CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
571-2 |
581-0 |
9-6 |
1.7% |
569-0 |
| High |
571-2 |
581-4 |
10-2 |
1.8% |
593-2 |
| Low |
571-2 |
577-6 |
6-4 |
1.1% |
565-6 |
| Close |
571-2 |
581-4 |
10-2 |
1.8% |
593-2 |
| Range |
0-0 |
3-6 |
3-6 |
|
27-4 |
| ATR |
11-4 |
11-3 |
-0-1 |
-0.8% |
0-0 |
| Volume |
11,238 |
6,340 |
-4,898 |
-43.6% |
30,154 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
591-4 |
590-2 |
583-4 |
|
| R3 |
587-6 |
586-4 |
582-4 |
|
| R2 |
584-0 |
584-0 |
582-2 |
|
| R1 |
582-6 |
582-6 |
581-7 |
583-3 |
| PP |
580-2 |
580-2 |
580-2 |
580-4 |
| S1 |
579-0 |
579-0 |
581-1 |
579-5 |
| S2 |
576-4 |
576-4 |
580-6 |
|
| S3 |
572-6 |
575-2 |
580-4 |
|
| S4 |
569-0 |
571-4 |
579-4 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-5 |
657-3 |
608-3 |
|
| R3 |
639-1 |
629-7 |
600-6 |
|
| R2 |
611-5 |
611-5 |
598-2 |
|
| R1 |
602-3 |
602-3 |
595-6 |
607-0 |
| PP |
584-1 |
584-1 |
584-1 |
586-3 |
| S1 |
574-7 |
574-7 |
590-6 |
579-4 |
| S2 |
556-5 |
556-5 |
588-2 |
|
| S3 |
529-1 |
547-3 |
585-6 |
|
| S4 |
501-5 |
519-7 |
578-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
593-2 |
568-4 |
24-6 |
4.3% |
6-5 |
1.1% |
53% |
False |
False |
6,769 |
| 10 |
593-2 |
565-6 |
27-4 |
4.7% |
5-1 |
0.9% |
57% |
False |
False |
6,151 |
| 20 |
623-4 |
565-6 |
57-6 |
9.9% |
7-5 |
1.3% |
27% |
False |
False |
6,898 |
| 40 |
623-4 |
565-2 |
58-2 |
10.0% |
8-1 |
1.4% |
28% |
False |
False |
6,298 |
| 60 |
646-2 |
557-6 |
88-4 |
15.2% |
7-5 |
1.3% |
27% |
False |
False |
5,255 |
| 80 |
707-0 |
557-6 |
149-2 |
25.7% |
7-1 |
1.2% |
16% |
False |
False |
4,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
597-4 |
|
2.618 |
591-3 |
|
1.618 |
587-5 |
|
1.000 |
585-2 |
|
0.618 |
583-7 |
|
HIGH |
581-4 |
|
0.618 |
580-1 |
|
0.500 |
579-5 |
|
0.382 |
579-1 |
|
LOW |
577-6 |
|
0.618 |
575-3 |
|
1.000 |
574-0 |
|
1.618 |
571-5 |
|
2.618 |
567-7 |
|
4.250 |
561-6 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
580-7 |
580-6 |
| PP |
580-2 |
580-0 |
| S1 |
579-5 |
579-2 |
|