CME Pit-Traded Wheat Future September 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
572-0 |
581-0 |
9-0 |
1.6% |
540-0 |
High |
581-0 |
581-0 |
0-0 |
0.0% |
600-4 |
Low |
572-0 |
561-0 |
-11-0 |
-1.9% |
540-0 |
Close |
570-4 |
560-4 |
-10-0 |
-1.8% |
600-4 |
Range |
9-0 |
20-0 |
11-0 |
122.2% |
60-4 |
ATR |
13-6 |
14-2 |
0-4 |
3.2% |
0-0 |
Volume |
5,545 |
5,500 |
-45 |
-0.8% |
14,700 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
627-4 |
614-0 |
571-4 |
|
R3 |
607-4 |
594-0 |
566-0 |
|
R2 |
587-4 |
587-4 |
564-1 |
|
R1 |
574-0 |
574-0 |
562-3 |
570-6 |
PP |
567-4 |
567-4 |
567-4 |
565-7 |
S1 |
554-0 |
554-0 |
558-5 |
550-6 |
S2 |
547-4 |
547-4 |
556-7 |
|
S3 |
527-4 |
534-0 |
555-0 |
|
S4 |
507-4 |
514-0 |
549-4 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
761-7 |
741-5 |
633-6 |
|
R3 |
701-3 |
681-1 |
617-1 |
|
R2 |
640-7 |
640-7 |
611-5 |
|
R1 |
620-5 |
620-5 |
606-0 |
630-6 |
PP |
580-3 |
580-3 |
580-3 |
585-3 |
S1 |
560-1 |
560-1 |
595-0 |
570-2 |
S2 |
519-7 |
519-7 |
589-3 |
|
S3 |
459-3 |
499-5 |
583-7 |
|
S4 |
398-7 |
439-1 |
567-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
600-4 |
561-0 |
39-4 |
7.0% |
14-1 |
2.5% |
-1% |
False |
True |
4,302 |
10 |
600-4 |
540-0 |
60-4 |
10.8% |
10-6 |
1.9% |
34% |
False |
False |
3,392 |
20 |
600-4 |
540-0 |
60-4 |
10.8% |
8-4 |
1.5% |
34% |
False |
False |
2,662 |
40 |
600-4 |
539-0 |
61-4 |
11.0% |
6-2 |
1.1% |
35% |
False |
False |
2,060 |
60 |
640-4 |
539-0 |
101-4 |
18.1% |
4-4 |
0.8% |
21% |
False |
False |
1,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
666-0 |
2.618 |
633-3 |
1.618 |
613-3 |
1.000 |
601-0 |
0.618 |
593-3 |
HIGH |
581-0 |
0.618 |
573-3 |
0.500 |
571-0 |
0.382 |
568-5 |
LOW |
561-0 |
0.618 |
548-5 |
1.000 |
541-0 |
1.618 |
528-5 |
2.618 |
508-5 |
4.250 |
476-0 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
571-0 |
580-4 |
PP |
567-4 |
573-7 |
S1 |
564-0 |
567-1 |
|