CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
644-4 |
646-4 |
2-0 |
0.3% |
600-0 |
| High |
652-0 |
671-0 |
19-0 |
2.9% |
640-4 |
| Low |
640-0 |
646-4 |
6-4 |
1.0% |
600-0 |
| Close |
651-6 |
656-6 |
5-0 |
0.8% |
638-4 |
| Range |
12-0 |
24-4 |
12-4 |
104.2% |
40-4 |
| ATR |
13-0 |
13-7 |
0-7 |
6.3% |
0-0 |
| Volume |
5,994 |
5,247 |
-747 |
-12.5% |
31,498 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731-5 |
718-5 |
670-2 |
|
| R3 |
707-1 |
694-1 |
663-4 |
|
| R2 |
682-5 |
682-5 |
661-2 |
|
| R1 |
669-5 |
669-5 |
659-0 |
676-1 |
| PP |
658-1 |
658-1 |
658-1 |
661-2 |
| S1 |
645-1 |
645-1 |
654-4 |
651-5 |
| S2 |
633-5 |
633-5 |
652-2 |
|
| S3 |
609-1 |
620-5 |
650-0 |
|
| S4 |
584-5 |
596-1 |
643-2 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-7 |
733-5 |
660-6 |
|
| R3 |
707-3 |
693-1 |
649-5 |
|
| R2 |
666-7 |
666-7 |
645-7 |
|
| R1 |
652-5 |
652-5 |
642-2 |
659-6 |
| PP |
626-3 |
626-3 |
626-3 |
629-7 |
| S1 |
612-1 |
612-1 |
634-6 |
619-2 |
| S2 |
585-7 |
585-7 |
631-1 |
|
| S3 |
545-3 |
571-5 |
627-3 |
|
| S4 |
504-7 |
531-1 |
616-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671-0 |
612-0 |
59-0 |
9.0% |
13-4 |
2.0% |
76% |
True |
False |
6,880 |
| 10 |
671-0 |
600-0 |
71-0 |
10.8% |
12-3 |
1.9% |
80% |
True |
False |
6,376 |
| 20 |
671-0 |
557-4 |
113-4 |
17.3% |
11-1 |
1.7% |
87% |
True |
False |
6,960 |
| 40 |
671-0 |
541-4 |
129-4 |
19.7% |
9-2 |
1.4% |
89% |
True |
False |
5,486 |
| 60 |
671-0 |
540-0 |
131-0 |
19.9% |
7-6 |
1.2% |
89% |
True |
False |
4,293 |
| 80 |
671-0 |
539-0 |
132-0 |
20.1% |
6-6 |
1.0% |
89% |
True |
False |
3,550 |
| 100 |
686-4 |
539-0 |
147-4 |
22.5% |
6-1 |
0.9% |
80% |
False |
False |
2,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
775-1 |
|
2.618 |
735-1 |
|
1.618 |
710-5 |
|
1.000 |
695-4 |
|
0.618 |
686-1 |
|
HIGH |
671-0 |
|
0.618 |
661-5 |
|
0.500 |
658-6 |
|
0.382 |
655-7 |
|
LOW |
646-4 |
|
0.618 |
631-3 |
|
1.000 |
622-0 |
|
1.618 |
606-7 |
|
2.618 |
582-3 |
|
4.250 |
542-3 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
658-6 |
655-0 |
| PP |
658-1 |
653-2 |
| S1 |
657-3 |
651-4 |
|