CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
680-2 |
662-0 |
-18-2 |
-2.7% |
699-0 |
| High |
682-0 |
669-0 |
-13-0 |
-1.9% |
723-4 |
| Low |
676-0 |
651-0 |
-25-0 |
-3.7% |
667-4 |
| Close |
676-0 |
651-4 |
-24-4 |
-3.6% |
676-0 |
| Range |
6-0 |
18-0 |
12-0 |
200.0% |
56-0 |
| ATR |
18-1 |
18-5 |
0-4 |
2.7% |
0-0 |
| Volume |
14,400 |
17,376 |
2,976 |
20.7% |
105,132 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
711-1 |
699-3 |
661-3 |
|
| R3 |
693-1 |
681-3 |
656-4 |
|
| R2 |
675-1 |
675-1 |
654-6 |
|
| R1 |
663-3 |
663-3 |
653-1 |
660-2 |
| PP |
657-1 |
657-1 |
657-1 |
655-5 |
| S1 |
645-3 |
645-3 |
649-7 |
642-2 |
| S2 |
639-1 |
639-1 |
648-2 |
|
| S3 |
621-1 |
627-3 |
646-4 |
|
| S4 |
603-1 |
609-3 |
641-5 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
857-0 |
822-4 |
706-6 |
|
| R3 |
801-0 |
766-4 |
691-3 |
|
| R2 |
745-0 |
745-0 |
686-2 |
|
| R1 |
710-4 |
710-4 |
681-1 |
699-6 |
| PP |
689-0 |
689-0 |
689-0 |
683-5 |
| S1 |
654-4 |
654-4 |
670-7 |
643-6 |
| S2 |
633-0 |
633-0 |
665-6 |
|
| S3 |
577-0 |
598-4 |
660-5 |
|
| S4 |
521-0 |
542-4 |
645-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
720-0 |
651-0 |
69-0 |
10.6% |
16-0 |
2.5% |
1% |
False |
True |
21,196 |
| 10 |
723-4 |
651-0 |
72-4 |
11.1% |
15-1 |
2.3% |
1% |
False |
True |
17,698 |
| 20 |
723-4 |
622-0 |
101-4 |
15.6% |
13-4 |
2.1% |
29% |
False |
False |
13,672 |
| 40 |
723-4 |
565-6 |
157-6 |
24.2% |
10-7 |
1.7% |
54% |
False |
False |
10,121 |
| 60 |
723-4 |
565-6 |
157-6 |
24.2% |
10-4 |
1.6% |
54% |
False |
False |
9,152 |
| 80 |
723-4 |
557-6 |
165-6 |
25.4% |
9-3 |
1.4% |
57% |
False |
False |
7,694 |
| 100 |
723-4 |
557-6 |
165-6 |
25.4% |
8-5 |
1.3% |
57% |
False |
False |
6,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
745-4 |
|
2.618 |
716-1 |
|
1.618 |
698-1 |
|
1.000 |
687-0 |
|
0.618 |
680-1 |
|
HIGH |
669-0 |
|
0.618 |
662-1 |
|
0.500 |
660-0 |
|
0.382 |
657-7 |
|
LOW |
651-0 |
|
0.618 |
639-7 |
|
1.000 |
633-0 |
|
1.618 |
621-7 |
|
2.618 |
603-7 |
|
4.250 |
574-4 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
660-0 |
672-2 |
| PP |
657-1 |
665-3 |
| S1 |
654-3 |
658-3 |
|