CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 621-0 612-6 -8-2 -1.3% 594-4
High 622-0 620-0 -2-0 -0.3% 616-0
Low 614-0 612-6 -1-2 -0.2% 575-0
Close 615-2 619-6 4-4 0.7% 617-2
Range 8-0 7-2 -0-6 -9.4% 41-0
ATR 12-5 12-2 -0-3 -3.1% 0-0
Volume 9,028 5,769 -3,259 -36.1% 31,683
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 639-2 636-6 623-6
R3 632-0 629-4 621-6
R2 624-6 624-6 621-1
R1 622-2 622-2 620-3 623-4
PP 617-4 617-4 617-4 618-1
S1 615-0 615-0 619-1 616-2
S2 610-2 610-2 618-3
S3 603-0 607-6 617-6
S4 595-6 600-4 615-6
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
5 622-0 604-4 17-4 2.8% 9-5 1.6% 87% False False 10,222
10 622-0 575-0 47-0 7.6% 9-5 1.5% 95% False False 7,644
20 622-0 541-4 80-4 13.0% 7-5 1.2% 97% False False 5,816
40 622-0 540-0 82-0 13.2% 7-6 1.3% 97% False False 4,480
60 622-0 539-0 83-0 13.4% 6-6 1.1% 97% False False 3,512
80 640-4 539-0 101-4 16.4% 5-3 0.9% 80% False False 2,885
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 True
8BNR False
Bear Hook True
Bull Hook False
Stretch 1-0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 650-6
2.618 639-0
1.618 631-6
1.000 627-2
0.618 624-4
HIGH 620-0
0.618 617-2
0.500 616-3
0.382 615-4
LOW 612-6
0.618 608-2
1.000 605-4
1.618 601-0
2.618 593-6
4.250 582-0
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 618-5 618-1
PP 617-4 616-5
S1 616-3 615-0

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

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