CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 555-0 568-2 13-2 2.4% 549-4
High 560-0 568-2 8-2 1.5% 570-0
Low 555-0 557-4 2-4 0.5% 541-4
Close 559-0 563-2 4-2 0.8% 570-4
Range 5-0 10-6 5-6 115.0% 28-4
ATR 11-4 11-4 0-0 -0.5% 0-0
Volume 3,878 4,771 893 23.0% 17,734
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 595-2 590-0 569-1
R3 584-4 579-2 566-2
R2 573-6 573-6 565-2
R1 568-4 568-4 564-2 565-6
PP 563-0 563-0 563-0 561-5
S1 557-6 557-6 562-2 555-0
S2 552-2 552-2 561-2
S3 541-4 547-0 560-2
S4 530-6 536-2 557-3
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 4.3% 7-5 1.4% 72% False False 4,515
10 570-0 541-4 28-4 5.1% 5-5 1.0% 76% False False 3,987
20 600-4 541-4 59-0 10.5% 7-4 1.3% 37% False False 4,012
40 600-4 540-0 60-4 10.7% 6-2 1.1% 38% False False 3,027
60 621-4 539-0 82-4 14.6% 5-4 1.0% 29% False False 2,464
80 686-4 539-0 147-4 26.2% 5-0 0.9% 16% False False 2,013
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 True
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 614-0
2.618 596-3
1.618 585-5
1.000 579-0
0.618 574-7
HIGH 568-2
0.618 564-1
0.500 562-7
0.382 561-5
LOW 557-4
0.618 550-7
1.000 546-6
1.618 540-1
2.618 529-3
4.250 511-6
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 563-1 561-6
PP 563-0 560-3
S1 562-7 558-7

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

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