CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 620-0 628-0 8-0 1.3% 600-0
High 622-0 640-4 18-4 3.0% 640-4
Low 612-0 628-0 16-0 2.6% 600-0
Close 619-4 638-4 19-0 3.1% 638-4
Range 10-0 12-4 2-4 25.0% 40-4
ATR 12-6 13-2 0-5 4.7% 0-0
Volume 7,763 6,436 -1,327 -17.1% 31,498
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 673-1 668-3 645-3
R3 660-5 655-7 642-0
R2 648-1 648-1 640-6
R1 643-3 643-3 639-5 645-6
PP 635-5 635-5 635-5 636-7
S1 630-7 630-7 637-3 633-2
S2 623-1 623-1 636-2
S3 610-5 618-3 635-0
S4 598-1 605-7 631-5
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 747-7 733-5 660-6
R3 707-3 693-1 649-5
R2 666-7 666-7 645-7
R1 652-5 652-5 642-2 659-6
PP 626-3 626-3 626-3 629-7
S1 612-1 612-1 634-6 619-2
S2 585-7 585-7 631-1
S3 545-3 571-5 627-3
S4 504-7 531-1 616-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 640-4 600-0 40-4 6.3% 12-3 1.9% 95% True False 6,299
10 640-4 600-0 40-4 6.3% 10-7 1.7% 95% True False 7,705
20 640-4 545-4 95-0 14.9% 10-1 1.6% 98% True False 6,670
40 640-4 540-0 100-4 15.7% 8-5 1.3% 98% True False 5,146
60 640-4 539-0 101-4 15.9% 7-3 1.1% 98% True False 4,033
80 640-4 539-0 101-4 15.9% 6-2 1.0% 98% True False 3,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 693-5
2.618 673-2
1.618 660-6
1.000 653-0
0.618 648-2
HIGH 640-4
0.618 635-6
0.500 634-2
0.382 632-6
LOW 628-0
0.618 620-2
1.000 615-4
1.618 607-6
2.618 595-2
4.250 574-7
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 637-1 634-3
PP 635-5 630-3
S1 634-2 626-2

Download as Excel Spreadsheet

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

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