CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
574-0 |
570-0 |
-4-0 |
-0.7% |
599-0 |
| High |
575-0 |
571-0 |
-4-0 |
-0.7% |
606-0 |
| Low |
551-0 |
556-4 |
5-4 |
1.0% |
583-4 |
| Close |
565-6 |
561-4 |
-4-2 |
-0.8% |
587-2 |
| Range |
24-0 |
14-4 |
-9-4 |
-39.6% |
22-4 |
| ATR |
15-2 |
15-2 |
0-0 |
-0.4% |
0-0 |
| Volume |
13,421 |
22,388 |
8,967 |
66.8% |
102,970 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606-4 |
598-4 |
569-4 |
|
| R3 |
592-0 |
584-0 |
565-4 |
|
| R2 |
577-4 |
577-4 |
564-1 |
|
| R1 |
569-4 |
569-4 |
562-7 |
566-2 |
| PP |
563-0 |
563-0 |
563-0 |
561-3 |
| S1 |
555-0 |
555-0 |
560-1 |
551-6 |
| S2 |
548-4 |
548-4 |
558-7 |
|
| S3 |
534-0 |
540-4 |
557-4 |
|
| S4 |
519-4 |
526-0 |
553-4 |
|
|
| 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 |
592-0 |
551-0 |
41-0 |
7.3% |
12-5 |
2.2% |
26% |
False |
False |
17,582 |
| 10 |
618-4 |
551-0 |
67-4 |
12.0% |
10-2 |
1.8% |
16% |
False |
False |
18,115 |
| 20 |
693-4 |
551-0 |
142-4 |
25.4% |
11-3 |
2.0% |
7% |
False |
False |
18,296 |
| 40 |
723-4 |
551-0 |
172-4 |
30.7% |
12-3 |
2.2% |
6% |
False |
False |
14,953 |
| 60 |
723-4 |
551-0 |
172-4 |
30.7% |
11-1 |
2.0% |
6% |
False |
False |
12,256 |
| 80 |
723-4 |
551-0 |
172-4 |
30.7% |
10-7 |
1.9% |
6% |
False |
False |
10,853 |
| 100 |
723-4 |
551-0 |
172-4 |
30.7% |
9-7 |
1.8% |
6% |
False |
False |
9,289 |
| 120 |
723-4 |
551-0 |
172-4 |
30.7% |
9-2 |
1.6% |
6% |
False |
False |
8,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
632-5 |
|
2.618 |
609-0 |
|
1.618 |
594-4 |
|
1.000 |
585-4 |
|
0.618 |
580-0 |
|
HIGH |
571-0 |
|
0.618 |
565-4 |
|
0.500 |
563-6 |
|
0.382 |
562-0 |
|
LOW |
556-4 |
|
0.618 |
547-4 |
|
1.000 |
542-0 |
|
1.618 |
533-0 |
|
2.618 |
518-4 |
|
4.250 |
494-7 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
563-6 |
571-4 |
| PP |
563-0 |
568-1 |
| S1 |
562-2 |
564-7 |
|