CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
566-0 |
549-0 |
-17-0 |
-3.0% |
572-0 |
| High |
567-0 |
550-0 |
-17-0 |
-3.0% |
580-0 |
| Low |
554-0 |
525-0 |
-29-0 |
-5.2% |
556-0 |
| Close |
557-6 |
540-6 |
-17-0 |
-3.0% |
563-0 |
| Range |
13-0 |
25-0 |
12-0 |
92.3% |
24-0 |
| ATR |
14-5 |
16-0 |
1-2 |
8.8% |
0-0 |
| Volume |
25,303 |
61,132 |
35,829 |
141.6% |
167,262 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
613-5 |
602-1 |
554-4 |
|
| R3 |
588-5 |
577-1 |
547-5 |
|
| R2 |
563-5 |
563-5 |
545-3 |
|
| R1 |
552-1 |
552-1 |
543-0 |
545-3 |
| PP |
538-5 |
538-5 |
538-5 |
535-2 |
| S1 |
527-1 |
527-1 |
538-4 |
520-3 |
| S2 |
513-5 |
513-5 |
536-1 |
|
| S3 |
488-5 |
502-1 |
533-7 |
|
| S4 |
463-5 |
477-1 |
527-0 |
|
|
| 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 |
579-0 |
525-0 |
54-0 |
10.0% |
13-5 |
2.5% |
29% |
False |
True |
42,327 |
| 10 |
599-4 |
525-0 |
74-4 |
13.8% |
12-0 |
2.2% |
21% |
False |
True |
33,603 |
| 20 |
681-0 |
525-0 |
156-0 |
28.8% |
13-0 |
2.4% |
10% |
False |
True |
29,093 |
| 40 |
702-0 |
525-0 |
177-0 |
32.7% |
12-0 |
2.2% |
9% |
False |
True |
18,835 |
| 60 |
702-0 |
525-0 |
177-0 |
32.7% |
10-6 |
2.0% |
9% |
False |
True |
14,049 |
| 80 |
702-0 |
525-0 |
177-0 |
32.7% |
9-4 |
1.8% |
9% |
False |
True |
11,078 |
| 100 |
702-0 |
525-0 |
177-0 |
32.7% |
8-4 |
1.6% |
9% |
False |
True |
9,123 |
| 120 |
702-0 |
525-0 |
177-0 |
32.7% |
7-4 |
1.4% |
9% |
False |
True |
7,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656-2 |
|
2.618 |
615-4 |
|
1.618 |
590-4 |
|
1.000 |
575-0 |
|
0.618 |
565-4 |
|
HIGH |
550-0 |
|
0.618 |
540-4 |
|
0.500 |
537-4 |
|
0.382 |
534-4 |
|
LOW |
525-0 |
|
0.618 |
509-4 |
|
1.000 |
500-0 |
|
1.618 |
484-4 |
|
2.618 |
459-4 |
|
4.250 |
418-6 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
539-5 |
546-0 |
| PP |
538-5 |
544-2 |
| S1 |
537-4 |
542-4 |
|