CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
600-0 |
618-0 |
18-0 |
3.0% |
616-4 |
| High |
622-0 |
619-2 |
-2-6 |
-0.4% |
622-0 |
| Low |
600-0 |
612-4 |
12-4 |
2.1% |
606-0 |
| Close |
616-4 |
614-4 |
-2-0 |
-0.3% |
604-0 |
| Range |
22-0 |
6-6 |
-15-2 |
-69.3% |
16-0 |
| ATR |
13-1 |
12-5 |
-0-4 |
-3.5% |
0-0 |
| Volume |
2,517 |
10,339 |
7,822 |
310.8% |
45,557 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
635-5 |
631-7 |
618-2 |
|
| R3 |
628-7 |
625-1 |
616-3 |
|
| R2 |
622-1 |
622-1 |
615-6 |
|
| R1 |
618-3 |
618-3 |
615-1 |
616-7 |
| PP |
615-3 |
615-3 |
615-3 |
614-6 |
| S1 |
611-5 |
611-5 |
613-7 |
610-1 |
| S2 |
608-5 |
608-5 |
613-2 |
|
| S3 |
601-7 |
604-7 |
612-5 |
|
| S4 |
595-1 |
598-1 |
610-6 |
|
|
| 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% |
10-7 |
1.8% |
66% |
False |
False |
6,789 |
| 10 |
622-0 |
585-0 |
37-0 |
6.0% |
9-5 |
1.6% |
80% |
False |
False |
7,775 |
| 20 |
622-0 |
545-4 |
76-4 |
12.4% |
9-1 |
1.5% |
90% |
False |
False |
6,188 |
| 40 |
622-0 |
540-0 |
82-0 |
13.3% |
8-1 |
1.3% |
91% |
False |
False |
4,852 |
| 60 |
622-0 |
539-0 |
83-0 |
13.5% |
7-3 |
1.2% |
91% |
False |
False |
3,772 |
| 80 |
640-4 |
539-0 |
101-4 |
16.5% |
5-7 |
1.0% |
74% |
False |
False |
3,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
648-0 |
|
2.618 |
636-7 |
|
1.618 |
630-1 |
|
1.000 |
626-0 |
|
0.618 |
623-3 |
|
HIGH |
619-2 |
|
0.618 |
616-5 |
|
0.500 |
615-7 |
|
0.382 |
615-1 |
|
LOW |
612-4 |
|
0.618 |
608-3 |
|
1.000 |
605-6 |
|
1.618 |
601-5 |
|
2.618 |
594-7 |
|
4.250 |
583-6 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
615-7 |
613-3 |
| PP |
615-3 |
612-1 |
| S1 |
615-0 |
611-0 |
|