CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 569-0 549-4 -19-4 -3.4% 560-6
High 569-0 549-4 -19-4 -3.4% 569-0
Low 569-0 541-4 -27-4 -4.8% 553-0
Close 562-2 543-2 -19-0 -3.4% 562-2
Range 0-0 8-0 8-0 16-0
ATR 11-4 12-1 0-5 5.8% 0-0
Volume 2,959 2,049 -910 -30.8% 20,770
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 568-6 564-0 547-5
R3 560-6 556-0 545-4
R2 552-6 552-6 544-6
R1 548-0 548-0 544-0 546-3
PP 544-6 544-6 544-6 544-0
S1 540-0 540-0 542-4 538-3
S2 536-6 536-6 541-6
S3 528-6 532-0 541-0
S4 520-6 524-0 538-7
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 609-3 601-7 571-0
R3 593-3 585-7 566-5
R2 577-3 577-3 565-1
R1 569-7 569-7 563-6 573-5
PP 561-3 561-3 561-3 563-2
S1 553-7 553-7 560-6 557-5
S2 545-3 545-3 559-3
S3 529-3 537-7 557-7
S4 513-3 521-7 553-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 569-0 541-4 27-4 5.1% 3-0 0.6% 6% False True 3,628
10 600-0 541-4 58-4 10.8% 8-2 1.5% 3% False True 4,093
20 600-4 540-0 60-4 11.1% 7-4 1.4% 5% False False 3,224
40 600-4 539-0 61-4 11.3% 6-3 1.2% 7% False False 2,414
60 640-4 539-0 101-4 18.7% 4-7 0.9% 4% False False 1,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 583-4
2.618 570-4
1.618 562-4
1.000 557-4
0.618 554-4
HIGH 549-4
0.618 546-4
0.500 545-4
0.382 544-4
LOW 541-4
0.618 536-4
1.000 533-4
1.618 528-4
2.618 520-4
4.250 507-4
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 545-4 555-2
PP 544-6 551-2
S1 544-0 547-2

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

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