CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
650-0 |
643-0 |
-7-0 |
-1.1% |
641-2 |
| High |
650-0 |
647-0 |
-3-0 |
-0.5% |
646-0 |
| Low |
641-0 |
635-0 |
-6-0 |
-0.9% |
626-2 |
| Close |
646-2 |
642-0 |
-4-2 |
-0.7% |
626-2 |
| Range |
9-0 |
12-0 |
3-0 |
33.3% |
19-6 |
| ATR |
13-1 |
13-1 |
-0-1 |
-0.6% |
0-0 |
| Volume |
8,028 |
12,308 |
4,280 |
53.3% |
48,291 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-3 |
671-5 |
648-5 |
|
| R3 |
665-3 |
659-5 |
645-2 |
|
| R2 |
653-3 |
653-3 |
644-2 |
|
| R1 |
647-5 |
647-5 |
643-1 |
644-4 |
| PP |
641-3 |
641-3 |
641-3 |
639-6 |
| S1 |
635-5 |
635-5 |
640-7 |
632-4 |
| S2 |
629-3 |
629-3 |
639-6 |
|
| S3 |
617-3 |
623-5 |
638-6 |
|
| S4 |
605-3 |
611-5 |
635-3 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-1 |
678-7 |
637-1 |
|
| R3 |
672-3 |
659-1 |
631-5 |
|
| R2 |
652-5 |
652-5 |
629-7 |
|
| R1 |
639-3 |
639-3 |
628-0 |
636-1 |
| PP |
632-7 |
632-7 |
632-7 |
631-2 |
| S1 |
619-5 |
619-5 |
624-4 |
616-3 |
| S2 |
613-1 |
613-1 |
622-5 |
|
| S3 |
593-3 |
599-7 |
620-7 |
|
| S4 |
573-5 |
580-1 |
615-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
650-0 |
622-0 |
28-0 |
4.4% |
11-7 |
1.8% |
71% |
False |
False |
8,563 |
| 10 |
650-0 |
622-0 |
28-0 |
4.4% |
12-0 |
1.9% |
71% |
False |
False |
9,533 |
| 20 |
650-0 |
568-4 |
81-4 |
12.7% |
11-2 |
1.8% |
90% |
False |
False |
8,078 |
| 40 |
650-0 |
565-6 |
84-2 |
13.1% |
9-6 |
1.5% |
91% |
False |
False |
7,556 |
| 60 |
650-0 |
557-6 |
92-2 |
14.4% |
9-2 |
1.4% |
91% |
False |
False |
6,625 |
| 80 |
668-4 |
557-6 |
110-6 |
17.3% |
8-3 |
1.3% |
76% |
False |
False |
5,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
698-0 |
|
2.618 |
678-3 |
|
1.618 |
666-3 |
|
1.000 |
659-0 |
|
0.618 |
654-3 |
|
HIGH |
647-0 |
|
0.618 |
642-3 |
|
0.500 |
641-0 |
|
0.382 |
639-5 |
|
LOW |
635-0 |
|
0.618 |
627-5 |
|
1.000 |
623-0 |
|
1.618 |
615-5 |
|
2.618 |
603-5 |
|
4.250 |
584-0 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
641-5 |
642-4 |
| PP |
641-3 |
642-3 |
| S1 |
641-0 |
642-1 |
|