CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
637-0 |
614-0 |
-23-0 |
-3.6% |
662-0 |
| High |
638-0 |
626-0 |
-12-0 |
-1.9% |
670-0 |
| Low |
620-4 |
612-4 |
-8-0 |
-1.3% |
632-4 |
| Close |
621-0 |
621-2 |
0-2 |
0.0% |
640-2 |
| Range |
17-4 |
13-4 |
-4-0 |
-22.9% |
37-4 |
| ATR |
18-1 |
17-7 |
-0-3 |
-1.8% |
0-0 |
| Volume |
10,896 |
19,938 |
9,042 |
83.0% |
93,796 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-3 |
654-3 |
628-5 |
|
| R3 |
646-7 |
640-7 |
625-0 |
|
| R2 |
633-3 |
633-3 |
623-6 |
|
| R1 |
627-3 |
627-3 |
622-4 |
630-3 |
| PP |
619-7 |
619-7 |
619-7 |
621-4 |
| S1 |
613-7 |
613-7 |
620-0 |
616-7 |
| S2 |
606-3 |
606-3 |
618-6 |
|
| S3 |
592-7 |
600-3 |
617-4 |
|
| S4 |
579-3 |
586-7 |
613-7 |
|
|
| 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 |
660-0 |
612-4 |
47-4 |
7.6% |
12-2 |
2.0% |
18% |
False |
True |
16,246 |
| 10 |
693-4 |
612-4 |
81-0 |
13.0% |
12-4 |
2.0% |
11% |
False |
True |
18,478 |
| 20 |
723-4 |
612-4 |
111-0 |
17.9% |
13-7 |
2.2% |
8% |
False |
True |
16,704 |
| 40 |
723-4 |
568-4 |
155-0 |
24.9% |
12-2 |
2.0% |
34% |
False |
False |
12,172 |
| 60 |
723-4 |
565-6 |
157-6 |
25.4% |
11-2 |
1.8% |
35% |
False |
False |
10,439 |
| 80 |
723-4 |
557-6 |
165-6 |
26.7% |
10-3 |
1.7% |
38% |
False |
False |
8,964 |
| 100 |
723-4 |
557-6 |
165-6 |
26.7% |
9-4 |
1.5% |
38% |
False |
False |
7,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
683-3 |
|
2.618 |
661-3 |
|
1.618 |
647-7 |
|
1.000 |
639-4 |
|
0.618 |
634-3 |
|
HIGH |
626-0 |
|
0.618 |
620-7 |
|
0.500 |
619-2 |
|
0.382 |
617-5 |
|
LOW |
612-4 |
|
0.618 |
604-1 |
|
1.000 |
599-0 |
|
1.618 |
590-5 |
|
2.618 |
577-1 |
|
4.250 |
555-1 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
620-5 |
625-2 |
| PP |
619-7 |
623-7 |
| S1 |
619-2 |
622-5 |
|