CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 619-0 621-0 2-0 0.3% 594-4
High 621-0 622-0 1-0 0.2% 616-0
Low 608-0 614-0 6-0 1.0% 575-0
Close 619-4 615-2 -4-2 -0.7% 617-2
Range 13-0 8-0 -5-0 -38.5% 41-0
ATR 13-0 12-5 -0-3 -2.8% 0-0
Volume 6,445 9,028 2,583 40.1% 31,683
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 641-1 636-1 619-5
R3 633-1 628-1 617-4
R2 625-1 625-1 616-6
R1 620-1 620-1 616-0 618-5
PP 617-1 617-1 617-1 616-2
S1 612-1 612-1 614-4 610-5
S2 609-1 609-1 613-6
S3 601-1 604-1 613-0
S4 593-1 596-1 610-7
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
5 622-0 595-0 27-0 4.4% 10-0 1.6% 75% True False 10,014
10 622-0 557-4 64-4 10.5% 10-0 1.6% 90% True False 7,544
20 622-0 541-4 80-4 13.1% 7-4 1.2% 92% True False 5,772
40 622-0 540-0 82-0 13.3% 7-7 1.3% 92% True False 4,370
60 622-0 539-0 83-0 13.5% 6-5 1.1% 92% True False 3,438
80 640-4 539-0 101-4 16.5% 5-3 0.9% 75% False False 2,814
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 1-0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 656-0
2.618 643-0
1.618 635-0
1.000 630-0
0.618 627-0
HIGH 622-0
0.618 619-0
0.500 618-0
0.382 617-0
LOW 614-0
0.618 609-0
1.000 606-0
1.618 601-0
2.618 593-0
4.250 580-0
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 618-0 615-1
PP 617-1 615-1
S1 616-1 615-0

Download as Excel Spreadsheet

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

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