CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 597-0 610-0 13-0 2.2% 639-4
High 604-4 610-0 5-4 0.9% 643-0
Low 597-0 593-4 -3-4 -0.6% 607-2
Close 603-4 594-2 -9-2 -1.5% 613-2
Range 7-4 16-4 9-0 120.0% 35-6
ATR 17-7 17-7 -0-1 -0.6% 0-0
Volume 16,526 16,545 19 0.1% 146,050
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 648-6 638-0 603-3
R3 632-2 621-4 598-6
R2 615-6 615-6 597-2
R1 605-0 605-0 595-6 602-1
PP 599-2 599-2 599-2 597-6
S1 588-4 588-4 592-6 585-5
S2 582-6 582-6 591-2
S3 566-2 572-0 589-6
S4 549-6 555-4 585-1
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
5 640-0 593-4 46-4 7.8% 12-0 2.0% 2% False True 26,188
10 681-0 593-4 87-4 14.7% 13-7 2.3% 1% False True 24,584
20 702-0 593-4 108-4 18.3% 13-3 2.3% 1% False True 17,294
40 702-0 545-4 156-4 26.3% 11-1 1.9% 31% False False 11,650
60 702-0 540-0 162-0 27.3% 9-7 1.7% 33% False False 8,841
80 702-0 539-0 163-0 27.4% 8-6 1.5% 34% False False 7,032
100 702-0 539-0 163-0 27.4% 7-3 1.2% 34% False False 5,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 680-1
2.618 653-2
1.618 636-6
1.000 626-4
0.618 620-2
HIGH 610-0
0.618 603-6
0.500 601-6
0.382 599-6
LOW 593-4
0.618 583-2
1.000 577-0
1.618 566-6
2.618 550-2
4.250 523-3
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 601-6 603-2
PP 599-2 600-2
S1 596-6 597-2

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

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