CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 548-0 554-4 6-4 1.2% 560-6
High 548-0 554-4 6-4 1.2% 569-0
Low 548-0 554-0 6-0 1.1% 553-0
Close 547-4 555-2 7-6 1.4% 562-2
Range 0-0 0-4 0-4 16-0
ATR 11-5 11-2 -0-3 -2.8% 0-0
Volume 6,686 3,717 -2,969 -44.4% 20,770
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 556-1 556-1 555-4
R3 555-5 555-5 555-3
R2 555-1 555-1 555-3
R1 555-1 555-1 555-2 555-1
PP 554-5 554-5 554-5 554-4
S1 554-5 554-5 555-2 554-5
S2 554-1 554-1 555-1
S3 553-5 554-1 555-1
S4 553-1 553-5 555-0
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 5.0% 2-4 0.5% 50% False False 4,060
10 581-0 541-4 39-4 7.1% 5-1 0.9% 35% False False 4,426
20 600-4 540-0 60-4 10.9% 7-2 1.3% 25% False False 3,585
40 600-4 539-0 61-4 11.1% 6-2 1.1% 26% False False 2,636
60 640-4 539-0 101-4 18.3% 4-6 0.9% 16% False False 2,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 556-5
2.618 555-6
1.618 555-2
1.000 555-0
0.618 554-6
HIGH 554-4
0.618 554-2
0.500 554-2
0.382 554-2
LOW 554-0
0.618 553-6
1.000 553-4
1.618 553-2
2.618 552-6
4.250 551-7
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 554-7 552-7
PP 554-5 550-3
S1 554-2 548-0

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

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