CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 560-6 561-0 0-2 0.0% 600-0
High 567-0 561-0 -6-0 -1.1% 600-0
Low 560-6 561-0 0-2 0.0% 561-0
Close 561-6 561-2 -0-4 -0.1% 560-4
Range 6-2 0-0 -6-2 -100.0% 39-0
ATR 13-6 12-6 -0-7 -6.8% 0-0
Volume 4,677 3,244 -1,433 -30.6% 18,113
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 561-1 561-1 561-2
R3 561-1 561-1 561-2
R2 561-1 561-1 561-2
R1 561-1 561-1 561-2 561-1
PP 561-1 561-1 561-1 561-0
S1 561-1 561-1 561-2 561-1
S2 561-1 561-1 561-2
S3 561-1 561-1 561-2
S4 561-1 561-1 561-2
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 690-7 664-5 582-0
R3 651-7 625-5 571-2
R2 612-7 612-7 567-5
R1 586-5 586-5 564-1 580-2
PP 573-7 573-7 573-7 570-5
S1 547-5 547-5 556-7 541-2
S2 534-7 534-7 553-3
S3 495-7 508-5 549-6
S4 456-7 469-5 539-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 600-0 560-6 39-2 7.0% 11-5 2.1% 1% False False 4,347
10 600-4 554-4 46-0 8.2% 11-1 2.0% 15% False False 3,814
20 600-4 540-0 60-4 10.8% 8-2 1.5% 35% False False 2,832
40 600-4 539-0 61-4 11.0% 6-3 1.1% 36% False False 2,183
60 640-4 539-0 101-4 18.1% 4-5 0.8% 22% False False 1,767
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 561-0
2.618 561-0
1.618 561-0
1.000 561-0
0.618 561-0
HIGH 561-0
0.618 561-0
0.500 561-0
0.382 561-0
LOW 561-0
0.618 561-0
1.000 561-0
1.618 561-0
2.618 561-0
4.250 561-0
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 561-1 570-7
PP 561-1 567-5
S1 561-0 564-4

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

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