CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 568-2 580-4 12-2 2.2% 558-0
High 568-2 598-0 29-6 5.2% 598-0
Low 557-4 580-4 23-0 4.1% 545-4
Close 563-2 596-4 33-2 5.9% 596-4
Range 10-6 17-4 6-6 62.8% 52-4
ATR 11-4 13-1 1-5 14.5% 0-0
Volume 4,771 5,495 724 15.2% 24,680
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 644-1 637-7 606-1
R3 626-5 620-3 601-2
R2 609-1 609-1 599-6
R1 602-7 602-7 598-1 606-0
PP 591-5 591-5 591-5 593-2
S1 585-3 585-3 594-7 588-4
S2 574-1 574-1 593-2
S3 556-5 567-7 591-6
S4 539-1 550-3 586-7
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 737-4 719-4 625-3
R3 685-0 667-0 611-0
R2 632-4 632-4 606-1
R1 614-4 614-4 601-2 623-4
PP 580-0 580-0 580-0 584-4
S1 562-0 562-0 591-6 571-0
S2 527-4 527-4 586-7
S3 475-0 509-4 582-0
S4 422-4 457-0 567-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 598-0 545-4 52-4 8.8% 10-4 1.8% 97% True False 4,936
10 598-0 541-4 56-4 9.5% 7-3 1.2% 97% True False 4,241
20 600-4 541-4 59-0 9.9% 7-7 1.3% 93% False False 4,234
40 600-4 540-0 60-4 10.1% 6-5 1.1% 93% False False 3,130
60 621-4 539-0 82-4 13.8% 5-6 1.0% 70% False False 2,542
80 673-0 539-0 134-0 22.5% 5-0 0.8% 43% False False 2,078
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 0-3
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 672-3
2.618 643-7
1.618 626-3
1.000 615-4
0.618 608-7
HIGH 598-0
0.618 591-3
0.500 589-2
0.382 587-1
LOW 580-4
0.618 569-5
1.000 563-0
1.618 552-1
2.618 534-5
4.250 506-1
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 594-1 589-7
PP 591-5 583-1
S1 589-2 576-4

Download as Excel Spreadsheet

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

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