CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
599-0 |
601-0 |
2-0 |
0.3% |
624-0 |
| High |
604-4 |
606-0 |
1-4 |
0.2% |
638-0 |
| Low |
597-6 |
599-0 |
1-2 |
0.2% |
611-0 |
| Close |
601-4 |
600-4 |
-1-0 |
-0.2% |
610-6 |
| Range |
6-6 |
7-0 |
0-2 |
3.7% |
27-0 |
| ATR |
16-2 |
15-5 |
-0-5 |
-4.1% |
0-0 |
| Volume |
16,740 |
13,484 |
-3,256 |
-19.5% |
78,988 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
622-7 |
618-5 |
604-3 |
|
| R3 |
615-7 |
611-5 |
602-3 |
|
| R2 |
608-7 |
608-7 |
601-6 |
|
| R1 |
604-5 |
604-5 |
601-1 |
603-2 |
| PP |
601-7 |
601-7 |
601-7 |
601-1 |
| S1 |
597-5 |
597-5 |
599-7 |
596-2 |
| S2 |
594-7 |
594-7 |
599-2 |
|
| S3 |
587-7 |
590-5 |
598-5 |
|
| S4 |
580-7 |
583-5 |
596-5 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
700-7 |
682-7 |
625-5 |
|
| R3 |
673-7 |
655-7 |
618-1 |
|
| R2 |
646-7 |
646-7 |
615-6 |
|
| R1 |
628-7 |
628-7 |
613-2 |
624-3 |
| PP |
619-7 |
619-7 |
619-7 |
617-6 |
| S1 |
601-7 |
601-7 |
608-2 |
597-3 |
| S2 |
592-7 |
592-7 |
605-6 |
|
| S3 |
565-7 |
574-7 |
603-3 |
|
| S4 |
538-7 |
547-7 |
595-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
626-0 |
597-6 |
28-2 |
4.7% |
8-2 |
1.4% |
10% |
False |
False |
16,419 |
| 10 |
666-0 |
597-6 |
68-2 |
11.4% |
10-6 |
1.8% |
4% |
False |
False |
16,254 |
| 20 |
723-4 |
597-6 |
125-6 |
20.9% |
13-2 |
2.2% |
2% |
False |
False |
17,403 |
| 40 |
723-4 |
571-2 |
152-2 |
25.4% |
12-2 |
2.0% |
19% |
False |
False |
13,189 |
| 60 |
723-4 |
565-6 |
157-6 |
26.3% |
11-1 |
1.8% |
22% |
False |
False |
10,949 |
| 80 |
723-4 |
557-6 |
165-6 |
27.6% |
10-2 |
1.7% |
26% |
False |
False |
9,595 |
| 100 |
723-4 |
557-6 |
165-6 |
27.6% |
9-4 |
1.6% |
26% |
False |
False |
8,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
635-6 |
|
2.618 |
624-3 |
|
1.618 |
617-3 |
|
1.000 |
613-0 |
|
0.618 |
610-3 |
|
HIGH |
606-0 |
|
0.618 |
603-3 |
|
0.500 |
602-4 |
|
0.382 |
601-5 |
|
LOW |
599-0 |
|
0.618 |
594-5 |
|
1.000 |
592-0 |
|
1.618 |
587-5 |
|
2.618 |
580-5 |
|
4.250 |
569-2 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
602-4 |
608-1 |
| PP |
601-7 |
605-5 |
| S1 |
601-1 |
603-0 |
|