CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
613-0 |
597-0 |
-16-0 |
-2.6% |
639-4 |
| High |
613-0 |
604-4 |
-8-4 |
-1.4% |
643-0 |
| Low |
607-2 |
597-0 |
-10-2 |
-1.7% |
607-2 |
| Close |
613-2 |
603-4 |
-9-6 |
-1.6% |
613-2 |
| Range |
5-6 |
7-4 |
1-6 |
30.4% |
35-6 |
| ATR |
18-0 |
17-7 |
-0-1 |
-0.7% |
0-0 |
| Volume |
25,511 |
16,526 |
-8,985 |
-35.2% |
146,050 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624-1 |
621-3 |
607-5 |
|
| R3 |
616-5 |
613-7 |
605-4 |
|
| R2 |
609-1 |
609-1 |
604-7 |
|
| R1 |
606-3 |
606-3 |
604-2 |
607-6 |
| PP |
601-5 |
601-5 |
601-5 |
602-3 |
| S1 |
598-7 |
598-7 |
602-6 |
600-2 |
| S2 |
594-1 |
594-1 |
602-1 |
|
| S3 |
586-5 |
591-3 |
601-4 |
|
| S4 |
579-1 |
583-7 |
599-3 |
|
|
| 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 |
597-0 |
46-0 |
7.6% |
10-2 |
1.7% |
14% |
False |
True |
27,548 |
| 10 |
700-0 |
597-0 |
103-0 |
17.1% |
13-6 |
2.3% |
6% |
False |
True |
25,136 |
| 20 |
702-0 |
597-0 |
105-0 |
17.4% |
13-5 |
2.3% |
6% |
False |
True |
16,592 |
| 40 |
702-0 |
541-4 |
160-4 |
26.6% |
10-7 |
1.8% |
39% |
False |
False |
11,287 |
| 60 |
702-0 |
540-0 |
162-0 |
26.8% |
9-7 |
1.6% |
39% |
False |
False |
8,584 |
| 80 |
702-0 |
539-0 |
163-0 |
27.0% |
8-5 |
1.4% |
40% |
False |
False |
6,843 |
| 100 |
702-0 |
539-0 |
163-0 |
27.0% |
7-1 |
1.2% |
40% |
False |
False |
5,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
636-3 |
|
2.618 |
624-1 |
|
1.618 |
616-5 |
|
1.000 |
612-0 |
|
0.618 |
609-1 |
|
HIGH |
604-4 |
|
0.618 |
601-5 |
|
0.500 |
600-6 |
|
0.382 |
599-7 |
|
LOW |
597-0 |
|
0.618 |
592-3 |
|
1.000 |
589-4 |
|
1.618 |
584-7 |
|
2.618 |
577-3 |
|
4.250 |
565-1 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
602-5 |
614-4 |
| PP |
601-5 |
610-7 |
| S1 |
600-6 |
607-1 |
|