CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
581-0 |
586-0 |
5-0 |
0.9% |
569-0 |
| High |
581-4 |
592-4 |
11-0 |
1.9% |
593-2 |
| Low |
577-6 |
581-0 |
3-2 |
0.6% |
565-6 |
| Close |
581-4 |
586-2 |
4-6 |
0.8% |
593-2 |
| Range |
3-6 |
11-4 |
7-6 |
206.7% |
27-4 |
| ATR |
11-3 |
11-3 |
0-0 |
0.1% |
0-0 |
| Volume |
6,340 |
5,606 |
-734 |
-11.6% |
30,154 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621-1 |
615-1 |
592-5 |
|
| R3 |
609-5 |
603-5 |
589-3 |
|
| R2 |
598-1 |
598-1 |
588-3 |
|
| R1 |
592-1 |
592-1 |
587-2 |
595-1 |
| PP |
586-5 |
586-5 |
586-5 |
588-0 |
| S1 |
580-5 |
580-5 |
585-2 |
583-5 |
| S2 |
575-1 |
575-1 |
584-1 |
|
| S3 |
563-5 |
569-1 |
583-1 |
|
| S4 |
552-1 |
557-5 |
579-7 |
|
|
| 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 |
4.2% |
7-3 |
1.3% |
72% |
False |
False |
6,618 |
| 10 |
593-2 |
565-6 |
27-4 |
4.7% |
6-1 |
1.1% |
75% |
False |
False |
6,118 |
| 20 |
623-4 |
565-6 |
57-6 |
9.9% |
7-7 |
1.3% |
35% |
False |
False |
6,937 |
| 40 |
623-4 |
565-2 |
58-2 |
9.9% |
8-3 |
1.4% |
36% |
False |
False |
6,365 |
| 60 |
646-2 |
557-6 |
88-4 |
15.1% |
7-6 |
1.3% |
32% |
False |
False |
5,277 |
| 80 |
707-0 |
557-6 |
149-2 |
25.5% |
7-0 |
1.2% |
19% |
False |
False |
4,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641-3 |
|
2.618 |
622-5 |
|
1.618 |
611-1 |
|
1.000 |
604-0 |
|
0.618 |
599-5 |
|
HIGH |
592-4 |
|
0.618 |
588-1 |
|
0.500 |
586-6 |
|
0.382 |
585-3 |
|
LOW |
581-0 |
|
0.618 |
573-7 |
|
1.000 |
569-4 |
|
1.618 |
562-3 |
|
2.618 |
550-7 |
|
4.250 |
532-1 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
586-6 |
584-6 |
| PP |
586-5 |
583-3 |
| S1 |
586-3 |
581-7 |
|