CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 560-0 572-4 12-4 2.2% 574-0
High 573-4 572-4 -1-0 -0.2% 574-0
Low 560-0 562-0 2-0 0.4% 557-0
Close 571-6 561-2 -10-4 -1.8% 565-0
Range 13-4 10-4 -3-0 -22.2% 17-0
ATR 10-4 10-4 0-0 0.0% 0-0
Volume 1,344 796 -548 -40.8% 5,671
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 596-6 589-4 567-0
R3 586-2 579-0 564-1
R2 575-6 575-6 563-1
R1 568-4 568-4 562-2 566-7
PP 565-2 565-2 565-2 564-4
S1 558-0 558-0 560-2 556-3
S2 554-6 554-6 559-3
S3 544-2 547-4 558-3
S4 533-6 537-0 555-4
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 616-3 607-5 574-3
R3 599-3 590-5 569-5
R2 582-3 582-3 568-1
R1 573-5 573-5 566-4 569-4
PP 565-3 565-3 565-3 563-2
S1 556-5 556-5 563-4 552-4
S2 548-3 548-3 561-7
S3 531-3 539-5 560-3
S4 514-3 522-5 555-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573-4 553-4 20-0 3.6% 7-5 1.4% 39% False False 1,027
10 588-6 553-4 35-2 6.3% 4-6 0.8% 22% False False 1,234
20 625-6 553-4 72-2 12.9% 3-1 0.6% 11% False False 1,203
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 617-1
2.618 600-0
1.618 589-4
1.000 583-0
0.618 579-0
HIGH 572-4
0.618 568-4
0.500 567-2
0.382 566-0
LOW 562-0
0.618 555-4
1.000 551-4
1.618 545-0
2.618 534-4
4.250 517-3
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 567-2 563-4
PP 565-2 562-6
S1 563-2 562-0

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.