CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
629-0 |
620-0 |
-9-0 |
-1.4% |
616-4 |
| High |
629-0 |
622-0 |
-7-0 |
-1.1% |
622-0 |
| Low |
618-4 |
612-0 |
-6-4 |
-1.1% |
606-0 |
| Close |
623-6 |
619-4 |
-4-2 |
-0.7% |
604-0 |
| Range |
10-4 |
10-0 |
-0-4 |
-4.8% |
16-0 |
| ATR |
12-6 |
12-6 |
-0-1 |
-0.6% |
0-0 |
| Volume |
4,443 |
7,763 |
3,320 |
74.7% |
45,557 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
647-7 |
643-5 |
625-0 |
|
| R3 |
637-7 |
633-5 |
622-2 |
|
| R2 |
627-7 |
627-7 |
621-3 |
|
| R1 |
623-5 |
623-5 |
620-3 |
620-6 |
| PP |
617-7 |
617-7 |
617-7 |
616-3 |
| S1 |
613-5 |
613-5 |
618-5 |
610-6 |
| S2 |
607-7 |
607-7 |
617-5 |
|
| S3 |
597-7 |
603-5 |
616-6 |
|
| S4 |
587-7 |
593-5 |
614-0 |
|
|
| 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 |
4.7% |
11-7 |
1.9% |
67% |
False |
False |
6,270 |
| 10 |
629-0 |
600-0 |
29-0 |
4.7% |
10-6 |
1.7% |
67% |
False |
False |
8,246 |
| 20 |
629-0 |
545-4 |
83-4 |
13.5% |
9-6 |
1.6% |
89% |
False |
False |
6,518 |
| 40 |
629-0 |
540-0 |
89-0 |
14.4% |
8-2 |
1.3% |
89% |
False |
False |
5,070 |
| 60 |
629-0 |
539-0 |
90-0 |
14.5% |
7-2 |
1.2% |
89% |
False |
False |
3,939 |
| 80 |
640-4 |
539-0 |
101-4 |
16.4% |
6-1 |
1.0% |
79% |
False |
False |
3,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
664-4 |
|
2.618 |
648-1 |
|
1.618 |
638-1 |
|
1.000 |
632-0 |
|
0.618 |
628-1 |
|
HIGH |
622-0 |
|
0.618 |
618-1 |
|
0.500 |
617-0 |
|
0.382 |
615-7 |
|
LOW |
612-0 |
|
0.618 |
605-7 |
|
1.000 |
602-0 |
|
1.618 |
595-7 |
|
2.618 |
585-7 |
|
4.250 |
569-4 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
618-5 |
620-4 |
| PP |
617-7 |
620-1 |
| S1 |
617-0 |
619-7 |
|