CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 601-2 604-4 3-2 0.5% 594-4
High 603-6 616-0 12-2 2.0% 616-0
Low 595-0 604-4 9-4 1.6% 575-0
Close 597-0 617-2 20-2 3.4% 617-2
Range 8-6 11-4 2-6 31.4% 41-0
ATR 13-0 13-3 0-3 3.3% 0-0
Volume 4,729 11,849 7,120 150.6% 31,683
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 647-1 643-5 623-5
R3 635-5 632-1 620-3
R2 624-1 624-1 619-3
R1 620-5 620-5 618-2 622-3
PP 612-5 612-5 612-5 613-4
S1 609-1 609-1 616-2 610-7
S2 601-1 601-1 615-1
S3 589-5 597-5 614-1
S4 578-1 586-1 610-7
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 725-6 712-4 639-6
R3 684-6 671-4 628-4
R2 643-6 643-6 624-6
R1 630-4 630-4 621-0 637-1
PP 602-6 602-6 602-6 606-0
S1 589-4 589-4 613-4 596-1
S2 561-6 561-6 609-6
S3 520-6 548-4 606-0
S4 479-6 507-4 594-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616-0 575-0 41-0 6.6% 8-3 1.4% 103% True False 6,336
10 616-0 545-4 70-4 11.4% 9-4 1.5% 102% True False 5,636
20 616-0 541-4 74-4 12.1% 6-4 1.0% 102% True False 4,743
40 616-0 540-0 76-0 12.3% 7-4 1.2% 102% True False 3,702
60 616-0 539-0 77-0 12.5% 6-2 1.0% 102% True False 2,954
80 640-4 539-0 101-4 16.4% 5-0 0.8% 77% False False 2,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 664-7
2.618 646-1
1.618 634-5
1.000 627-4
0.618 623-1
HIGH 616-0
0.618 611-5
0.500 610-2
0.382 608-7
LOW 604-4
0.618 597-3
1.000 593-0
1.618 585-7
2.618 574-3
4.250 555-5
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 614-7 611-5
PP 612-5 606-1
S1 610-2 600-4

Download as Excel Spreadsheet

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

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