CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
592-0 |
574-0 |
-18-0 |
-3.0% |
599-0 |
| High |
592-0 |
575-0 |
-17-0 |
-2.9% |
606-0 |
| Low |
580-0 |
551-0 |
-29-0 |
-5.0% |
583-4 |
| Close |
583-0 |
565-6 |
-17-2 |
-3.0% |
587-2 |
| Range |
12-0 |
24-0 |
12-0 |
100.0% |
22-4 |
| ATR |
14-0 |
15-2 |
1-2 |
9.2% |
0-0 |
| Volume |
10,441 |
13,421 |
2,980 |
28.5% |
102,970 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
635-7 |
624-7 |
579-0 |
|
| R3 |
611-7 |
600-7 |
572-3 |
|
| R2 |
587-7 |
587-7 |
570-1 |
|
| R1 |
576-7 |
576-7 |
568-0 |
570-3 |
| PP |
563-7 |
563-7 |
563-7 |
560-6 |
| S1 |
552-7 |
552-7 |
563-4 |
546-3 |
| S2 |
539-7 |
539-7 |
561-3 |
|
| S3 |
515-7 |
528-7 |
559-1 |
|
| S4 |
491-7 |
504-7 |
552-4 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-6 |
646-0 |
599-5 |
|
| R3 |
637-2 |
623-4 |
593-4 |
|
| R2 |
614-6 |
614-6 |
591-3 |
|
| R1 |
601-0 |
601-0 |
589-2 |
596-5 |
| PP |
592-2 |
592-2 |
592-2 |
590-0 |
| S1 |
578-4 |
578-4 |
585-2 |
574-1 |
| S2 |
569-6 |
569-6 |
583-1 |
|
| S3 |
547-2 |
556-0 |
581-0 |
|
| S4 |
524-6 |
533-4 |
574-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
602-4 |
551-0 |
51-4 |
9.1% |
12-1 |
2.1% |
29% |
False |
True |
19,321 |
| 10 |
626-0 |
551-0 |
75-0 |
13.3% |
10-1 |
1.8% |
20% |
False |
True |
17,870 |
| 20 |
704-0 |
551-0 |
153-0 |
27.0% |
12-4 |
2.2% |
10% |
False |
True |
18,390 |
| 40 |
723-4 |
551-0 |
172-4 |
30.5% |
12-2 |
2.2% |
9% |
False |
True |
14,547 |
| 60 |
723-4 |
551-0 |
172-4 |
30.5% |
11-1 |
2.0% |
9% |
False |
True |
12,075 |
| 80 |
723-4 |
551-0 |
172-4 |
30.5% |
10-7 |
1.9% |
9% |
False |
True |
10,612 |
| 100 |
723-4 |
551-0 |
172-4 |
30.5% |
9-6 |
1.7% |
9% |
False |
True |
9,101 |
| 120 |
723-4 |
551-0 |
172-4 |
30.5% |
9-1 |
1.6% |
9% |
False |
True |
8,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
677-0 |
|
2.618 |
637-7 |
|
1.618 |
613-7 |
|
1.000 |
599-0 |
|
0.618 |
589-7 |
|
HIGH |
575-0 |
|
0.618 |
565-7 |
|
0.500 |
563-0 |
|
0.382 |
560-1 |
|
LOW |
551-0 |
|
0.618 |
536-1 |
|
1.000 |
527-0 |
|
1.618 |
512-1 |
|
2.618 |
488-1 |
|
4.250 |
449-0 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
564-7 |
571-4 |
| PP |
563-7 |
569-5 |
| S1 |
563-0 |
567-5 |
|