CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
585-0 |
601-2 |
16-2 |
2.8% |
558-0 |
| High |
585-0 |
603-6 |
18-6 |
3.2% |
598-0 |
| Low |
585-0 |
595-0 |
10-0 |
1.7% |
545-4 |
| Close |
585-4 |
597-0 |
11-4 |
2.0% |
596-4 |
| Range |
0-0 |
8-6 |
8-6 |
|
52-4 |
| ATR |
12-4 |
13-0 |
0-3 |
3.2% |
0-0 |
| Volume |
2,765 |
4,729 |
1,964 |
71.0% |
24,680 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
624-7 |
619-5 |
601-6 |
|
| R3 |
616-1 |
610-7 |
599-3 |
|
| R2 |
607-3 |
607-3 |
598-5 |
|
| R1 |
602-1 |
602-1 |
597-6 |
600-3 |
| PP |
598-5 |
598-5 |
598-5 |
597-6 |
| S1 |
593-3 |
593-3 |
596-2 |
591-5 |
| S2 |
589-7 |
589-7 |
595-3 |
|
| S3 |
581-1 |
584-5 |
594-5 |
|
| S4 |
572-3 |
575-7 |
592-2 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-4 |
719-4 |
625-3 |
|
| R3 |
685-0 |
667-0 |
611-0 |
|
| R2 |
632-4 |
632-4 |
606-1 |
|
| R1 |
614-4 |
614-4 |
601-2 |
623-4 |
| PP |
580-0 |
580-0 |
580-0 |
584-4 |
| S1 |
562-0 |
562-0 |
591-6 |
571-0 |
| S2 |
527-4 |
527-4 |
586-7 |
|
| S3 |
475-0 |
509-4 |
582-0 |
|
| S4 |
422-4 |
457-0 |
567-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
603-6 |
575-0 |
28-6 |
4.8% |
9-4 |
1.6% |
77% |
True |
False |
5,065 |
| 10 |
603-6 |
545-4 |
58-2 |
9.8% |
8-5 |
1.4% |
88% |
True |
False |
4,790 |
| 20 |
603-6 |
541-4 |
62-2 |
10.4% |
6-7 |
1.2% |
89% |
True |
False |
4,425 |
| 40 |
603-6 |
540-0 |
63-6 |
10.7% |
7-2 |
1.2% |
89% |
True |
False |
3,492 |
| 60 |
606-2 |
539-0 |
67-2 |
11.3% |
6-1 |
1.0% |
86% |
False |
False |
2,786 |
| 80 |
640-4 |
539-0 |
101-4 |
17.0% |
4-7 |
0.8% |
57% |
False |
False |
2,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641-0 |
|
2.618 |
626-5 |
|
1.618 |
617-7 |
|
1.000 |
612-4 |
|
0.618 |
609-1 |
|
HIGH |
603-6 |
|
0.618 |
600-3 |
|
0.500 |
599-3 |
|
0.382 |
598-3 |
|
LOW |
595-0 |
|
0.618 |
589-5 |
|
1.000 |
586-2 |
|
1.618 |
580-7 |
|
2.618 |
572-1 |
|
4.250 |
557-6 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
599-3 |
595-5 |
| PP |
598-5 |
594-2 |
| S1 |
597-6 |
592-7 |
|