CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 563-0 560-0 -3-0 -0.5% 572-0
High 566-4 565-0 -1-4 -0.3% 580-0
Low 556-0 559-0 3-0 0.5% 556-0
Close 561-4 563-0 1-4 0.3% 563-0
Range 10-4 6-0 -4-4 -42.9% 24-0
ATR 15-4 14-6 -0-5 -4.4% 0-0
Volume 53,976 29,685 -24,291 -45.0% 167,262
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 580-3 577-5 566-2
R3 574-3 571-5 564-5
R2 568-3 568-3 564-1
R1 565-5 565-5 563-4 567-0
PP 562-3 562-3 562-3 563-0
S1 559-5 559-5 562-4 561-0
S2 556-3 556-3 561-7
S3 550-3 553-5 561-3
S4 544-3 547-5 559-6
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 638-3 624-5 576-2
R3 614-3 600-5 569-5
R2 590-3 590-3 567-3
R1 576-5 576-5 565-2 571-4
PP 566-3 566-3 566-3 563-6
S1 552-5 552-5 560-6 547-4
S2 542-3 542-3 558-5
S3 518-3 528-5 556-3
S4 494-3 504-5 549-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 580-0 556-0 24-0 4.3% 9-2 1.6% 29% False False 33,452
10 610-0 556-0 54-0 9.6% 10-5 1.9% 13% False False 28,266
20 702-0 556-0 146-0 25.9% 13-1 2.3% 5% False False 26,672
40 702-0 556-0 146-0 25.9% 12-0 2.1% 5% False False 17,018
60 702-0 541-4 160-4 28.5% 10-4 1.9% 13% False False 12,682
80 702-0 540-0 162-0 28.8% 9-1 1.6% 14% False False 10,023
100 702-0 539-0 163-0 29.0% 8-1 1.4% 15% False False 8,286
120 702-0 539-0 163-0 29.0% 7-2 1.3% 15% False False 7,014
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 590-4
2.618 580-6
1.618 574-6
1.000 571-0
0.618 568-6
HIGH 565-0
0.618 562-6
0.500 562-0
0.382 561-2
LOW 559-0
0.618 555-2
1.000 553-0
1.618 549-2
2.618 543-2
4.250 533-4
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 562-5 567-4
PP 562-3 566-0
S1 562-0 564-4

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

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