CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 637-0 632-0 -5-0 -0.8% 596-4
High 640-0 632-0 -8-0 -1.3% 629-2
Low 637-0 632-0 -5-0 -0.8% 596-4
Close 638-4 632-0 -6-4 -1.0% 629-2
Range 3-0 0-0 -3-0 -100.0% 32-6
ATR 15-4 14-7 -0-5 -4.1% 0-0
Volume 487 478 -9 -1.8% 1,335
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 632-0 632-0 632-0
R3 632-0 632-0 632-0
R2 632-0 632-0 632-0
R1 632-0 632-0 632-0 632-0
PP 632-0 632-0 632-0 632-0
S1 632-0 632-0 632-0 632-0
S2 632-0 632-0 632-0
S3 632-0 632-0 632-0
S4 632-0 632-0 632-0
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 716-5 705-5 647-2
R3 683-7 672-7 638-2
R2 651-1 651-1 635-2
R1 640-1 640-1 632-2 645-5
PP 618-3 618-3 618-3 621-0
S1 607-3 607-3 626-2 612-7
S2 585-5 585-5 623-2
S3 552-7 574-5 620-2
S4 520-1 541-7 611-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 640-0 614-2 25-6 4.1% 0-5 0.1% 69% False False 443
10 640-0 596-4 43-4 6.9% 0-5 0.1% 82% False False 547
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 632-0
2.618 632-0
1.618 632-0
1.000 632-0
0.618 632-0
HIGH 632-0
0.618 632-0
0.500 632-0
0.382 632-0
LOW 632-0
0.618 632-0
1.000 632-0
1.618 632-0
2.618 632-0
4.250 632-0
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 632-0 634-5
PP 632-0 633-6
S1 632-0 632-7

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.