CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 558-0 553-4 -4-4 -0.8% 549-4
High 560-4 554-0 -6-4 -1.2% 570-0
Low 545-4 549-4 4-0 0.7% 541-4
Close 546-4 549-0 2-4 0.5% 570-4
Range 15-0 4-4 -10-4 -70.0% 28-4
ATR 11-7 11-5 -0-3 -2.6% 0-0
Volume 4,262 6,274 2,012 47.2% 17,734
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 564-3 561-1 551-4
R3 559-7 556-5 550-2
R2 555-3 555-3 549-7
R1 552-1 552-1 549-3 551-4
PP 550-7 550-7 550-7 550-4
S1 547-5 547-5 548-5 547-0
S2 546-3 546-3 548-1
S3 541-7 543-1 547-6
S4 537-3 538-5 546-4
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% 6-4 1.2% 14% False False 3,907
10 570-0 541-4 28-4 5.2% 4-6 0.9% 26% False False 4,111
20 600-4 541-4 59-0 10.7% 8-0 1.4% 13% False False 3,963
40 600-4 539-0 61-4 11.2% 6-0 1.1% 16% False False 2,901
60 621-4 539-0 82-4 15.0% 5-3 1.0% 12% False False 2,373
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 0-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 573-1
2.618 565-6
1.618 561-2
1.000 558-4
0.618 556-6
HIGH 554-0
0.618 552-2
0.500 551-6
0.382 551-2
LOW 549-4
0.618 546-6
1.000 545-0
1.618 542-2
2.618 537-6
4.250 530-3
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 551-6 557-6
PP 550-7 554-7
S1 549-7 551-7

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.