CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 613-0 597-0 -16-0 -2.6% 639-4
High 613-0 604-4 -8-4 -1.4% 643-0
Low 607-2 597-0 -10-2 -1.7% 607-2
Close 613-2 603-4 -9-6 -1.6% 613-2
Range 5-6 7-4 1-6 30.4% 35-6
ATR 18-0 17-7 -0-1 -0.7% 0-0
Volume 25,511 16,526 -8,985 -35.2% 146,050
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 624-1 621-3 607-5
R3 616-5 613-7 605-4
R2 609-1 609-1 604-7
R1 606-3 606-3 604-2 607-6
PP 601-5 601-5 601-5 602-3
S1 598-7 598-7 602-6 600-2
S2 594-1 594-1 602-1
S3 586-5 591-3 601-4
S4 579-1 583-7 599-3
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 728-3 706-5 632-7
R3 692-5 670-7 623-1
R2 656-7 656-7 619-6
R1 635-1 635-1 616-4 628-1
PP 621-1 621-1 621-1 617-6
S1 599-3 599-3 610-0 592-3
S2 585-3 585-3 606-6
S3 549-5 563-5 603-3
S4 513-7 527-7 593-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643-0 597-0 46-0 7.6% 10-2 1.7% 14% False True 27,548
10 700-0 597-0 103-0 17.1% 13-6 2.3% 6% False True 25,136
20 702-0 597-0 105-0 17.4% 13-5 2.3% 6% False True 16,592
40 702-0 541-4 160-4 26.6% 10-7 1.8% 39% False False 11,287
60 702-0 540-0 162-0 26.8% 9-7 1.6% 39% False False 8,584
80 702-0 539-0 163-0 27.0% 8-5 1.4% 40% False False 6,843
100 702-0 539-0 163-0 27.0% 7-1 1.2% 40% False False 5,685
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 2 trading days
Fibonacci Retracements and Extensions
4.250 636-3
2.618 624-1
1.618 616-5
1.000 612-0
0.618 609-1
HIGH 604-4
0.618 601-5
0.500 600-6
0.382 599-7
LOW 597-0
0.618 592-3
1.000 589-4
1.618 584-7
2.618 577-3
4.250 565-1
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 602-5 614-4
PP 601-5 610-7
S1 600-6 607-1

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.