CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
588-0 |
597-0 |
9-0 |
1.5% |
639-4 |
| High |
599-4 |
597-0 |
-2-4 |
-0.4% |
643-0 |
| Low |
585-0 |
585-0 |
0-0 |
0.0% |
607-2 |
| Close |
594-6 |
589-2 |
-5-4 |
-0.9% |
613-2 |
| Range |
14-4 |
12-0 |
-2-4 |
-17.2% |
35-6 |
| ATR |
17-5 |
17-2 |
-0-3 |
-2.3% |
0-0 |
| Volume |
20,853 |
43,343 |
22,490 |
107.9% |
146,050 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
626-3 |
619-7 |
595-7 |
|
| R3 |
614-3 |
607-7 |
592-4 |
|
| R2 |
602-3 |
602-3 |
591-4 |
|
| R1 |
595-7 |
595-7 |
590-3 |
593-1 |
| PP |
590-3 |
590-3 |
590-3 |
589-0 |
| S1 |
583-7 |
583-7 |
588-1 |
581-1 |
| S2 |
578-3 |
578-3 |
587-0 |
|
| S3 |
566-3 |
571-7 |
586-0 |
|
| S4 |
554-3 |
559-7 |
582-5 |
|
|
| 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 |
613-0 |
585-0 |
28-0 |
4.8% |
11-2 |
1.9% |
15% |
False |
True |
24,555 |
| 10 |
655-0 |
585-0 |
70-0 |
11.9% |
12-0 |
2.0% |
6% |
False |
True |
26,525 |
| 20 |
702-0 |
585-0 |
117-0 |
19.9% |
13-7 |
2.4% |
4% |
False |
True |
19,764 |
| 40 |
702-0 |
545-4 |
156-4 |
26.6% |
11-6 |
2.0% |
28% |
False |
False |
12,994 |
| 60 |
702-0 |
540-0 |
162-0 |
27.5% |
10-2 |
1.7% |
30% |
False |
False |
9,858 |
| 80 |
702-0 |
539-0 |
163-0 |
27.7% |
9-0 |
1.5% |
31% |
False |
False |
7,815 |
| 100 |
702-0 |
539-0 |
163-0 |
27.7% |
7-5 |
1.3% |
31% |
False |
False |
6,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648-0 |
|
2.618 |
628-3 |
|
1.618 |
616-3 |
|
1.000 |
609-0 |
|
0.618 |
604-3 |
|
HIGH |
597-0 |
|
0.618 |
592-3 |
|
0.500 |
591-0 |
|
0.382 |
589-5 |
|
LOW |
585-0 |
|
0.618 |
577-5 |
|
1.000 |
573-0 |
|
1.618 |
565-5 |
|
2.618 |
553-5 |
|
4.250 |
534-0 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
591-0 |
597-4 |
| PP |
590-3 |
594-6 |
| S1 |
589-7 |
592-0 |
|