CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
667-0 |
671-0 |
4-0 |
0.6% |
622-0 |
| High |
676-6 |
693-0 |
16-2 |
2.4% |
663-0 |
| Low |
664-6 |
670-4 |
5-6 |
0.9% |
622-0 |
| Close |
674-2 |
678-6 |
4-4 |
0.7% |
661-0 |
| Range |
12-0 |
22-4 |
10-4 |
87.5% |
41-0 |
| ATR |
13-3 |
14-1 |
0-5 |
4.8% |
0-0 |
| Volume |
8,779 |
12,510 |
3,731 |
42.5% |
48,175 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
748-2 |
736-0 |
691-1 |
|
| R3 |
725-6 |
713-4 |
685-0 |
|
| R2 |
703-2 |
703-2 |
682-7 |
|
| R1 |
691-0 |
691-0 |
680-6 |
697-1 |
| PP |
680-6 |
680-6 |
680-6 |
683-6 |
| S1 |
668-4 |
668-4 |
676-6 |
674-5 |
| S2 |
658-2 |
658-2 |
674-5 |
|
| S3 |
635-6 |
646-0 |
672-4 |
|
| S4 |
613-2 |
623-4 |
666-3 |
|
|
| 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 |
693-0 |
635-0 |
58-0 |
8.5% |
13-2 |
2.0% |
75% |
True |
False |
12,286 |
| 10 |
693-0 |
622-0 |
71-0 |
10.5% |
12-5 |
1.9% |
80% |
True |
False |
9,955 |
| 20 |
693-0 |
581-0 |
112-0 |
16.5% |
12-6 |
1.9% |
87% |
True |
False |
9,160 |
| 40 |
693-0 |
565-6 |
127-2 |
18.7% |
10-2 |
1.5% |
89% |
True |
False |
8,029 |
| 60 |
693-0 |
565-2 |
127-6 |
18.8% |
9-5 |
1.4% |
89% |
True |
False |
7,252 |
| 80 |
693-0 |
557-6 |
135-2 |
19.9% |
8-7 |
1.3% |
89% |
True |
False |
6,231 |
| 100 |
707-0 |
557-6 |
149-2 |
22.0% |
8-2 |
1.2% |
81% |
False |
False |
5,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
788-5 |
|
2.618 |
751-7 |
|
1.618 |
729-3 |
|
1.000 |
715-4 |
|
0.618 |
706-7 |
|
HIGH |
693-0 |
|
0.618 |
684-3 |
|
0.500 |
681-6 |
|
0.382 |
679-1 |
|
LOW |
670-4 |
|
0.618 |
656-5 |
|
1.000 |
648-0 |
|
1.618 |
634-1 |
|
2.618 |
611-5 |
|
4.250 |
574-7 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
681-6 |
677-1 |
| PP |
680-6 |
675-5 |
| S1 |
679-6 |
674-0 |
|