CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
646-4 |
667-0 |
20-4 |
3.2% |
640-2 |
| High |
671-0 |
667-4 |
-3-4 |
-0.5% |
671-0 |
| Low |
646-4 |
663-0 |
16-4 |
2.6% |
632-0 |
| Close |
656-6 |
663-6 |
7-0 |
1.1% |
663-6 |
| Range |
24-4 |
4-4 |
-20-0 |
-81.6% |
39-0 |
| ATR |
13-7 |
13-5 |
-0-2 |
-1.6% |
0-0 |
| Volume |
5,247 |
12,838 |
7,591 |
144.7% |
33,041 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678-2 |
675-4 |
666-2 |
|
| R3 |
673-6 |
671-0 |
665-0 |
|
| R2 |
669-2 |
669-2 |
664-5 |
|
| R1 |
666-4 |
666-4 |
664-1 |
665-5 |
| PP |
664-6 |
664-6 |
664-6 |
664-2 |
| S1 |
662-0 |
662-0 |
663-3 |
661-1 |
| S2 |
660-2 |
660-2 |
662-7 |
|
| S3 |
655-6 |
657-4 |
662-4 |
|
| S4 |
651-2 |
653-0 |
661-2 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
772-5 |
757-1 |
685-2 |
|
| R3 |
733-5 |
718-1 |
674-4 |
|
| R2 |
694-5 |
694-5 |
670-7 |
|
| R1 |
679-1 |
679-1 |
667-3 |
686-7 |
| PP |
655-5 |
655-5 |
655-5 |
659-4 |
| S1 |
640-1 |
640-1 |
660-1 |
647-7 |
| S2 |
616-5 |
616-5 |
656-5 |
|
| S3 |
577-5 |
601-1 |
653-0 |
|
| S4 |
538-5 |
562-1 |
642-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
671-0 |
628-0 |
43-0 |
6.5% |
12-3 |
1.9% |
83% |
False |
False |
7,895 |
| 10 |
671-0 |
600-0 |
71-0 |
10.7% |
12-1 |
1.8% |
90% |
False |
False |
7,083 |
| 20 |
671-0 |
575-0 |
96-0 |
14.5% |
10-7 |
1.6% |
92% |
False |
False |
7,363 |
| 40 |
671-0 |
541-4 |
129-4 |
19.5% |
9-2 |
1.4% |
94% |
False |
False |
5,688 |
| 60 |
671-0 |
540-0 |
131-0 |
19.7% |
7-6 |
1.2% |
94% |
False |
False |
4,473 |
| 80 |
671-0 |
539-0 |
132-0 |
19.9% |
6-7 |
1.0% |
95% |
False |
False |
3,689 |
| 100 |
686-4 |
539-0 |
147-4 |
22.2% |
6-1 |
0.9% |
85% |
False |
False |
3,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
686-5 |
|
2.618 |
679-2 |
|
1.618 |
674-6 |
|
1.000 |
672-0 |
|
0.618 |
670-2 |
|
HIGH |
667-4 |
|
0.618 |
665-6 |
|
0.500 |
665-2 |
|
0.382 |
664-6 |
|
LOW |
663-0 |
|
0.618 |
660-2 |
|
1.000 |
658-4 |
|
1.618 |
655-6 |
|
2.618 |
651-2 |
|
4.250 |
643-7 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
665-2 |
661-0 |
| PP |
664-6 |
658-2 |
| S1 |
664-2 |
655-4 |
|