CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
616-4 |
619-0 |
2-4 |
0.4% |
594-4 |
| High |
620-0 |
621-0 |
1-0 |
0.2% |
616-0 |
| Low |
611-4 |
608-0 |
-3-4 |
-0.6% |
575-0 |
| Close |
617-0 |
619-4 |
2-4 |
0.4% |
617-2 |
| Range |
8-4 |
13-0 |
4-4 |
52.9% |
41-0 |
| ATR |
13-0 |
13-0 |
0-0 |
0.0% |
0-0 |
| Volume |
18,023 |
6,445 |
-11,578 |
-64.2% |
31,683 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-1 |
650-3 |
626-5 |
|
| R3 |
642-1 |
637-3 |
623-1 |
|
| R2 |
629-1 |
629-1 |
621-7 |
|
| R1 |
624-3 |
624-3 |
620-6 |
626-6 |
| PP |
616-1 |
616-1 |
616-1 |
617-3 |
| S1 |
611-3 |
611-3 |
618-2 |
613-6 |
| S2 |
603-1 |
603-1 |
617-1 |
|
| S3 |
590-1 |
598-3 |
615-7 |
|
| S4 |
577-1 |
585-3 |
612-3 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-6 |
712-4 |
639-6 |
|
| R3 |
684-6 |
671-4 |
628-4 |
|
| R2 |
643-6 |
643-6 |
624-6 |
|
| R1 |
630-4 |
630-4 |
621-0 |
637-1 |
| PP |
602-6 |
602-6 |
602-6 |
606-0 |
| S1 |
589-4 |
589-4 |
613-4 |
596-1 |
| S2 |
561-6 |
561-6 |
609-6 |
|
| S3 |
520-6 |
548-4 |
606-0 |
|
| S4 |
479-6 |
507-4 |
594-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
621-0 |
585-0 |
36-0 |
5.8% |
8-3 |
1.3% |
96% |
True |
False |
8,762 |
| 10 |
621-0 |
555-0 |
66-0 |
10.7% |
9-5 |
1.6% |
98% |
True |
False |
7,029 |
| 20 |
621-0 |
541-4 |
79-4 |
12.8% |
7-2 |
1.2% |
98% |
True |
False |
5,570 |
| 40 |
621-0 |
540-0 |
81-0 |
13.1% |
7-6 |
1.3% |
98% |
True |
False |
4,201 |
| 60 |
621-0 |
539-0 |
82-0 |
13.2% |
6-5 |
1.1% |
98% |
True |
False |
3,312 |
| 80 |
640-4 |
539-0 |
101-4 |
16.4% |
5-2 |
0.9% |
79% |
False |
False |
2,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676-2 |
|
2.618 |
655-0 |
|
1.618 |
642-0 |
|
1.000 |
634-0 |
|
0.618 |
629-0 |
|
HIGH |
621-0 |
|
0.618 |
616-0 |
|
0.500 |
614-4 |
|
0.382 |
613-0 |
|
LOW |
608-0 |
|
0.618 |
600-0 |
|
1.000 |
595-0 |
|
1.618 |
587-0 |
|
2.618 |
574-0 |
|
4.250 |
552-6 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
617-7 |
617-2 |
| PP |
616-1 |
615-0 |
| S1 |
614-4 |
612-6 |
|