CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 613-0 593-6 -19-2 -3.1% 607-0
High 613-0 606-2 -6-6 -1.1% 614-0
Low 605-0 605-0 0-0 0.0% 592-6
Close 607-0 593-6 -13-2 -2.2% 607-0
Range 8-0 1-2 -6-6 -84.4% 21-2
ATR 13-0 12-2 -0-6 -6.0% 0-0
Volume 1,657 1,755 98 5.9% 6,376
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 605-3 600-7 594-4
R3 604-1 599-5 594-1
R2 602-7 602-7 594-0
R1 598-3 598-3 593-7 594-3
PP 601-5 601-5 601-5 599-6
S1 597-1 597-1 593-5 593-1
S2 600-3 600-3 593-4
S3 599-1 595-7 593-3
S4 597-7 594-5 593-0
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 668-3 658-7 618-6
R3 647-1 637-5 612-7
R2 625-7 625-7 610-7
R1 616-3 616-3 609-0 617-5
PP 604-5 604-5 604-5 605-2
S1 595-1 595-1 605-0 596-3
S2 583-3 583-3 603-1
S3 562-1 573-7 601-1
S4 540-7 552-5 595-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621-4 605-0 16-4 2.8% 2-1 0.4% -68% False True 1,389
10 625-6 592-6 33-0 5.6% 1-5 0.3% 3% False False 1,172
20 640-4 592-6 47-6 8.0% 1-1 0.2% 2% False False 858
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 -1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 611-4
2.618 609-4
1.618 608-2
1.000 607-4
0.618 607-0
HIGH 606-2
0.618 605-6
0.500 605-5
0.382 605-4
LOW 605-0
0.618 604-2
1.000 603-6
1.618 603-0
2.618 601-6
4.250 599-6
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 605-5 613-2
PP 601-5 606-6
S1 597-6 600-2

Download as Excel Spreadsheet

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

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