CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
586-0 |
593-0 |
7-0 |
1.2% |
590-0 |
| High |
592-4 |
619-0 |
26-4 |
4.5% |
619-0 |
| Low |
581-0 |
593-0 |
12-0 |
2.1% |
568-4 |
| Close |
586-2 |
618-4 |
32-2 |
5.5% |
618-4 |
| Range |
11-4 |
26-0 |
14-4 |
126.1% |
50-4 |
| ATR |
11-3 |
13-0 |
1-4 |
13.3% |
0-0 |
| Volume |
5,606 |
6,943 |
1,337 |
23.8% |
33,253 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
688-1 |
679-3 |
632-6 |
|
| R3 |
662-1 |
653-3 |
625-5 |
|
| R2 |
636-1 |
636-1 |
623-2 |
|
| R1 |
627-3 |
627-3 |
620-7 |
631-6 |
| PP |
610-1 |
610-1 |
610-1 |
612-3 |
| S1 |
601-3 |
601-3 |
616-1 |
605-6 |
| S2 |
584-1 |
584-1 |
613-6 |
|
| S3 |
558-1 |
575-3 |
611-3 |
|
| S4 |
532-1 |
549-3 |
604-2 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753-4 |
736-4 |
646-2 |
|
| R3 |
703-0 |
686-0 |
632-3 |
|
| R2 |
652-4 |
652-4 |
627-6 |
|
| R1 |
635-4 |
635-4 |
623-1 |
644-0 |
| PP |
602-0 |
602-0 |
602-0 |
606-2 |
| S1 |
585-0 |
585-0 |
613-7 |
593-4 |
| S2 |
551-4 |
551-4 |
609-2 |
|
| S3 |
501-0 |
534-4 |
604-5 |
|
| S4 |
450-4 |
484-0 |
590-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
619-0 |
568-4 |
50-4 |
8.2% |
12-4 |
2.0% |
99% |
True |
False |
6,650 |
| 10 |
619-0 |
565-6 |
53-2 |
8.6% |
8-1 |
1.3% |
99% |
True |
False |
6,340 |
| 20 |
623-4 |
565-6 |
57-6 |
9.3% |
8-3 |
1.4% |
91% |
False |
False |
7,026 |
| 40 |
623-4 |
565-2 |
58-2 |
9.4% |
9-0 |
1.5% |
91% |
False |
False |
6,430 |
| 60 |
646-2 |
557-6 |
88-4 |
14.3% |
8-1 |
1.3% |
69% |
False |
False |
5,354 |
| 80 |
692-2 |
557-6 |
134-4 |
21.7% |
7-3 |
1.2% |
45% |
False |
False |
4,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
729-4 |
|
2.618 |
687-1 |
|
1.618 |
661-1 |
|
1.000 |
645-0 |
|
0.618 |
635-1 |
|
HIGH |
619-0 |
|
0.618 |
609-1 |
|
0.500 |
606-0 |
|
0.382 |
602-7 |
|
LOW |
593-0 |
|
0.618 |
576-7 |
|
1.000 |
567-0 |
|
1.618 |
550-7 |
|
2.618 |
524-7 |
|
4.250 |
482-4 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
614-3 |
611-6 |
| PP |
610-1 |
605-1 |
| S1 |
606-0 |
598-3 |
|