CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 597-0 591-0 -6-0 -1.0% 597-0
High 597-0 593-0 -4-0 -0.7% 610-0
Low 585-0 583-0 -2-0 -0.3% 583-0
Close 589-2 584-4 -4-6 -0.8% 584-4
Range 12-0 10-0 -2-0 -16.7% 27-0
ATR 17-2 16-5 -0-4 -3.0% 0-0
Volume 43,343 18,138 -25,205 -58.2% 115,405
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 616-7 610-5 590-0
R3 606-7 600-5 587-2
R2 596-7 596-7 586-3
R1 590-5 590-5 585-3 588-6
PP 586-7 586-7 586-7 585-7
S1 580-5 580-5 583-5 578-6
S2 576-7 576-7 582-5
S3 566-7 570-5 581-6
S4 556-7 560-5 579-0
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 673-4 656-0 599-3
R3 646-4 629-0 591-7
R2 619-4 619-4 589-4
R1 602-0 602-0 587-0 597-2
PP 592-4 592-4 592-4 590-1
S1 575-0 575-0 582-0 570-2
S2 565-4 565-4 579-4
S3 538-4 548-0 577-1
S4 511-4 521-0 569-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 610-0 583-0 27-0 4.6% 12-1 2.1% 6% False True 23,081
10 643-0 583-0 60-0 10.3% 12-2 2.1% 3% False True 26,145
20 702-0 583-0 119-0 20.4% 13-7 2.4% 1% False True 20,283
40 702-0 545-4 156-4 26.8% 11-6 2.0% 25% False False 13,401
60 702-0 540-0 162-0 27.7% 10-1 1.7% 27% False False 10,141
80 702-0 539-0 163-0 27.9% 9-0 1.5% 28% False False 8,025
100 702-0 539-0 163-0 27.9% 7-5 1.3% 28% False False 6,656
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 635-4
2.618 619-1
1.618 609-1
1.000 603-0
0.618 599-1
HIGH 593-0
0.618 589-1
0.500 588-0
0.382 586-7
LOW 583-0
0.618 576-7
1.000 573-0
1.618 566-7
2.618 556-7
4.250 540-4
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 588-0 591-2
PP 586-7 589-0
S1 585-5 586-6

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

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