CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 632-0 640-4 8-4 1.3% 596-4
High 632-0 640-4 8-4 1.3% 629-2
Low 632-0 640-4 8-4 1.3% 596-4
Close 632-0 642-0 10-0 1.6% 629-2
Range
ATR 14-7 14-3 -0-4 -3.1% 0-0
Volume 478 299 -179 -37.4% 1,335
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 641-0 641-4 642-0
R3 641-0 641-4 642-0
R2 641-0 641-0 642-0
R1 641-4 641-4 642-0 641-2
PP 641-0 641-0 641-0 640-7
S1 641-4 641-4 642-0 641-2
S2 641-0 641-0 642-0
S3 641-0 641-4 642-0
S4 641-0 641-4 642-0
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
5 640-4 614-2 26-2 4.1% 0-5 0.1% 106% True False 419
10 640-4 596-4 44-0 6.9% 0-5 0.1% 103% True False 544
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 640-4
2.618 640-4
1.618 640-4
1.000 640-4
0.618 640-4
HIGH 640-4
0.618 640-4
0.500 640-4
0.382 640-4
LOW 640-4
0.618 640-4
1.000 640-4
1.618 640-4
2.618 640-4
4.250 640-4
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 641-4 640-1
PP 641-0 638-1
S1 640-4 636-2

Download as Excel Spreadsheet

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

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