CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
643-0 |
651-0 |
8-0 |
1.2% |
622-0 |
| High |
647-0 |
663-0 |
16-0 |
2.5% |
663-0 |
| Low |
635-0 |
651-0 |
16-0 |
2.5% |
622-0 |
| Close |
642-0 |
661-0 |
19-0 |
3.0% |
661-0 |
| Range |
12-0 |
12-0 |
0-0 |
0.0% |
41-0 |
| ATR |
13-1 |
13-5 |
0-5 |
4.3% |
0-0 |
| Volume |
12,308 |
13,289 |
981 |
8.0% |
48,175 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694-3 |
689-5 |
667-5 |
|
| R3 |
682-3 |
677-5 |
664-2 |
|
| R2 |
670-3 |
670-3 |
663-2 |
|
| R1 |
665-5 |
665-5 |
662-1 |
668-0 |
| PP |
658-3 |
658-3 |
658-3 |
659-4 |
| S1 |
653-5 |
653-5 |
659-7 |
656-0 |
| S2 |
646-3 |
646-3 |
658-6 |
|
| S3 |
634-3 |
641-5 |
657-6 |
|
| S4 |
622-3 |
629-5 |
654-3 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
771-5 |
757-3 |
683-4 |
|
| R3 |
730-5 |
716-3 |
672-2 |
|
| R2 |
689-5 |
689-5 |
668-4 |
|
| R1 |
675-3 |
675-3 |
664-6 |
682-4 |
| PP |
648-5 |
648-5 |
648-5 |
652-2 |
| S1 |
634-3 |
634-3 |
657-2 |
641-4 |
| S2 |
607-5 |
607-5 |
653-4 |
|
| S3 |
566-5 |
593-3 |
649-6 |
|
| S4 |
525-5 |
552-3 |
638-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
663-0 |
622-0 |
41-0 |
6.2% |
11-4 |
1.7% |
95% |
True |
False |
9,635 |
| 10 |
663-0 |
622-0 |
41-0 |
6.2% |
11-7 |
1.8% |
95% |
True |
False |
9,646 |
| 20 |
663-0 |
568-4 |
94-4 |
14.3% |
11-7 |
1.8% |
98% |
True |
False |
8,404 |
| 40 |
663-0 |
565-6 |
97-2 |
14.7% |
9-7 |
1.5% |
98% |
True |
False |
7,500 |
| 60 |
663-0 |
557-6 |
105-2 |
15.9% |
9-2 |
1.4% |
98% |
True |
False |
6,790 |
| 80 |
663-0 |
557-6 |
105-2 |
15.9% |
8-4 |
1.3% |
98% |
True |
False |
5,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
714-0 |
|
2.618 |
694-3 |
|
1.618 |
682-3 |
|
1.000 |
675-0 |
|
0.618 |
670-3 |
|
HIGH |
663-0 |
|
0.618 |
658-3 |
|
0.500 |
657-0 |
|
0.382 |
655-5 |
|
LOW |
651-0 |
|
0.618 |
643-5 |
|
1.000 |
639-0 |
|
1.618 |
631-5 |
|
2.618 |
619-5 |
|
4.250 |
600-0 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
659-5 |
657-0 |
| PP |
658-3 |
653-0 |
| S1 |
657-0 |
649-0 |
|