CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
578-0 |
563-0 |
-15-0 |
-2.6% |
597-0 |
| High |
579-0 |
566-4 |
-12-4 |
-2.2% |
610-0 |
| Low |
565-4 |
556-0 |
-9-4 |
-1.7% |
583-0 |
| Close |
567-6 |
561-4 |
-6-2 |
-1.1% |
584-4 |
| Range |
13-4 |
10-4 |
-3-0 |
-22.2% |
27-0 |
| ATR |
15-6 |
15-4 |
-0-2 |
-1.8% |
0-0 |
| Volume |
41,541 |
53,976 |
12,435 |
29.9% |
115,405 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592-7 |
587-5 |
567-2 |
|
| R3 |
582-3 |
577-1 |
564-3 |
|
| R2 |
571-7 |
571-7 |
563-3 |
|
| R1 |
566-5 |
566-5 |
562-4 |
564-0 |
| PP |
561-3 |
561-3 |
561-3 |
560-0 |
| S1 |
556-1 |
556-1 |
560-4 |
553-4 |
| S2 |
550-7 |
550-7 |
559-5 |
|
| S3 |
540-3 |
545-5 |
558-5 |
|
| S4 |
529-7 |
535-1 |
555-6 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-4 |
656-0 |
599-3 |
|
| R3 |
646-4 |
629-0 |
591-7 |
|
| R2 |
619-4 |
619-4 |
589-4 |
|
| R1 |
602-0 |
602-0 |
587-0 |
597-2 |
| PP |
592-4 |
592-4 |
592-4 |
590-1 |
| S1 |
575-0 |
575-0 |
582-0 |
570-2 |
| S2 |
565-4 |
565-4 |
579-4 |
|
| S3 |
538-4 |
548-0 |
577-1 |
|
| S4 |
511-4 |
521-0 |
569-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
593-0 |
556-0 |
37-0 |
6.6% |
10-0 |
1.8% |
15% |
False |
True |
31,143 |
| 10 |
613-0 |
556-0 |
57-0 |
10.2% |
10-5 |
1.9% |
10% |
False |
True |
27,849 |
| 20 |
702-0 |
556-0 |
146-0 |
26.0% |
13-0 |
2.3% |
4% |
False |
True |
25,830 |
| 40 |
702-0 |
556-0 |
146-0 |
26.0% |
12-1 |
2.2% |
4% |
False |
True |
16,395 |
| 60 |
702-0 |
541-4 |
160-4 |
28.6% |
10-4 |
1.9% |
12% |
False |
False |
12,267 |
| 80 |
702-0 |
540-0 |
162-0 |
28.9% |
9-0 |
1.6% |
13% |
False |
False |
9,677 |
| 100 |
702-0 |
539-0 |
163-0 |
29.0% |
8-0 |
1.4% |
14% |
False |
False |
8,006 |
| 120 |
702-0 |
539-0 |
163-0 |
29.0% |
7-2 |
1.3% |
14% |
False |
False |
6,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
611-1 |
|
2.618 |
594-0 |
|
1.618 |
583-4 |
|
1.000 |
577-0 |
|
0.618 |
573-0 |
|
HIGH |
566-4 |
|
0.618 |
562-4 |
|
0.500 |
561-2 |
|
0.382 |
560-0 |
|
LOW |
556-0 |
|
0.618 |
549-4 |
|
1.000 |
545-4 |
|
1.618 |
539-0 |
|
2.618 |
528-4 |
|
4.250 |
511-3 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
561-3 |
568-0 |
| PP |
561-3 |
565-7 |
| S1 |
561-2 |
563-5 |
|