CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
623-0 |
627-0 |
4-0 |
0.6% |
616-0 |
| High |
627-4 |
639-0 |
11-4 |
1.8% |
639-0 |
| Low |
616-0 |
625-4 |
9-4 |
1.5% |
596-4 |
| Close |
619-4 |
639-2 |
19-6 |
3.2% |
639-2 |
| Range |
11-4 |
13-4 |
2-0 |
17.4% |
42-4 |
| ATR |
13-1 |
13-5 |
0-4 |
3.4% |
0-0 |
| Volume |
2,320 |
12,161 |
9,841 |
424.2% |
38,367 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-1 |
670-5 |
646-5 |
|
| R3 |
661-5 |
657-1 |
643-0 |
|
| R2 |
648-1 |
648-1 |
641-6 |
|
| R1 |
643-5 |
643-5 |
640-4 |
645-7 |
| PP |
634-5 |
634-5 |
634-5 |
635-6 |
| S1 |
630-1 |
630-1 |
638-0 |
632-3 |
| S2 |
621-1 |
621-1 |
636-6 |
|
| S3 |
607-5 |
616-5 |
635-4 |
|
| S4 |
594-1 |
603-1 |
631-7 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752-3 |
738-3 |
662-5 |
|
| R3 |
709-7 |
695-7 |
651-0 |
|
| R2 |
667-3 |
667-3 |
647-0 |
|
| R1 |
653-3 |
653-3 |
643-1 |
660-3 |
| PP |
624-7 |
624-7 |
624-7 |
628-4 |
| S1 |
610-7 |
610-7 |
635-3 |
617-7 |
| S2 |
582-3 |
582-3 |
631-4 |
|
| S3 |
539-7 |
568-3 |
627-4 |
|
| S4 |
497-3 |
525-7 |
615-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
639-0 |
596-4 |
42-4 |
6.6% |
11-2 |
1.8% |
101% |
True |
False |
7,673 |
| 10 |
639-0 |
568-4 |
70-4 |
11.0% |
11-7 |
1.9% |
100% |
True |
False |
7,162 |
| 20 |
639-0 |
565-6 |
73-2 |
11.5% |
8-1 |
1.3% |
100% |
True |
False |
6,570 |
| 40 |
639-0 |
565-6 |
73-2 |
11.5% |
9-1 |
1.4% |
100% |
True |
False |
6,891 |
| 60 |
639-0 |
557-6 |
81-2 |
12.7% |
8-0 |
1.2% |
100% |
True |
False |
5,702 |
| 80 |
675-4 |
557-6 |
117-6 |
18.4% |
7-4 |
1.2% |
69% |
False |
False |
5,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-3 |
|
2.618 |
674-3 |
|
1.618 |
660-7 |
|
1.000 |
652-4 |
|
0.618 |
647-3 |
|
HIGH |
639-0 |
|
0.618 |
633-7 |
|
0.500 |
632-2 |
|
0.382 |
630-5 |
|
LOW |
625-4 |
|
0.618 |
617-1 |
|
1.000 |
612-0 |
|
1.618 |
603-5 |
|
2.618 |
590-1 |
|
4.250 |
568-1 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
636-7 |
632-7 |
| PP |
634-5 |
626-5 |
| S1 |
632-2 |
620-2 |
|