CME Pit-Traded Wheat Future December 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 |
671-0 |
689-0 |
18-0 |
2.7% |
660-4 |
| High |
693-0 |
691-0 |
-2-0 |
-0.3% |
693-0 |
| Low |
670-4 |
687-0 |
16-4 |
2.5% |
655-0 |
| Close |
678-6 |
686-0 |
7-2 |
1.1% |
686-0 |
| Range |
22-4 |
4-0 |
-18-4 |
-82.2% |
38-0 |
| ATR |
14-1 |
14-0 |
-0-1 |
-0.9% |
0-0 |
| Volume |
12,510 |
18,641 |
6,131 |
49.0% |
54,475 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
700-0 |
697-0 |
688-2 |
|
| R3 |
696-0 |
693-0 |
687-1 |
|
| R2 |
692-0 |
692-0 |
686-6 |
|
| R1 |
689-0 |
689-0 |
686-3 |
688-4 |
| PP |
688-0 |
688-0 |
688-0 |
687-6 |
| S1 |
685-0 |
685-0 |
685-5 |
684-4 |
| S2 |
684-0 |
684-0 |
685-2 |
|
| S3 |
680-0 |
681-0 |
684-7 |
|
| S4 |
676-0 |
677-0 |
683-6 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-0 |
777-0 |
706-7 |
|
| R3 |
754-0 |
739-0 |
696-4 |
|
| R2 |
716-0 |
716-0 |
693-0 |
|
| R1 |
701-0 |
701-0 |
689-4 |
708-4 |
| PP |
678-0 |
678-0 |
678-0 |
681-6 |
| S1 |
663-0 |
663-0 |
682-4 |
670-4 |
| S2 |
640-0 |
640-0 |
679-0 |
|
| S3 |
602-0 |
625-0 |
675-4 |
|
| S4 |
564-0 |
587-0 |
665-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
693-0 |
651-0 |
42-0 |
6.1% |
11-6 |
1.7% |
83% |
False |
False |
13,552 |
| 10 |
693-0 |
622-0 |
71-0 |
10.3% |
11-6 |
1.7% |
90% |
False |
False |
11,057 |
| 20 |
693-0 |
593-0 |
100-0 |
14.6% |
12-3 |
1.8% |
93% |
False |
False |
9,812 |
| 40 |
693-0 |
565-6 |
127-2 |
18.5% |
10-1 |
1.5% |
94% |
False |
False |
8,375 |
| 60 |
693-0 |
565-2 |
127-6 |
18.6% |
9-6 |
1.4% |
95% |
False |
False |
7,514 |
| 80 |
693-0 |
557-6 |
135-2 |
19.7% |
8-7 |
1.3% |
95% |
False |
False |
6,411 |
| 100 |
707-0 |
557-6 |
149-2 |
21.8% |
8-1 |
1.2% |
86% |
False |
False |
5,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708-0 |
|
2.618 |
701-4 |
|
1.618 |
697-4 |
|
1.000 |
695-0 |
|
0.618 |
693-4 |
|
HIGH |
691-0 |
|
0.618 |
689-4 |
|
0.500 |
689-0 |
|
0.382 |
688-4 |
|
LOW |
687-0 |
|
0.618 |
684-4 |
|
1.000 |
683-0 |
|
1.618 |
680-4 |
|
2.618 |
676-4 |
|
4.250 |
670-0 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
689-0 |
683-5 |
| PP |
688-0 |
681-2 |
| S1 |
687-0 |
678-7 |
|