CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 612-6 616-2 3-4 0.6% 616-4
High 620-0 616-2 -3-6 -0.6% 622-0
Low 612-6 606-0 -6-6 -1.1% 606-0
Close 619-6 604-0 -15-6 -2.5% 604-0
Range 7-2 10-2 3-0 41.4% 16-0
ATR 12-2 12-3 0-1 0.8% 0-0
Volume 5,769 6,292 523 9.1% 45,557
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 639-4 632-0 609-5
R3 629-2 621-6 606-7
R2 619-0 619-0 605-7
R1 611-4 611-4 605-0 610-1
PP 608-6 608-6 608-6 608-0
S1 601-2 601-2 603-0 599-7
S2 598-4 598-4 602-1
S3 588-2 591-0 601-1
S4 578-0 580-6 598-3
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 658-5 647-3 612-6
R3 642-5 631-3 608-3
R2 626-5 626-5 606-7
R1 615-3 615-3 605-4 613-0
PP 610-5 610-5 610-5 609-4
S1 599-3 599-3 602-4 597-0
S2 594-5 594-5 601-1
S3 578-5 583-3 599-5
S4 562-5 567-3 595-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 622-0 606-0 16-0 2.6% 9-3 1.6% -13% False True 9,111
10 622-0 575-0 47-0 7.8% 8-7 1.5% 62% False False 7,724
20 622-0 541-4 80-4 13.3% 8-1 1.3% 78% False False 5,982
40 622-0 540-0 82-0 13.6% 7-7 1.3% 78% False False 4,580
60 622-0 539-0 83-0 13.7% 7-0 1.1% 78% False False 3,594
80 640-4 539-0 101-4 16.8% 5-4 0.9% 64% False False 2,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 659-6
2.618 643-1
1.618 632-7
1.000 626-4
0.618 622-5
HIGH 616-2
0.618 612-3
0.500 611-1
0.382 609-7
LOW 606-0
0.618 599-5
1.000 595-6
1.618 589-3
2.618 579-1
4.250 562-4
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 611-1 614-0
PP 608-6 610-5
S1 606-3 607-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.