CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 591-0 572-0 -19-0 -3.2% 597-0
High 593-0 578-0 -15-0 -2.5% 610-0
Low 583-0 571-2 -11-6 -2.0% 583-0
Close 584-4 575-0 -9-4 -1.6% 584-4
Range 10-0 6-6 -3-2 -32.5% 27-0
ATR 16-5 16-3 -0-2 -1.5% 0-0
Volume 18,138 17,498 -640 -3.5% 115,405
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 595-0 591-6 578-6
R3 588-2 585-0 576-7
R2 581-4 581-4 576-2
R1 578-2 578-2 575-5 579-7
PP 574-6 574-6 574-6 575-4
S1 571-4 571-4 574-3 573-1
S2 568-0 568-0 573-6
S3 561-2 564-6 573-1
S4 554-4 558-0 571-2
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
5 610-0 571-2 38-6 6.7% 12-0 2.1% 10% False True 23,275
10 643-0 571-2 71-6 12.5% 11-1 1.9% 5% False True 25,411
20 702-0 571-2 130-6 22.7% 13-5 2.4% 3% False True 20,836
40 702-0 545-4 156-4 27.2% 11-7 2.1% 19% False False 13,753
60 702-0 540-0 162-0 28.2% 10-2 1.8% 22% False False 10,376
80 702-0 539-0 163-0 28.3% 8-7 1.5% 22% False False 8,234
100 702-0 539-0 163-0 28.3% 7-6 1.3% 22% False False 6,828
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 606-6
2.618 595-5
1.618 588-7
1.000 584-6
0.618 582-1
HIGH 578-0
0.618 575-3
0.500 574-5
0.382 573-7
LOW 571-2
0.618 567-1
1.000 564-4
1.618 560-3
2.618 553-5
4.250 542-4
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 574-7 584-1
PP 574-6 581-1
S1 574-5 578-0

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

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