CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
638-0 |
624-0 |
-14-0 |
-2.2% |
662-0 |
| High |
640-0 |
632-0 |
-8-0 |
-1.3% |
670-0 |
| Low |
632-4 |
624-0 |
-8-4 |
-1.3% |
632-4 |
| Close |
640-2 |
630-2 |
-10-0 |
-1.6% |
640-2 |
| Range |
7-4 |
8-0 |
0-4 |
6.7% |
37-4 |
| ATR |
18-3 |
18-2 |
-0-1 |
-0.8% |
0-0 |
| Volume |
16,744 |
16,219 |
-525 |
-3.1% |
93,796 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-6 |
649-4 |
634-5 |
|
| R3 |
644-6 |
641-4 |
632-4 |
|
| R2 |
636-6 |
636-6 |
631-6 |
|
| R1 |
633-4 |
633-4 |
631-0 |
635-1 |
| PP |
628-6 |
628-6 |
628-6 |
629-4 |
| S1 |
625-4 |
625-4 |
629-4 |
627-1 |
| S2 |
620-6 |
620-6 |
628-6 |
|
| S3 |
612-6 |
617-4 |
628-0 |
|
| S4 |
604-6 |
609-4 |
625-7 |
|
|
| 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 |
624-0 |
46-0 |
7.3% |
12-4 |
2.0% |
14% |
False |
True |
18,527 |
| 10 |
720-0 |
624-0 |
96-0 |
15.2% |
14-2 |
2.3% |
7% |
False |
True |
19,862 |
| 20 |
723-4 |
622-0 |
101-4 |
16.1% |
13-4 |
2.1% |
8% |
False |
False |
15,889 |
| 40 |
723-4 |
565-6 |
157-6 |
25.0% |
11-6 |
1.9% |
41% |
False |
False |
11,696 |
| 60 |
723-4 |
565-6 |
157-6 |
25.0% |
11-0 |
1.7% |
41% |
False |
False |
10,113 |
| 80 |
723-4 |
557-6 |
165-6 |
26.3% |
10-0 |
1.6% |
44% |
False |
False |
8,654 |
| 100 |
723-4 |
557-6 |
165-6 |
26.3% |
9-1 |
1.5% |
44% |
False |
False |
7,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
666-0 |
|
2.618 |
653-0 |
|
1.618 |
645-0 |
|
1.000 |
640-0 |
|
0.618 |
637-0 |
|
HIGH |
632-0 |
|
0.618 |
629-0 |
|
0.500 |
628-0 |
|
0.382 |
627-0 |
|
LOW |
624-0 |
|
0.618 |
619-0 |
|
1.000 |
616-0 |
|
1.618 |
611-0 |
|
2.618 |
603-0 |
|
4.250 |
590-0 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
629-4 |
642-0 |
| PP |
628-6 |
638-1 |
| S1 |
628-0 |
634-1 |
|