CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 604-4 616-4 12-0 2.0% 594-4
High 616-0 620-0 4-0 0.6% 616-0
Low 604-4 611-4 7-0 1.2% 575-0
Close 617-2 617-0 -0-2 0.0% 617-2
Range 11-4 8-4 -3-0 -26.1% 41-0
ATR 13-3 13-0 -0-3 -2.6% 0-0
Volume 11,849 18,023 6,174 52.1% 31,683
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 641-5 637-7 621-5
R3 633-1 629-3 619-3
R2 624-5 624-5 618-4
R1 620-7 620-7 617-6 622-6
PP 616-1 616-1 616-1 617-1
S1 612-3 612-3 616-2 614-2
S2 607-5 607-5 615-4
S3 599-1 603-7 614-5
S4 590-5 595-3 612-3
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
5 620-0 582-0 38-0 6.2% 6-0 1.0% 92% True False 8,291
10 620-0 549-4 70-4 11.4% 8-6 1.4% 96% True False 7,012
20 620-0 541-4 78-4 12.7% 6-4 1.1% 96% True False 5,410
40 620-0 540-0 80-0 13.0% 7-5 1.2% 96% True False 4,079
60 620-0 539-0 81-0 13.1% 6-4 1.0% 96% True False 3,226
80 640-4 539-0 101-4 16.5% 5-1 0.8% 77% False False 2,651
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 656-1
2.618 642-2
1.618 633-6
1.000 628-4
0.618 625-2
HIGH 620-0
0.618 616-6
0.500 615-6
0.382 614-6
LOW 611-4
0.618 606-2
1.000 603-0
1.618 597-6
2.618 589-2
4.250 575-3
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 616-5 613-7
PP 616-1 610-5
S1 615-6 607-4

Download as Excel Spreadsheet

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

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