CME Pit-Traded Wheat Future September 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
594-4 |
583-0 |
-11-4 |
-1.9% |
558-0 |
High |
595-4 |
583-0 |
-12-4 |
-2.1% |
598-0 |
Low |
575-0 |
582-0 |
7-0 |
1.2% |
545-4 |
Close |
577-4 |
580-2 |
2-6 |
0.5% |
596-4 |
Range |
20-4 |
1-0 |
-19-4 |
-95.1% |
52-4 |
ATR |
13-6 |
13-1 |
-0-5 |
-4.3% |
0-0 |
Volume |
8,248 |
4,092 |
-4,156 |
-50.4% |
24,680 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
584-6 |
583-4 |
580-6 |
|
R3 |
583-6 |
582-4 |
580-4 |
|
R2 |
582-6 |
582-6 |
580-3 |
|
R1 |
581-4 |
581-4 |
580-3 |
581-5 |
PP |
581-6 |
581-6 |
581-6 |
581-6 |
S1 |
580-4 |
580-4 |
580-1 |
580-5 |
S2 |
580-6 |
580-6 |
580-1 |
|
S3 |
579-6 |
579-4 |
580-0 |
|
S4 |
578-6 |
578-4 |
579-6 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
737-4 |
719-4 |
625-3 |
|
R3 |
685-0 |
667-0 |
611-0 |
|
R2 |
632-4 |
632-4 |
606-1 |
|
R1 |
614-4 |
614-4 |
601-2 |
623-4 |
PP |
580-0 |
580-0 |
580-0 |
584-4 |
S1 |
562-0 |
562-0 |
591-6 |
571-0 |
S2 |
527-4 |
527-4 |
586-7 |
|
S3 |
475-0 |
509-4 |
582-0 |
|
S4 |
422-4 |
457-0 |
567-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
598-0 |
555-0 |
43-0 |
7.4% |
11-0 |
1.9% |
59% |
False |
False |
5,296 |
10 |
598-0 |
545-4 |
52-4 |
9.0% |
8-6 |
1.5% |
66% |
False |
False |
4,601 |
20 |
600-0 |
541-4 |
58-4 |
10.1% |
8-0 |
1.4% |
66% |
False |
False |
4,467 |
40 |
600-4 |
540-0 |
60-4 |
10.4% |
7-1 |
1.2% |
67% |
False |
False |
3,395 |
60 |
621-4 |
539-0 |
82-4 |
14.2% |
6-1 |
1.1% |
50% |
False |
False |
2,708 |
80 |
673-0 |
539-0 |
134-0 |
23.1% |
5-2 |
0.9% |
31% |
False |
False |
2,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
587-2 |
2.618 |
585-5 |
1.618 |
584-5 |
1.000 |
584-0 |
0.618 |
583-5 |
HIGH |
583-0 |
0.618 |
582-5 |
0.500 |
582-4 |
0.382 |
582-3 |
LOW |
582-0 |
0.618 |
581-3 |
1.000 |
581-0 |
1.618 |
580-3 |
2.618 |
579-3 |
4.250 |
577-6 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
582-4 |
586-4 |
PP |
581-6 |
584-3 |
S1 |
581-0 |
582-3 |
|