CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
662-0 |
659-0 |
-3-0 |
-0.5% |
699-0 |
| High |
669-0 |
670-0 |
1-0 |
0.1% |
723-4 |
| Low |
651-0 |
657-0 |
6-0 |
0.9% |
667-4 |
| Close |
651-4 |
667-2 |
15-6 |
2.4% |
676-0 |
| Range |
18-0 |
13-0 |
-5-0 |
-27.8% |
56-0 |
| ATR |
18-5 |
18-5 |
0-0 |
-0.1% |
0-0 |
| Volume |
17,376 |
23,088 |
5,712 |
32.9% |
105,132 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
703-6 |
698-4 |
674-3 |
|
| R3 |
690-6 |
685-4 |
670-7 |
|
| R2 |
677-6 |
677-6 |
669-5 |
|
| R1 |
672-4 |
672-4 |
668-4 |
675-1 |
| PP |
664-6 |
664-6 |
664-6 |
666-0 |
| S1 |
659-4 |
659-4 |
666-0 |
662-1 |
| S2 |
651-6 |
651-6 |
664-7 |
|
| S3 |
638-6 |
646-4 |
663-5 |
|
| S4 |
625-6 |
633-4 |
660-1 |
|
|
| 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 |
704-0 |
651-0 |
53-0 |
7.9% |
16-2 |
2.4% |
31% |
False |
False |
21,733 |
| 10 |
723-4 |
651-0 |
72-4 |
10.9% |
15-5 |
2.3% |
22% |
False |
False |
18,552 |
| 20 |
723-4 |
622-0 |
101-4 |
15.2% |
13-6 |
2.1% |
45% |
False |
False |
14,255 |
| 40 |
723-4 |
565-6 |
157-6 |
23.6% |
11-0 |
1.6% |
64% |
False |
False |
10,515 |
| 60 |
723-4 |
565-6 |
157-6 |
23.6% |
10-5 |
1.6% |
64% |
False |
False |
9,443 |
| 80 |
723-4 |
557-6 |
165-6 |
24.8% |
9-4 |
1.4% |
66% |
False |
False |
7,948 |
| 100 |
723-4 |
557-6 |
165-6 |
24.8% |
8-6 |
1.3% |
66% |
False |
False |
7,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
725-2 |
|
2.618 |
704-0 |
|
1.618 |
691-0 |
|
1.000 |
683-0 |
|
0.618 |
678-0 |
|
HIGH |
670-0 |
|
0.618 |
665-0 |
|
0.500 |
663-4 |
|
0.382 |
662-0 |
|
LOW |
657-0 |
|
0.618 |
649-0 |
|
1.000 |
644-0 |
|
1.618 |
636-0 |
|
2.618 |
623-0 |
|
4.250 |
601-6 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
666-0 |
667-0 |
| PP |
664-6 |
666-6 |
| S1 |
663-4 |
666-4 |
|