CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
658-0 |
638-0 |
-20-0 |
-3.0% |
662-0 |
| High |
660-0 |
640-0 |
-20-0 |
-3.0% |
670-0 |
| Low |
645-2 |
632-4 |
-12-6 |
-2.0% |
632-4 |
| Close |
649-6 |
640-2 |
-9-4 |
-1.5% |
640-2 |
| Range |
14-6 |
7-4 |
-7-2 |
-49.2% |
37-4 |
| ATR |
18-4 |
18-3 |
-0-1 |
-0.5% |
0-0 |
| Volume |
17,434 |
16,744 |
-690 |
-4.0% |
93,796 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-1 |
657-5 |
644-3 |
|
| R3 |
652-5 |
650-1 |
642-2 |
|
| R2 |
645-1 |
645-1 |
641-5 |
|
| R1 |
642-5 |
642-5 |
641-0 |
643-7 |
| PP |
637-5 |
637-5 |
637-5 |
638-2 |
| S1 |
635-1 |
635-1 |
639-4 |
636-3 |
| S2 |
630-1 |
630-1 |
638-7 |
|
| S3 |
622-5 |
627-5 |
638-2 |
|
| S4 |
615-1 |
620-1 |
636-1 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-1 |
737-5 |
660-7 |
|
| R3 |
722-5 |
700-1 |
650-4 |
|
| R2 |
685-1 |
685-1 |
647-1 |
|
| R1 |
662-5 |
662-5 |
643-6 |
655-1 |
| PP |
647-5 |
647-5 |
647-5 |
643-6 |
| S1 |
625-1 |
625-1 |
636-6 |
617-5 |
| S2 |
610-1 |
610-1 |
633-3 |
|
| S3 |
572-5 |
587-5 |
630-0 |
|
| S4 |
535-1 |
550-1 |
619-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
670-0 |
632-4 |
37-4 |
5.9% |
14-4 |
2.3% |
21% |
False |
True |
18,759 |
| 10 |
723-4 |
632-4 |
91-0 |
14.2% |
15-7 |
2.5% |
9% |
False |
True |
19,892 |
| 20 |
723-4 |
622-0 |
101-4 |
15.9% |
13-7 |
2.2% |
18% |
False |
False |
15,475 |
| 40 |
723-4 |
565-6 |
157-6 |
24.6% |
11-6 |
1.8% |
47% |
False |
False |
11,409 |
| 60 |
723-4 |
565-6 |
157-6 |
24.6% |
11-0 |
1.7% |
47% |
False |
False |
9,988 |
| 80 |
723-4 |
557-6 |
165-6 |
25.9% |
9-7 |
1.6% |
50% |
False |
False |
8,500 |
| 100 |
723-4 |
557-6 |
165-6 |
25.9% |
9-1 |
1.4% |
50% |
False |
False |
7,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
671-7 |
|
2.618 |
659-5 |
|
1.618 |
652-1 |
|
1.000 |
647-4 |
|
0.618 |
644-5 |
|
HIGH |
640-0 |
|
0.618 |
637-1 |
|
0.500 |
636-2 |
|
0.382 |
635-3 |
|
LOW |
632-4 |
|
0.618 |
627-7 |
|
1.000 |
625-0 |
|
1.618 |
620-3 |
|
2.618 |
612-7 |
|
4.250 |
600-5 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
638-7 |
649-2 |
| PP |
637-5 |
646-2 |
| S1 |
636-2 |
643-2 |
|