CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
553-4 |
555-0 |
1-4 |
0.3% |
549-4 |
| High |
554-0 |
560-0 |
6-0 |
1.1% |
570-0 |
| Low |
549-4 |
555-0 |
5-4 |
1.0% |
541-4 |
| Close |
549-0 |
559-0 |
10-0 |
1.8% |
570-4 |
| Range |
4-4 |
5-0 |
0-4 |
11.1% |
28-4 |
| ATR |
11-5 |
11-4 |
0-0 |
-0.4% |
0-0 |
| Volume |
6,274 |
3,878 |
-2,396 |
-38.2% |
17,734 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
573-0 |
571-0 |
561-6 |
|
| R3 |
568-0 |
566-0 |
560-3 |
|
| R2 |
563-0 |
563-0 |
559-7 |
|
| R1 |
561-0 |
561-0 |
559-4 |
562-0 |
| PP |
558-0 |
558-0 |
558-0 |
558-4 |
| S1 |
556-0 |
556-0 |
558-4 |
557-0 |
| S2 |
553-0 |
553-0 |
558-1 |
|
| S3 |
548-0 |
551-0 |
557-5 |
|
| S4 |
543-0 |
546-0 |
556-2 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
646-1 |
636-7 |
586-1 |
|
| R3 |
617-5 |
608-3 |
578-3 |
|
| R2 |
589-1 |
589-1 |
575-6 |
|
| R1 |
579-7 |
579-7 |
573-1 |
584-4 |
| PP |
560-5 |
560-5 |
560-5 |
563-0 |
| S1 |
551-3 |
551-3 |
567-7 |
556-0 |
| S2 |
532-1 |
532-1 |
565-2 |
|
| S3 |
503-5 |
522-7 |
562-5 |
|
| S4 |
475-1 |
494-3 |
554-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
570-0 |
545-4 |
24-4 |
4.4% |
7-4 |
1.3% |
55% |
False |
False |
3,939 |
| 10 |
570-0 |
541-4 |
28-4 |
5.1% |
5-0 |
0.9% |
61% |
False |
False |
3,999 |
| 20 |
600-4 |
541-4 |
59-0 |
10.6% |
7-2 |
1.3% |
30% |
False |
False |
4,012 |
| 40 |
600-4 |
540-0 |
60-4 |
10.8% |
6-0 |
1.1% |
31% |
False |
False |
2,959 |
| 60 |
621-4 |
539-0 |
82-4 |
14.8% |
5-3 |
1.0% |
24% |
False |
False |
2,413 |
| 80 |
686-4 |
539-0 |
147-4 |
26.4% |
4-6 |
0.9% |
14% |
False |
False |
1,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
581-2 |
|
2.618 |
573-1 |
|
1.618 |
568-1 |
|
1.000 |
565-0 |
|
0.618 |
563-1 |
|
HIGH |
560-0 |
|
0.618 |
558-1 |
|
0.500 |
557-4 |
|
0.382 |
556-7 |
|
LOW |
555-0 |
|
0.618 |
551-7 |
|
1.000 |
550-0 |
|
1.618 |
546-7 |
|
2.618 |
541-7 |
|
4.250 |
533-6 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
558-4 |
557-0 |
| PP |
558-0 |
555-0 |
| S1 |
557-4 |
553-0 |
|