CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 578-0 563-0 -15-0 -2.6% 597-0
High 579-0 566-4 -12-4 -2.2% 610-0
Low 565-4 556-0 -9-4 -1.7% 583-0
Close 567-6 561-4 -6-2 -1.1% 584-4
Range 13-4 10-4 -3-0 -22.2% 27-0
ATR 15-6 15-4 -0-2 -1.8% 0-0
Volume 41,541 53,976 12,435 29.9% 115,405
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 592-7 587-5 567-2
R3 582-3 577-1 564-3
R2 571-7 571-7 563-3
R1 566-5 566-5 562-4 564-0
PP 561-3 561-3 561-3 560-0
S1 556-1 556-1 560-4 553-4
S2 550-7 550-7 559-5
S3 540-3 545-5 558-5
S4 529-7 535-1 555-6
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
5 593-0 556-0 37-0 6.6% 10-0 1.8% 15% False True 31,143
10 613-0 556-0 57-0 10.2% 10-5 1.9% 10% False True 27,849
20 702-0 556-0 146-0 26.0% 13-0 2.3% 4% False True 25,830
40 702-0 556-0 146-0 26.0% 12-1 2.2% 4% False True 16,395
60 702-0 541-4 160-4 28.6% 10-4 1.9% 12% False False 12,267
80 702-0 540-0 162-0 28.9% 9-0 1.6% 13% False False 9,677
100 702-0 539-0 163-0 29.0% 8-0 1.4% 14% False False 8,006
120 702-0 539-0 163-0 29.0% 7-2 1.3% 14% False False 6,769
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 611-1
2.618 594-0
1.618 583-4
1.000 577-0
0.618 573-0
HIGH 566-4
0.618 562-4
0.500 561-2
0.382 560-0
LOW 556-0
0.618 549-4
1.000 545-4
1.618 539-0
2.618 528-4
4.250 511-3
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 561-3 568-0
PP 561-3 565-7
S1 561-2 563-5

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

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