 |
702-0 |
540-0 |
162-0 |
27.7% |
10-1 |
1.7% |
27% |
False |
False |
10,141 |
| 80 |
702-0 |
539-0 |
163-0 |
27.9% |
9-0 |
1.5% |
28% |
False |
False |
8,025 |
| 100 |
702-0 |
539-0 |
163-0 |
27.9% |
7-5 |
1.3% |
28% |
False |
False |
6,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
635-4 |
|
2.618 |
619-1 |
|
1.618 |
609-1 |
|
1.000 |
603-0 |
|
0.618 |
599-1 |
|
HIGH |
593-0 |
|
0.618 |
589-1 |
|
0.500 |
588-0 |
|
0.382 |
586-7 |
|
LOW |
583-0 |
|
0.618 |
576-7 |
|
1.000 |
573-0 |
|
1.618 |
566-7 |
|
2.618 |
556-7 |
|
4.250 |
540-4 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
588-0 |
591-2 |
| PP |
586-7 |
589-0 |
| S1 |
585-5 |
586-6 |
|