CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 583-0 585-0 2-0 0.3% 558-0
High 583-0 585-0 2-0 0.3% 598-0
Low 582-0 585-0 3-0 0.5% 545-4
Close 580-2 585-4 5-2 0.9% 596-4
Range 1-0 0-0 -1-0 -100.0% 52-4
ATR 13-1 12-4 -0-5 -4.6% 0-0
Volume 4,092 2,765 -1,327 -32.4% 24,680
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 585-1 585-3 585-4
R3 585-1 585-3 585-4
R2 585-1 585-1 585-4
R1 585-3 585-3 585-4 585-2
PP 585-1 585-1 585-1 585-1
S1 585-3 585-3 585-4 585-2
S2 585-1 585-1 585-4
S3 585-1 585-3 585-4
S4 585-1 585-3 585-4
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
5 598-0 557-4 40-4 6.9% 10-0 1.7% 69% False False 5,074
10 598-0 545-4 52-4 9.0% 8-6 1.5% 76% False False 4,506
20 598-0 541-4 56-4 9.6% 6-7 1.2% 78% False False 4,466
40 600-4 540-0 60-4 10.3% 7-0 1.2% 75% False False 3,428
60 613-0 539-0 74-0 12.6% 6-1 1.0% 63% False False 2,735
80 646-0 539-0 107-0 18.3% 5-1 0.9% 43% False False 2,235
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 585-0
2.618 585-0
1.618 585-0
1.000 585-0
0.618 585-0
HIGH 585-0
0.618 585-0
0.500 585-0
0.382 585-0
LOW 585-0
0.618 585-0
1.000 585-0
1.618 585-0
2.618 585-0
4.250 585-0
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 585-3 585-3
PP 585-1 585-3
S1 585-0 585-2

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

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