CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
616-2 |
600-0 |
-16-2 |
-2.6% |
616-4 |
| High |
616-2 |
622-0 |
5-6 |
0.9% |
622-0 |
| Low |
606-0 |
600-0 |
-6-0 |
-1.0% |
606-0 |
| Close |
604-0 |
616-4 |
12-4 |
2.1% |
604-0 |
| Range |
10-2 |
22-0 |
11-6 |
114.6% |
16-0 |
| ATR |
12-3 |
13-1 |
0-5 |
5.5% |
0-0 |
| Volume |
6,292 |
2,517 |
-3,775 |
-60.0% |
45,557 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678-7 |
669-5 |
628-5 |
|
| R3 |
656-7 |
647-5 |
622-4 |
|
| R2 |
634-7 |
634-7 |
620-4 |
|
| R1 |
625-5 |
625-5 |
618-4 |
630-2 |
| PP |
612-7 |
612-7 |
612-7 |
615-1 |
| S1 |
603-5 |
603-5 |
614-4 |
608-2 |
| S2 |
590-7 |
590-7 |
612-4 |
|
| S3 |
568-7 |
581-5 |
610-4 |
|
| S4 |
546-7 |
559-5 |
604-3 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-5 |
647-3 |
612-6 |
|
| R3 |
642-5 |
631-3 |
608-3 |
|
| R2 |
626-5 |
626-5 |
606-7 |
|
| R1 |
615-3 |
615-3 |
605-4 |
613-0 |
| PP |
610-5 |
610-5 |
610-5 |
609-4 |
| S1 |
599-3 |
599-3 |
602-4 |
597-0 |
| S2 |
594-5 |
594-5 |
601-1 |
|
| S3 |
578-5 |
583-3 |
599-5 |
|
| S4 |
562-5 |
567-3 |
595-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622-0 |
600-0 |
22-0 |
3.6% |
12-1 |
2.0% |
75% |
True |
True |
6,010 |
| 10 |
622-0 |
582-0 |
40-0 |
6.5% |
9-0 |
1.5% |
86% |
True |
False |
7,150 |
| 20 |
622-0 |
545-4 |
76-4 |
12.4% |
8-7 |
1.4% |
93% |
True |
False |
6,006 |
| 40 |
622-0 |
540-0 |
82-0 |
13.3% |
8-2 |
1.3% |
93% |
True |
False |
4,615 |
| 60 |
622-0 |
539-0 |
83-0 |
13.5% |
7-2 |
1.2% |
93% |
True |
False |
3,611 |
| 80 |
640-4 |
539-0 |
101-4 |
16.5% |
5-7 |
0.9% |
76% |
False |
False |
2,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715-4 |
|
2.618 |
679-5 |
|
1.618 |
657-5 |
|
1.000 |
644-0 |
|
0.618 |
635-5 |
|
HIGH |
622-0 |
|
0.618 |
613-5 |
|
0.500 |
611-0 |
|
0.382 |
608-3 |
|
LOW |
600-0 |
|
0.618 |
586-3 |
|
1.000 |
578-0 |
|
1.618 |
564-3 |
|
2.618 |
542-3 |
|
4.250 |
506-4 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
614-5 |
614-5 |
| PP |
612-7 |
612-7 |
| S1 |
611-0 |
611-0 |
|