CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 574-0 578-0 4-0 0.7% 597-0
High 580-0 579-0 -1-0 -0.2% 610-0
Low 570-6 565-4 -5-2 -0.9% 583-0
Close 575-6 567-6 -8-0 -1.4% 584-4
Range 9-2 13-4 4-2 45.9% 27-0
ATR 15-7 15-6 -0-1 -1.1% 0-0
Volume 24,562 41,541 16,979 69.1% 115,405
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 611-2 603-0 575-1
R3 597-6 589-4 571-4
R2 584-2 584-2 570-2
R1 576-0 576-0 569-0 573-3
PP 570-6 570-6 570-6 569-4
S1 562-4 562-4 566-4 559-7
S2 557-2 557-2 565-2
S3 543-6 549-0 564-0
S4 530-2 535-4 560-3
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
5 597-0 565-4 31-4 5.5% 10-2 1.8% 7% False True 29,016
10 632-0 565-4 66-4 11.7% 10-6 1.9% 3% False True 25,867
20 702-0 565-4 136-4 24.0% 13-6 2.4% 2% False True 23,393
40 702-0 555-0 147-0 25.9% 12-0 2.1% 9% False False 15,142
60 702-0 541-4 160-4 28.3% 10-5 1.9% 16% False False 11,416
80 702-0 539-0 163-0 28.7% 9-0 1.6% 18% False False 9,022
100 702-0 539-0 163-0 28.7% 8-0 1.4% 18% False False 7,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 636-3
2.618 614-3
1.618 600-7
1.000 592-4
0.618 587-3
HIGH 579-0
0.618 573-7
0.500 572-2
0.382 570-5
LOW 565-4
0.618 557-1
1.000 552-0
1.618 543-5
2.618 530-1
4.250 508-1
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 572-2 572-6
PP 570-6 571-1
S1 569-2 569-3

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

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