CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 616-2 600-0 -16-2 -2.6% 616-4
High 616-2 622-0 5-6 0.9% 622-0
Low 606-0 600-0 -6-0 -1.0% 606-0
Close 604-0 616-4 12-4 2.1% 604-0
Range 10-2 22-0 11-6 114.6% 16-0
ATR 12-3 13-1 0-5 5.5% 0-0
Volume 6,292 2,517 -3,775 -60.0% 45,557
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 678-7 669-5 628-5
R3 656-7 647-5 622-4
R2 634-7 634-7 620-4
R1 625-5 625-5 618-4 630-2
PP 612-7 612-7 612-7 615-1
S1 603-5 603-5 614-4 608-2
S2 590-7 590-7 612-4
S3 568-7 581-5 610-4
S4 546-7 559-5 604-3
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
5 622-0 600-0 22-0 3.6% 12-1 2.0% 75% True True 6,010
10 622-0 582-0 40-0 6.5% 9-0 1.5% 86% True False 7,150
20 622-0 545-4 76-4 12.4% 8-7 1.4% 93% True False 6,006
40 622-0 540-0 82-0 13.3% 8-2 1.3% 93% True False 4,615
60 622-0 539-0 83-0 13.5% 7-2 1.2% 93% True False 3,611
80 640-4 539-0 101-4 16.5% 5-7 0.9% 76% False False 2,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 715-4
2.618 679-5
1.618 657-5
1.000 644-0
0.618 635-5
HIGH 622-0
0.618 613-5
0.500 611-0
0.382 608-3
LOW 600-0
0.618 586-3
1.000 578-0
1.618 564-3
2.618 542-3
4.250 506-4
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 614-5 614-5
PP 612-7 612-7
S1 611-0 611-0

Download as Excel Spreadsheet

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

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