CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 572-0 574-0 2-0 0.3% 597-0
High 578-0 580-0 2-0 0.3% 610-0
Low 571-2 570-6 -0-4 -0.1% 583-0
Close 575-0 575-6 0-6 0.1% 584-4
Range 6-6 9-2 2-4 37.0% 27-0
ATR 16-3 15-7 -0-4 -3.1% 0-0
Volume 17,498 24,562 7,064 40.4% 115,405
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 603-2 598-6 580-7
R3 594-0 589-4 578-2
R2 584-6 584-6 577-4
R1 580-2 580-2 576-5 582-4
PP 575-4 575-4 575-4 576-5
S1 571-0 571-0 574-7 573-2
S2 566-2 566-2 574-0
S3 557-0 561-6 573-2
S4 547-6 552-4 570-5
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
5 599-4 570-6 28-6 5.0% 10-4 1.8% 17% False True 24,878
10 640-0 570-6 69-2 12.0% 11-2 2.0% 7% False True 25,533
20 702-0 570-6 131-2 22.8% 13-5 2.4% 4% False True 21,616
40 702-0 549-4 152-4 26.5% 11-6 2.0% 17% False False 14,261
60 702-0 540-0 162-0 28.1% 10-3 1.8% 22% False False 10,767
80 702-0 539-0 163-0 28.3% 8-7 1.5% 23% False False 8,515
100 702-0 539-0 163-0 28.3% 7-7 1.4% 23% False False 7,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
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
4.250 619-2
2.618 604-2
1.618 595-0
1.000 589-2
0.618 585-6
HIGH 580-0
0.618 576-4
0.500 575-3
0.382 574-2
LOW 570-6
0.618 565-0
1.000 561-4
1.618 555-6
2.618 546-4
4.250 531-4
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 575-5 581-7
PP 575-4 579-7
S1 575-3 577-6

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

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