CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
619-0 |
621-0 |
2-0 |
0.3% |
594-4 |
| High |
621-0 |
622-0 |
1-0 |
0.2% |
616-0 |
| Low |
608-0 |
614-0 |
6-0 |
1.0% |
575-0 |
| Close |
619-4 |
615-2 |
-4-2 |
-0.7% |
617-2 |
| Range |
13-0 |
8-0 |
-5-0 |
-38.5% |
41-0 |
| ATR |
13-0 |
12-5 |
-0-3 |
-2.8% |
0-0 |
| Volume |
6,445 |
9,028 |
2,583 |
40.1% |
31,683 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
641-1 |
636-1 |
619-5 |
|
| R3 |
633-1 |
628-1 |
617-4 |
|
| R2 |
625-1 |
625-1 |
616-6 |
|
| R1 |
620-1 |
620-1 |
616-0 |
618-5 |
| PP |
617-1 |
617-1 |
617-1 |
616-2 |
| S1 |
612-1 |
612-1 |
614-4 |
610-5 |
| S2 |
609-1 |
609-1 |
613-6 |
|
| S3 |
601-1 |
604-1 |
613-0 |
|
| S4 |
593-1 |
596-1 |
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 |
622-0 |
595-0 |
27-0 |
4.4% |
10-0 |
1.6% |
75% |
True |
False |
10,014 |
| 10 |
622-0 |
557-4 |
64-4 |
10.5% |
10-0 |
1.6% |
90% |
True |
False |
7,544 |
| 20 |
622-0 |
541-4 |
80-4 |
13.1% |
7-4 |
1.2% |
92% |
True |
False |
5,772 |
| 40 |
622-0 |
540-0 |
82-0 |
13.3% |
7-7 |
1.3% |
92% |
True |
False |
4,370 |
| 60 |
622-0 |
539-0 |
83-0 |
13.5% |
6-5 |
1.1% |
92% |
True |
False |
3,438 |
| 80 |
640-4 |
539-0 |
101-4 |
16.5% |
5-3 |
0.9% |
75% |
False |
False |
2,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
656-0 |
|
2.618 |
643-0 |
|
1.618 |
635-0 |
|
1.000 |
630-0 |
|
0.618 |
627-0 |
|
HIGH |
622-0 |
|
0.618 |
619-0 |
|
0.500 |
618-0 |
|
0.382 |
617-0 |
|
LOW |
614-0 |
|
0.618 |
609-0 |
|
1.000 |
606-0 |
|
1.618 |
601-0 |
|
2.618 |
593-0 |
|
4.250 |
580-0 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
618-0 |
615-1 |
| PP |
617-1 |
615-1 |
| S1 |
616-1 |
615-0 |
|