CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
604-4 |
616-4 |
12-0 |
2.0% |
594-4 |
| High |
616-0 |
620-0 |
4-0 |
0.6% |
616-0 |
| Low |
604-4 |
611-4 |
7-0 |
1.2% |
575-0 |
| Close |
617-2 |
617-0 |
-0-2 |
0.0% |
617-2 |
| Range |
11-4 |
8-4 |
-3-0 |
-26.1% |
41-0 |
| ATR |
13-3 |
13-0 |
-0-3 |
-2.6% |
0-0 |
| Volume |
11,849 |
18,023 |
6,174 |
52.1% |
31,683 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641-5 |
637-7 |
621-5 |
|
| R3 |
633-1 |
629-3 |
619-3 |
|
| R2 |
624-5 |
624-5 |
618-4 |
|
| R1 |
620-7 |
620-7 |
617-6 |
622-6 |
| PP |
616-1 |
616-1 |
616-1 |
617-1 |
| S1 |
612-3 |
612-3 |
616-2 |
614-2 |
| S2 |
607-5 |
607-5 |
615-4 |
|
| S3 |
599-1 |
603-7 |
614-5 |
|
| S4 |
590-5 |
595-3 |
612-3 |
|
|
| 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 |
620-0 |
582-0 |
38-0 |
6.2% |
6-0 |
1.0% |
92% |
True |
False |
8,291 |
| 10 |
620-0 |
549-4 |
70-4 |
11.4% |
8-6 |
1.4% |
96% |
True |
False |
7,012 |
| 20 |
620-0 |
541-4 |
78-4 |
12.7% |
6-4 |
1.1% |
96% |
True |
False |
5,410 |
| 40 |
620-0 |
540-0 |
80-0 |
13.0% |
7-5 |
1.2% |
96% |
True |
False |
4,079 |
| 60 |
620-0 |
539-0 |
81-0 |
13.1% |
6-4 |
1.0% |
96% |
True |
False |
3,226 |
| 80 |
640-4 |
539-0 |
101-4 |
16.5% |
5-1 |
0.8% |
77% |
False |
False |
2,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656-1 |
|
2.618 |
642-2 |
|
1.618 |
633-6 |
|
1.000 |
628-4 |
|
0.618 |
625-2 |
|
HIGH |
620-0 |
|
0.618 |
616-6 |
|
0.500 |
615-6 |
|
0.382 |
614-6 |
|
LOW |
611-4 |
|
0.618 |
606-2 |
|
1.000 |
603-0 |
|
1.618 |
597-6 |
|
2.618 |
589-2 |
|
4.250 |
575-3 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
616-5 |
613-7 |
| PP |
616-1 |
610-5 |
| S1 |
615-6 |
607-4 |
|