CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
601-2 |
604-4 |
3-2 |
0.5% |
594-4 |
| High |
603-6 |
616-0 |
12-2 |
2.0% |
616-0 |
| Low |
595-0 |
604-4 |
9-4 |
1.6% |
575-0 |
| Close |
597-0 |
617-2 |
20-2 |
3.4% |
617-2 |
| Range |
8-6 |
11-4 |
2-6 |
31.4% |
41-0 |
| ATR |
13-0 |
13-3 |
0-3 |
3.3% |
0-0 |
| Volume |
4,729 |
11,849 |
7,120 |
150.6% |
31,683 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-1 |
643-5 |
623-5 |
|
| R3 |
635-5 |
632-1 |
620-3 |
|
| R2 |
624-1 |
624-1 |
619-3 |
|
| R1 |
620-5 |
620-5 |
618-2 |
622-3 |
| PP |
612-5 |
612-5 |
612-5 |
613-4 |
| S1 |
609-1 |
609-1 |
616-2 |
610-7 |
| S2 |
601-1 |
601-1 |
615-1 |
|
| S3 |
589-5 |
597-5 |
614-1 |
|
| S4 |
578-1 |
586-1 |
610-7 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-6 |
712-4 |
639-6 |
|
| R3 |
684-6 |
671-4 |
628-4 |
|
| R2 |
643-6 |
643-6 |
624-6 |
|
| R1 |
630-4 |
630-4 |
621-0 |
637-1 |
| PP |
602-6 |
602-6 |
602-6 |
606-0 |
| S1 |
589-4 |
589-4 |
613-4 |
596-1 |
| S2 |
561-6 |
561-6 |
609-6 |
|
| S3 |
520-6 |
548-4 |
606-0 |
|
| S4 |
479-6 |
507-4 |
594-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
616-0 |
575-0 |
41-0 |
6.6% |
8-3 |
1.4% |
103% |
True |
False |
6,336 |
| 10 |
616-0 |
545-4 |
70-4 |
11.4% |
9-4 |
1.5% |
102% |
True |
False |
5,636 |
| 20 |
616-0 |
541-4 |
74-4 |
12.1% |
6-4 |
1.0% |
102% |
True |
False |
4,743 |
| 40 |
616-0 |
540-0 |
76-0 |
12.3% |
7-4 |
1.2% |
102% |
True |
False |
3,702 |
| 60 |
616-0 |
539-0 |
77-0 |
12.5% |
6-2 |
1.0% |
102% |
True |
False |
2,954 |
| 80 |
640-4 |
539-0 |
101-4 |
16.4% |
5-0 |
0.8% |
77% |
False |
False |
2,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664-7 |
|
2.618 |
646-1 |
|
1.618 |
634-5 |
|
1.000 |
627-4 |
|
0.618 |
623-1 |
|
HIGH |
616-0 |
|
0.618 |
611-5 |
|
0.500 |
610-2 |
|
0.382 |
608-7 |
|
LOW |
604-4 |
|
0.618 |
597-3 |
|
1.000 |
593-0 |
|
1.618 |
585-7 |
|
2.618 |
574-3 |
|
4.250 |
555-5 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
614-7 |
611-5 |
| PP |
612-5 |
606-1 |
| S1 |
610-2 |
600-4 |
|