CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
677-0 |
695-4 |
18-4 |
2.7% |
640-2 |
| High |
702-0 |
700-0 |
-2-0 |
-0.3% |
671-0 |
| Low |
676-4 |
685-4 |
9-0 |
1.3% |
632-0 |
| Close |
701-0 |
696-4 |
-4-4 |
-0.6% |
663-6 |
| Range |
25-4 |
14-4 |
-11-0 |
-43.1% |
39-0 |
| ATR |
15-3 |
15-3 |
0-0 |
0.1% |
0-0 |
| Volume |
15,946 |
22,068 |
6,122 |
38.4% |
33,041 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-4 |
731-4 |
704-4 |
|
| R3 |
723-0 |
717-0 |
700-4 |
|
| R2 |
708-4 |
708-4 |
699-1 |
|
| R1 |
702-4 |
702-4 |
697-7 |
705-4 |
| PP |
694-0 |
694-0 |
694-0 |
695-4 |
| S1 |
688-0 |
688-0 |
695-1 |
691-0 |
| S2 |
679-4 |
679-4 |
693-7 |
|
| S3 |
665-0 |
673-4 |
692-4 |
|
| S4 |
650-4 |
659-0 |
688-4 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772-5 |
757-1 |
685-2 |
|
| R3 |
733-5 |
718-1 |
674-4 |
|
| R2 |
694-5 |
694-5 |
670-7 |
|
| R1 |
679-1 |
679-1 |
667-3 |
686-7 |
| PP |
655-5 |
655-5 |
655-5 |
659-4 |
| S1 |
640-1 |
640-1 |
660-1 |
647-7 |
| S2 |
616-5 |
616-5 |
656-5 |
|
| S3 |
577-5 |
601-1 |
653-0 |
|
| S4 |
538-5 |
562-1 |
642-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
702-0 |
640-0 |
62-0 |
8.9% |
16-2 |
2.3% |
91% |
False |
False |
12,418 |
| 10 |
702-0 |
612-0 |
90-0 |
12.9% |
12-7 |
1.9% |
94% |
False |
False |
10,003 |
| 20 |
702-0 |
582-0 |
120-0 |
17.2% |
11-0 |
1.6% |
95% |
False |
False |
8,577 |
| 40 |
702-0 |
541-4 |
160-4 |
23.0% |
9-6 |
1.4% |
97% |
False |
False |
6,527 |
| 60 |
702-0 |
540-0 |
162-0 |
23.3% |
8-3 |
1.2% |
97% |
False |
False |
5,073 |
| 80 |
702-0 |
539-0 |
163-0 |
23.4% |
7-3 |
1.1% |
97% |
False |
False |
4,130 |
| 100 |
702-0 |
539-0 |
163-0 |
23.4% |
6-3 |
0.9% |
97% |
False |
False |
3,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
761-5 |
|
2.618 |
738-0 |
|
1.618 |
723-4 |
|
1.000 |
714-4 |
|
0.618 |
709-0 |
|
HIGH |
700-0 |
|
0.618 |
694-4 |
|
0.500 |
692-6 |
|
0.382 |
691-0 |
|
LOW |
685-4 |
|
0.618 |
676-4 |
|
1.000 |
671-0 |
|
1.618 |
662-0 |
|
2.618 |
647-4 |
|
4.250 |
623-7 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
695-2 |
691-7 |
| PP |
694-0 |
687-1 |
| S1 |
692-6 |
682-4 |
|