CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
660-4 |
667-0 |
6-4 |
1.0% |
622-0 |
| High |
663-0 |
676-6 |
13-6 |
2.1% |
663-0 |
| Low |
655-0 |
664-6 |
9-6 |
1.5% |
622-0 |
| Close |
660-6 |
674-2 |
13-4 |
2.0% |
661-0 |
| Range |
8-0 |
12-0 |
4-0 |
50.0% |
41-0 |
| ATR |
13-2 |
13-3 |
0-2 |
1.5% |
0-0 |
| Volume |
14,545 |
8,779 |
-5,766 |
-39.6% |
48,175 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
707-7 |
703-1 |
680-7 |
|
| R3 |
695-7 |
691-1 |
677-4 |
|
| R2 |
683-7 |
683-7 |
676-4 |
|
| R1 |
679-1 |
679-1 |
675-3 |
681-4 |
| PP |
671-7 |
671-7 |
671-7 |
673-1 |
| S1 |
667-1 |
667-1 |
673-1 |
669-4 |
| S2 |
659-7 |
659-7 |
672-0 |
|
| S3 |
647-7 |
655-1 |
671-0 |
|
| S4 |
635-7 |
643-1 |
667-5 |
|
|
| 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 |
676-6 |
635-0 |
41-6 |
6.2% |
10-5 |
1.6% |
94% |
True |
False |
11,389 |
| 10 |
676-6 |
622-0 |
54-6 |
8.1% |
11-4 |
1.7% |
95% |
True |
False |
9,937 |
| 20 |
676-6 |
577-6 |
99-0 |
14.7% |
11-7 |
1.8% |
97% |
True |
False |
8,852 |
| 40 |
676-6 |
565-6 |
111-0 |
16.5% |
10-1 |
1.5% |
98% |
True |
False |
7,825 |
| 60 |
676-6 |
557-6 |
119-0 |
17.6% |
9-4 |
1.4% |
98% |
True |
False |
7,108 |
| 80 |
676-6 |
557-6 |
119-0 |
17.6% |
8-5 |
1.3% |
98% |
True |
False |
6,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
727-6 |
|
2.618 |
708-1 |
|
1.618 |
696-1 |
|
1.000 |
688-6 |
|
0.618 |
684-1 |
|
HIGH |
676-6 |
|
0.618 |
672-1 |
|
0.500 |
670-6 |
|
0.382 |
669-3 |
|
LOW |
664-6 |
|
0.618 |
657-3 |
|
1.000 |
652-6 |
|
1.618 |
645-3 |
|
2.618 |
633-3 |
|
4.250 |
613-6 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
673-1 |
670-6 |
| PP |
671-7 |
667-3 |
| S1 |
670-6 |
663-7 |
|