CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 569-4 558-0 -11-4 -2.0% 549-4
High 570-0 560-4 -9-4 -1.7% 570-0
Low 567-0 545-4 -21-4 -3.8% 541-4
Close 570-4 546-4 -24-0 -4.2% 570-4
Range 3-0 15-0 12-0 400.0% 28-4
ATR 10-7 11-7 1-0 9.3% 0-0
Volume 3,393 4,262 869 25.6% 17,734
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 595-7 586-1 554-6
R3 580-7 571-1 550-5
R2 565-7 565-7 549-2
R1 556-1 556-1 547-7 553-4
PP 550-7 550-7 550-7 549-4
S1 541-1 541-1 545-1 538-4
S2 535-7 535-7 543-6
S3 520-7 526-1 542-3
S4 505-7 511-1 538-2
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 646-1 636-7 586-1
R3 617-5 608-3 578-3
R2 589-1 589-1 575-6
R1 579-7 579-7 573-1 584-4
PP 560-5 560-5 560-5 563-0
S1 551-3 551-3 567-7 556-0
S2 532-1 532-1 565-2
S3 503-5 522-7 562-5
S4 475-1 494-3 554-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 570-0 545-4 24-4 4.5% 5-5 1.0% 4% False True 3,989
10 570-0 541-4 28-4 5.2% 4-3 0.8% 18% False False 3,808
20 600-4 540-0 60-4 11.1% 7-6 1.4% 11% False False 3,778
40 600-4 539-0 61-4 11.3% 6-0 1.1% 12% False False 2,768
60 621-4 539-0 82-4 15.1% 5-2 1.0% 9% False False 2,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 624-2
2.618 599-6
1.618 584-6
1.000 575-4
0.618 569-6
HIGH 560-4
0.618 554-6
0.500 553-0
0.382 551-2
LOW 545-4
0.618 536-2
1.000 530-4
1.618 521-2
2.618 506-2
4.250 481-6
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 553-0 557-6
PP 550-7 554-0
S1 548-5 550-2

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

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