CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
571-2 |
581-0 |
9-6 |
1.7% |
569-0 |
High |
571-2 |
581-4 |
10-2 |
1.8% |
593-2 |
Low |
571-2 |
577-6 |
6-4 |
1.1% |
565-6 |
Close |
571-2 |
581-4 |
10-2 |
1.8% |
593-2 |
Range |
0-0 |
3-6 |
3-6 |
|
27-4 |
ATR |
11-4 |
11-3 |
-0-1 |
-0.8% |
0-0 |
Volume |
11,238 |
6,340 |
-4,898 |
-43.6% |
30,154 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
591-4 |
590-2 |
583-4 |
|
R3 |
587-6 |
586-4 |
582-4 |
|
R2 |
584-0 |
584-0 |
582-2 |
|
R1 |
582-6 |
582-6 |
581-7 |
583-3 |
PP |
580-2 |
580-2 |
580-2 |
580-4 |
S1 |
579-0 |
579-0 |
581-1 |
579-5 |
S2 |
576-4 |
576-4 |
580-6 |
|
S3 |
572-6 |
575-2 |
580-4 |
|
S4 |
569-0 |
571-4 |
579-4 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-5 |
657-3 |
608-3 |
|
R3 |
639-1 |
629-7 |
600-6 |
|
R2 |
611-5 |
611-5 |
598-2 |
|
R1 |
602-3 |
602-3 |
595-6 |
607-0 |
PP |
584-1 |
584-1 |
584-1 |
586-3 |
S1 |
574-7 |
574-7 |
590-6 |
579-4 |
S2 |
556-5 |
556-5 |
588-2 |
|
S3 |
529-1 |
547-3 |
585-6 |
|
S4 |
501-5 |
519-7 |
578-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
593-2 |
568-4 |
24-6 |
4.3% |
6-5 |
1.1% |
53% |
False |
False |
6,769 |
10 |
593-2 |
565-6 |
27-4 |
4.7% |
5-1 |
0.9% |
57% |
False |
False |
6,151 |
20 |
623-4 |
565-6 |
57-6 |
9.9% |
7-5 |
1.3% |
27% |
False |
False |
6,898 |
40 |
623-4 |
565-2 |
58-2 |
10.0% |
8-1 |
1.4% |
28% |
False |
False |
6,298 |
60 |
646-2 |
557-6 |
88-4 |
15.2% |
7-5 |
1.3% |
27% |
False |
False |
5,255 |
80 |
707-0 |
557-6 |
149-2 |
25.7% |
7-1 |
1.2% |
16% |
False |
False |
4,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
597-4 |
2.618 |
591-3 |
1.618 |
587-5 |
1.000 |
585-2 |
0.618 |
583-7 |
HIGH |
581-4 |
0.618 |
580-1 |
0.500 |
579-5 |
0.382 |
579-1 |
LOW |
577-6 |
0.618 |
575-3 |
1.000 |
574-0 |
1.618 |
571-5 |
2.618 |
567-7 |
4.250 |
561-6 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
580-7 |
580-6 |
PP |
580-2 |
580-0 |
S1 |
579-5 |
579-2 |
|