CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
632-0 |
613-0 |
-19-0 |
-3.0% |
639-4 |
| High |
632-0 |
613-0 |
-19-0 |
-3.0% |
643-0 |
| Low |
620-4 |
607-2 |
-13-2 |
-2.1% |
607-2 |
| Close |
623-2 |
613-2 |
-10-0 |
-1.6% |
613-2 |
| Range |
11-4 |
5-6 |
-5-6 |
-50.0% |
35-6 |
| ATR |
18-2 |
18-0 |
-0-1 |
-0.9% |
0-0 |
| Volume |
34,159 |
25,511 |
-8,648 |
-25.3% |
146,050 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
628-3 |
626-5 |
616-3 |
|
| R3 |
622-5 |
620-7 |
614-7 |
|
| R2 |
616-7 |
616-7 |
614-2 |
|
| R1 |
615-1 |
615-1 |
613-6 |
616-0 |
| PP |
611-1 |
611-1 |
611-1 |
611-5 |
| S1 |
609-3 |
609-3 |
612-6 |
610-2 |
| S2 |
605-3 |
605-3 |
612-2 |
|
| S3 |
599-5 |
603-5 |
611-5 |
|
| S4 |
593-7 |
597-7 |
610-1 |
|
|
| 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 |
643-0 |
607-2 |
35-6 |
5.8% |
12-2 |
2.0% |
17% |
False |
True |
29,210 |
| 10 |
702-0 |
607-2 |
94-6 |
15.5% |
15-4 |
2.5% |
6% |
False |
True |
25,078 |
| 20 |
702-0 |
600-0 |
102-0 |
16.6% |
13-6 |
2.3% |
13% |
False |
False |
16,080 |
| 40 |
702-0 |
541-4 |
160-4 |
26.2% |
10-6 |
1.7% |
45% |
False |
False |
10,948 |
| 60 |
702-0 |
540-0 |
162-0 |
26.4% |
9-6 |
1.6% |
45% |
False |
False |
8,347 |
| 80 |
702-0 |
539-0 |
163-0 |
26.6% |
8-4 |
1.4% |
46% |
False |
False |
6,654 |
| 100 |
702-0 |
539-0 |
163-0 |
26.6% |
7-1 |
1.2% |
46% |
False |
False |
5,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-4 |
|
2.618 |
628-0 |
|
1.618 |
622-2 |
|
1.000 |
618-6 |
|
0.618 |
616-4 |
|
HIGH |
613-0 |
|
0.618 |
610-6 |
|
0.500 |
610-1 |
|
0.382 |
609-4 |
|
LOW |
607-2 |
|
0.618 |
603-6 |
|
1.000 |
601-4 |
|
1.618 |
598-0 |
|
2.618 |
592-2 |
|
4.250 |
582-6 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
612-2 |
623-5 |
| PP |
611-1 |
620-1 |
| S1 |
610-1 |
616-6 |
|