CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
618-0 |
629-0 |
11-0 |
1.8% |
616-4 |
| High |
619-2 |
629-0 |
9-6 |
1.6% |
622-0 |
| Low |
612-4 |
618-4 |
6-0 |
1.0% |
606-0 |
| Close |
614-4 |
623-6 |
9-2 |
1.5% |
604-0 |
| Range |
6-6 |
10-4 |
3-6 |
55.6% |
16-0 |
| ATR |
12-5 |
12-6 |
0-1 |
1.1% |
0-0 |
| Volume |
10,339 |
4,443 |
-5,896 |
-57.0% |
45,557 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-2 |
650-0 |
629-4 |
|
| R3 |
644-6 |
639-4 |
626-5 |
|
| R2 |
634-2 |
634-2 |
625-5 |
|
| R1 |
629-0 |
629-0 |
624-6 |
626-3 |
| PP |
623-6 |
623-6 |
623-6 |
622-4 |
| S1 |
618-4 |
618-4 |
622-6 |
615-7 |
| S2 |
613-2 |
613-2 |
621-7 |
|
| S3 |
602-6 |
608-0 |
620-7 |
|
| S4 |
592-2 |
597-4 |
618-0 |
|
|
| 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 |
629-0 |
600-0 |
29-0 |
4.6% |
11-3 |
1.8% |
82% |
True |
False |
5,872 |
| 10 |
629-0 |
595-0 |
34-0 |
5.5% |
10-5 |
1.7% |
85% |
True |
False |
7,943 |
| 20 |
629-0 |
545-4 |
83-4 |
13.4% |
9-5 |
1.6% |
94% |
True |
False |
6,225 |
| 40 |
629-0 |
540-0 |
89-0 |
14.3% |
8-4 |
1.4% |
94% |
True |
False |
4,905 |
| 60 |
629-0 |
539-0 |
90-0 |
14.4% |
7-3 |
1.2% |
94% |
True |
False |
3,832 |
| 80 |
640-4 |
539-0 |
101-4 |
16.3% |
6-0 |
1.0% |
83% |
False |
False |
3,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
673-5 |
|
2.618 |
656-4 |
|
1.618 |
646-0 |
|
1.000 |
639-4 |
|
0.618 |
635-4 |
|
HIGH |
629-0 |
|
0.618 |
625-0 |
|
0.500 |
623-6 |
|
0.382 |
622-4 |
|
LOW |
618-4 |
|
0.618 |
612-0 |
|
1.000 |
608-0 |
|
1.618 |
601-4 |
|
2.618 |
591-0 |
|
4.250 |
573-7 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
623-6 |
620-5 |
| PP |
623-6 |
617-5 |
| S1 |
623-6 |
614-4 |
|