CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
606-0 |
623-0 |
17-0 |
2.8% |
590-0 |
| High |
607-0 |
627-4 |
20-4 |
3.4% |
619-0 |
| Low |
601-4 |
616-0 |
14-4 |
2.4% |
568-4 |
| Close |
608-2 |
619-4 |
11-2 |
1.8% |
618-4 |
| Range |
5-4 |
11-4 |
6-0 |
109.1% |
50-4 |
| ATR |
12-6 |
13-1 |
0-4 |
3.7% |
0-0 |
| Volume |
5,582 |
2,320 |
-3,262 |
-58.4% |
33,253 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-4 |
649-0 |
625-7 |
|
| R3 |
644-0 |
637-4 |
622-5 |
|
| R2 |
632-4 |
632-4 |
621-5 |
|
| R1 |
626-0 |
626-0 |
620-4 |
623-4 |
| PP |
621-0 |
621-0 |
621-0 |
619-6 |
| S1 |
614-4 |
614-4 |
618-4 |
612-0 |
| S2 |
609-4 |
609-4 |
617-3 |
|
| S3 |
598-0 |
603-0 |
616-3 |
|
| S4 |
586-4 |
591-4 |
613-1 |
|
|
| 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 |
627-4 |
593-0 |
34-4 |
5.6% |
13-6 |
2.2% |
77% |
True |
False |
6,629 |
| 10 |
627-4 |
568-4 |
59-0 |
9.5% |
10-5 |
1.7% |
86% |
True |
False |
6,624 |
| 20 |
627-4 |
565-6 |
61-6 |
10.0% |
8-2 |
1.3% |
87% |
True |
False |
6,242 |
| 40 |
627-4 |
565-6 |
61-6 |
10.0% |
9-1 |
1.5% |
87% |
True |
False |
6,730 |
| 60 |
627-4 |
557-6 |
69-6 |
11.3% |
8-0 |
1.3% |
89% |
True |
False |
5,542 |
| 80 |
675-4 |
557-6 |
117-6 |
19.0% |
7-4 |
1.2% |
52% |
False |
False |
5,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676-3 |
|
2.618 |
657-5 |
|
1.618 |
646-1 |
|
1.000 |
639-0 |
|
0.618 |
634-5 |
|
HIGH |
627-4 |
|
0.618 |
623-1 |
|
0.500 |
621-6 |
|
0.382 |
620-3 |
|
LOW |
616-0 |
|
0.618 |
608-7 |
|
1.000 |
604-4 |
|
1.618 |
597-3 |
|
2.618 |
585-7 |
|
4.250 |
567-1 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
621-6 |
617-7 |
| PP |
621-0 |
616-1 |
| S1 |
620-2 |
614-4 |
|