CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 640-2 644-4 4-2 0.7% 600-0
High 640-2 652-0 11-6 1.8% 640-4
Low 632-0 640-0 8-0 1.3% 600-0
Close 638-0 651-6 13-6 2.2% 638-4
Range 8-2 12-0 3-6 45.5% 40-4
ATR 12-7 13-0 0-1 0.6% 0-0
Volume 8,962 5,994 -2,968 -33.1% 31,498
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 683-7 679-7 658-3
R3 671-7 667-7 655-0
R2 659-7 659-7 654-0
R1 655-7 655-7 652-7 657-7
PP 647-7 647-7 647-7 649-0
S1 643-7 643-7 650-5 645-7
S2 635-7 635-7 649-4
S3 623-7 631-7 648-4
S4 611-7 619-7 645-1
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
5 652-0 612-0 40-0 6.1% 10-5 1.6% 99% True False 6,719
10 652-0 600-0 52-0 8.0% 10-6 1.6% 100% True False 6,754
20 652-0 555-0 97-0 14.9% 10-2 1.6% 100% True False 6,891
40 652-0 541-4 110-4 17.0% 9-1 1.4% 100% True False 5,427
60 652-0 539-0 113-0 17.3% 7-3 1.1% 100% True False 4,231
80 652-0 539-0 113-0 17.3% 6-4 1.0% 100% True False 3,503
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 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 703-0
2.618 683-3
1.618 671-3
1.000 664-0
0.618 659-3
HIGH 652-0
0.618 647-3
0.500 646-0
0.382 644-5
LOW 640-0
0.618 632-5
1.000 628-0
1.618 620-5
2.618 608-5
4.250 589-0
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 649-7 647-7
PP 647-7 643-7
S1 646-0 640-0

Download as Excel Spreadsheet

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

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