CME Pit-Traded Wheat Future December 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 |
616-0 |
603-0 |
-13-0 |
-2.1% |
590-0 |
High |
616-0 |
609-0 |
-7-0 |
-1.1% |
619-0 |
Low |
596-4 |
602-4 |
6-0 |
1.0% |
568-4 |
Close |
600-0 |
602-6 |
2-6 |
0.5% |
618-4 |
Range |
19-4 |
6-4 |
-13-0 |
-66.7% |
50-4 |
ATR |
13-5 |
13-2 |
-0-3 |
-2.4% |
0-0 |
Volume |
12,149 |
6,155 |
-5,994 |
-49.3% |
33,253 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
624-2 |
620-0 |
606-3 |
|
R3 |
617-6 |
613-4 |
604-4 |
|
R2 |
611-2 |
611-2 |
604-0 |
|
R1 |
607-0 |
607-0 |
603-3 |
605-7 |
PP |
604-6 |
604-6 |
604-6 |
604-2 |
S1 |
600-4 |
600-4 |
602-1 |
599-3 |
S2 |
598-2 |
598-2 |
601-4 |
|
S3 |
591-6 |
594-0 |
601-0 |
|
S4 |
585-2 |
587-4 |
599-1 |
|
|
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 |
619-0 |
577-6 |
41-2 |
6.8% |
13-4 |
2.2% |
61% |
False |
False |
7,438 |
10 |
619-0 |
568-4 |
50-4 |
8.4% |
9-6 |
1.6% |
68% |
False |
False |
6,989 |
20 |
621-0 |
565-6 |
55-2 |
9.2% |
8-5 |
1.4% |
67% |
False |
False |
6,861 |
40 |
623-4 |
565-2 |
58-2 |
9.7% |
9-3 |
1.5% |
64% |
False |
False |
6,753 |
60 |
646-2 |
557-6 |
88-4 |
14.7% |
8-1 |
1.3% |
51% |
False |
False |
5,512 |
80 |
692-2 |
557-6 |
134-4 |
22.3% |
7-5 |
1.3% |
33% |
False |
False |
4,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
636-5 |
2.618 |
626-0 |
1.618 |
619-4 |
1.000 |
615-4 |
0.618 |
613-0 |
HIGH |
609-0 |
0.618 |
606-4 |
0.500 |
605-6 |
0.382 |
605-0 |
LOW |
602-4 |
0.618 |
598-4 |
1.000 |
596-0 |
1.618 |
592-0 |
2.618 |
585-4 |
4.250 |
574-7 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
605-6 |
606-0 |
PP |
604-6 |
604-7 |
S1 |
603-6 |
603-7 |
|