CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
620-0 |
628-0 |
8-0 |
1.3% |
600-0 |
| High |
622-0 |
640-4 |
18-4 |
3.0% |
640-4 |
| Low |
612-0 |
628-0 |
16-0 |
2.6% |
600-0 |
| Close |
619-4 |
638-4 |
19-0 |
3.1% |
638-4 |
| Range |
10-0 |
12-4 |
2-4 |
25.0% |
40-4 |
| ATR |
12-6 |
13-2 |
0-5 |
4.7% |
0-0 |
| Volume |
7,763 |
6,436 |
-1,327 |
-17.1% |
31,498 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-1 |
668-3 |
645-3 |
|
| R3 |
660-5 |
655-7 |
642-0 |
|
| R2 |
648-1 |
648-1 |
640-6 |
|
| R1 |
643-3 |
643-3 |
639-5 |
645-6 |
| PP |
635-5 |
635-5 |
635-5 |
636-7 |
| S1 |
630-7 |
630-7 |
637-3 |
633-2 |
| S2 |
623-1 |
623-1 |
636-2 |
|
| S3 |
610-5 |
618-3 |
635-0 |
|
| S4 |
598-1 |
605-7 |
631-5 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-7 |
733-5 |
660-6 |
|
| R3 |
707-3 |
693-1 |
649-5 |
|
| R2 |
666-7 |
666-7 |
645-7 |
|
| R1 |
652-5 |
652-5 |
642-2 |
659-6 |
| PP |
626-3 |
626-3 |
626-3 |
629-7 |
| S1 |
612-1 |
612-1 |
634-6 |
619-2 |
| S2 |
585-7 |
585-7 |
631-1 |
|
| S3 |
545-3 |
571-5 |
627-3 |
|
| S4 |
504-7 |
531-1 |
616-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
640-4 |
600-0 |
40-4 |
6.3% |
12-3 |
1.9% |
95% |
True |
False |
6,299 |
| 10 |
640-4 |
600-0 |
40-4 |
6.3% |
10-7 |
1.7% |
95% |
True |
False |
7,705 |
| 20 |
640-4 |
545-4 |
95-0 |
14.9% |
10-1 |
1.6% |
98% |
True |
False |
6,670 |
| 40 |
640-4 |
540-0 |
100-4 |
15.7% |
8-5 |
1.3% |
98% |
True |
False |
5,146 |
| 60 |
640-4 |
539-0 |
101-4 |
15.9% |
7-3 |
1.1% |
98% |
True |
False |
4,033 |
| 80 |
640-4 |
539-0 |
101-4 |
15.9% |
6-2 |
1.0% |
98% |
True |
False |
3,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693-5 |
|
2.618 |
673-2 |
|
1.618 |
660-6 |
|
1.000 |
653-0 |
|
0.618 |
648-2 |
|
HIGH |
640-4 |
|
0.618 |
635-6 |
|
0.500 |
634-2 |
|
0.382 |
632-6 |
|
LOW |
628-0 |
|
0.618 |
620-2 |
|
1.000 |
615-4 |
|
1.618 |
607-6 |
|
2.618 |
595-2 |
|
4.250 |
574-7 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
637-1 |
634-3 |
| PP |
635-5 |
630-3 |
| S1 |
634-2 |
626-2 |
|