CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
656-4 |
651-0 |
-5-4 |
-0.8% |
677-0 |
| High |
666-0 |
655-0 |
-11-0 |
-1.7% |
702-0 |
| Low |
656-4 |
647-0 |
-9-4 |
-1.4% |
645-0 |
| Close |
663-2 |
651-0 |
-12-2 |
-1.8% |
651-0 |
| Range |
9-4 |
8-0 |
-1-4 |
-15.8% |
57-0 |
| ATR |
18-1 |
18-0 |
-0-1 |
-0.8% |
0-0 |
| Volume |
26,809 |
21,939 |
-4,870 |
-18.2% |
104,737 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-0 |
671-0 |
655-3 |
|
| R3 |
667-0 |
663-0 |
653-2 |
|
| R2 |
659-0 |
659-0 |
652-4 |
|
| R1 |
655-0 |
655-0 |
651-6 |
655-0 |
| PP |
651-0 |
651-0 |
651-0 |
651-0 |
| S1 |
647-0 |
647-0 |
650-2 |
647-0 |
| S2 |
643-0 |
643-0 |
649-4 |
|
| S3 |
635-0 |
639-0 |
648-6 |
|
| S4 |
627-0 |
631-0 |
646-5 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837-0 |
801-0 |
682-3 |
|
| R3 |
780-0 |
744-0 |
666-5 |
|
| R2 |
723-0 |
723-0 |
661-4 |
|
| R1 |
687-0 |
687-0 |
656-2 |
676-4 |
| PP |
666-0 |
666-0 |
666-0 |
660-6 |
| S1 |
630-0 |
630-0 |
645-6 |
619-4 |
| S2 |
609-0 |
609-0 |
640-4 |
|
| S3 |
552-0 |
573-0 |
635-3 |
|
| S4 |
495-0 |
516-0 |
619-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
702-0 |
645-0 |
57-0 |
8.8% |
18-6 |
2.9% |
11% |
False |
False |
20,947 |
| 10 |
702-0 |
628-0 |
74-0 |
11.4% |
15-4 |
2.4% |
31% |
False |
False |
14,421 |
| 20 |
702-0 |
600-0 |
102-0 |
15.7% |
13-1 |
2.0% |
50% |
False |
False |
11,334 |
| 40 |
702-0 |
541-4 |
160-4 |
24.7% |
10-0 |
1.5% |
68% |
False |
False |
7,880 |
| 60 |
702-0 |
540-0 |
162-0 |
24.9% |
9-2 |
1.4% |
69% |
False |
False |
6,106 |
| 80 |
702-0 |
539-0 |
163-0 |
25.0% |
7-7 |
1.2% |
69% |
False |
False |
4,923 |
| 100 |
702-0 |
539-0 |
163-0 |
25.0% |
6-4 |
1.0% |
69% |
False |
False |
4,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689-0 |
|
2.618 |
676-0 |
|
1.618 |
668-0 |
|
1.000 |
663-0 |
|
0.618 |
660-0 |
|
HIGH |
655-0 |
|
0.618 |
652-0 |
|
0.500 |
651-0 |
|
0.382 |
650-0 |
|
LOW |
647-0 |
|
0.618 |
642-0 |
|
1.000 |
639-0 |
|
1.618 |
634-0 |
|
2.618 |
626-0 |
|
4.250 |
613-0 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
651-0 |
663-0 |
| PP |
651-0 |
659-0 |
| S1 |
651-0 |
655-0 |
|