CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 580-4 594-4 14-0 2.4% 558-0
High 598-0 595-4 -2-4 -0.4% 598-0
Low 580-4 575-0 -5-4 -0.9% 545-4
Close 596-4 577-4 -19-0 -3.2% 596-4
Range 17-4 20-4 3-0 17.1% 52-4
ATR 13-1 13-6 0-5 4.5% 0-0
Volume 5,495 8,248 2,753 50.1% 24,680
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 644-1 631-3 588-6
R3 623-5 610-7 583-1
R2 603-1 603-1 581-2
R1 590-3 590-3 579-3 586-4
PP 582-5 582-5 582-5 580-6
S1 569-7 569-7 575-5 566-0
S2 562-1 562-1 573-6
S3 541-5 549-3 571-7
S4 521-1 528-7 566-2
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
5 598-0 549-4 48-4 8.4% 11-5 2.0% 58% False False 5,733
10 598-0 545-4 52-4 9.1% 8-5 1.5% 61% False False 4,861
20 600-0 541-4 58-4 10.1% 8-4 1.5% 62% False False 4,477
40 600-4 540-0 60-4 10.5% 7-0 1.2% 62% False False 3,321
60 621-4 539-0 82-4 14.3% 6-1 1.1% 47% False False 2,648
80 673-0 539-0 134-0 23.2% 5-2 0.9% 29% False False 2,165
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 0-4
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 682-5
2.618 649-1
1.618 628-5
1.000 616-0
0.618 608-1
HIGH 595-4
0.618 587-5
0.500 585-2
0.382 582-7
LOW 575-0
0.618 562-3
1.000 554-4
1.618 541-7
2.618 521-3
4.250 487-7
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 585-2 577-6
PP 582-5 577-5
S1 580-1 577-5

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

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