CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
643-4 |
631-0 |
-12-4 |
-1.9% |
616-0 |
| High |
646-0 |
644-0 |
-2-0 |
-0.3% |
639-0 |
| Low |
635-4 |
631-0 |
-4-4 |
-0.7% |
596-4 |
| Close |
637-4 |
642-0 |
4-4 |
0.7% |
639-2 |
| Range |
10-4 |
13-0 |
2-4 |
23.8% |
42-4 |
| ATR |
13-2 |
13-2 |
0-0 |
-0.1% |
0-0 |
| Volume |
12,331 |
7,616 |
-4,715 |
-38.2% |
38,367 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
678-0 |
673-0 |
649-1 |
|
| R3 |
665-0 |
660-0 |
645-5 |
|
| R2 |
652-0 |
652-0 |
644-3 |
|
| R1 |
647-0 |
647-0 |
643-2 |
649-4 |
| PP |
639-0 |
639-0 |
639-0 |
640-2 |
| S1 |
634-0 |
634-0 |
640-6 |
636-4 |
| S2 |
626-0 |
626-0 |
639-5 |
|
| S3 |
613-0 |
621-0 |
638-3 |
|
| S4 |
600-0 |
608-0 |
634-7 |
|
|
| 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 |
646-0 |
625-4 |
20-4 |
3.2% |
12-2 |
1.9% |
80% |
False |
False |
10,504 |
| 10 |
646-0 |
593-0 |
53-0 |
8.3% |
13-0 |
2.0% |
92% |
False |
False |
8,567 |
| 20 |
646-0 |
565-6 |
80-2 |
12.5% |
9-5 |
1.5% |
95% |
False |
False |
7,342 |
| 40 |
646-0 |
565-6 |
80-2 |
12.5% |
9-4 |
1.5% |
95% |
False |
False |
7,244 |
| 60 |
646-0 |
557-6 |
88-2 |
13.7% |
8-5 |
1.3% |
95% |
False |
False |
6,176 |
| 80 |
675-4 |
557-6 |
117-6 |
18.3% |
7-7 |
1.2% |
72% |
False |
False |
5,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
699-2 |
|
2.618 |
678-0 |
|
1.618 |
665-0 |
|
1.000 |
657-0 |
|
0.618 |
652-0 |
|
HIGH |
644-0 |
|
0.618 |
639-0 |
|
0.500 |
637-4 |
|
0.382 |
636-0 |
|
LOW |
631-0 |
|
0.618 |
623-0 |
|
1.000 |
618-0 |
|
1.618 |
610-0 |
|
2.618 |
597-0 |
|
4.250 |
575-6 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
640-4 |
640-3 |
| PP |
639-0 |
638-5 |
| S1 |
637-4 |
637-0 |
|