CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
560-0 |
566-0 |
6-0 |
1.1% |
572-0 |
| High |
565-0 |
567-0 |
2-0 |
0.4% |
580-0 |
| Low |
559-0 |
554-0 |
-5-0 |
-0.9% |
556-0 |
| Close |
563-0 |
557-6 |
-5-2 |
-0.9% |
563-0 |
| Range |
6-0 |
13-0 |
7-0 |
116.7% |
24-0 |
| ATR |
14-6 |
14-5 |
-0-1 |
-0.9% |
0-0 |
| Volume |
29,685 |
25,303 |
-4,382 |
-14.8% |
167,262 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
598-5 |
591-1 |
564-7 |
|
| R3 |
585-5 |
578-1 |
561-3 |
|
| R2 |
572-5 |
572-5 |
560-1 |
|
| R1 |
565-1 |
565-1 |
559-0 |
562-3 |
| PP |
559-5 |
559-5 |
559-5 |
558-2 |
| S1 |
552-1 |
552-1 |
556-4 |
549-3 |
| S2 |
546-5 |
546-5 |
555-3 |
|
| S3 |
533-5 |
539-1 |
554-1 |
|
| S4 |
520-5 |
526-1 |
550-5 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638-3 |
624-5 |
576-2 |
|
| R3 |
614-3 |
600-5 |
569-5 |
|
| R2 |
590-3 |
590-3 |
567-3 |
|
| R1 |
576-5 |
576-5 |
565-2 |
571-4 |
| PP |
566-3 |
566-3 |
566-3 |
563-6 |
| S1 |
552-5 |
552-5 |
560-6 |
547-4 |
| S2 |
542-3 |
542-3 |
558-5 |
|
| S3 |
518-3 |
528-5 |
556-3 |
|
| S4 |
494-3 |
504-5 |
549-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
580-0 |
554-0 |
26-0 |
4.7% |
10-4 |
1.9% |
14% |
False |
True |
35,013 |
| 10 |
610-0 |
554-0 |
56-0 |
10.0% |
11-2 |
2.0% |
7% |
False |
True |
29,144 |
| 20 |
700-0 |
554-0 |
146-0 |
26.2% |
12-4 |
2.2% |
3% |
False |
True |
27,140 |
| 40 |
702-0 |
554-0 |
148-0 |
26.5% |
11-7 |
2.1% |
3% |
False |
True |
17,513 |
| 60 |
702-0 |
541-4 |
160-4 |
28.8% |
10-4 |
1.9% |
10% |
False |
False |
13,087 |
| 80 |
702-0 |
540-0 |
162-0 |
29.0% |
9-2 |
1.7% |
11% |
False |
False |
10,322 |
| 100 |
702-0 |
539-0 |
163-0 |
29.2% |
8-2 |
1.5% |
12% |
False |
False |
8,530 |
| 120 |
702-0 |
539-0 |
163-0 |
29.2% |
7-2 |
1.3% |
12% |
False |
False |
7,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
622-2 |
|
2.618 |
601-0 |
|
1.618 |
588-0 |
|
1.000 |
580-0 |
|
0.618 |
575-0 |
|
HIGH |
567-0 |
|
0.618 |
562-0 |
|
0.500 |
560-4 |
|
0.382 |
559-0 |
|
LOW |
554-0 |
|
0.618 |
546-0 |
|
1.000 |
541-0 |
|
1.618 |
533-0 |
|
2.618 |
520-0 |
|
4.250 |
498-6 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
560-4 |
560-4 |
| PP |
559-5 |
559-5 |
| S1 |
558-5 |
558-5 |
|