CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 566-0 549-0 -17-0 -3.0% 572-0
High 567-0 550-0 -17-0 -3.0% 580-0
Low 554-0 525-0 -29-0 -5.2% 556-0
Close 557-6 540-6 -17-0 -3.0% 563-0
Range 13-0 25-0 12-0 92.3% 24-0
ATR 14-5 16-0 1-2 8.8% 0-0
Volume 25,303 61,132 35,829 141.6% 167,262
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 613-5 602-1 554-4
R3 588-5 577-1 547-5
R2 563-5 563-5 545-3
R1 552-1 552-1 543-0 545-3
PP 538-5 538-5 538-5 535-2
S1 527-1 527-1 538-4 520-3
S2 513-5 513-5 536-1
S3 488-5 502-1 533-7
S4 463-5 477-1 527-0
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
5 579-0 525-0 54-0 10.0% 13-5 2.5% 29% False True 42,327
10 599-4 525-0 74-4 13.8% 12-0 2.2% 21% False True 33,603
20 681-0 525-0 156-0 28.8% 13-0 2.4% 10% False True 29,093
40 702-0 525-0 177-0 32.7% 12-0 2.2% 9% False True 18,835
60 702-0 525-0 177-0 32.7% 10-6 2.0% 9% False True 14,049
80 702-0 525-0 177-0 32.7% 9-4 1.8% 9% False True 11,078
100 702-0 525-0 177-0 32.7% 8-4 1.6% 9% False True 9,123
120 702-0 525-0 177-0 32.7% 7-4 1.4% 9% False True 7,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 656-2
2.618 615-4
1.618 590-4
1.000 575-0
0.618 565-4
HIGH 550-0
0.618 540-4
0.500 537-4
0.382 534-4
LOW 525-0
0.618 509-4
1.000 500-0
1.618 484-4
2.618 459-4
4.250 418-6
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 539-5 546-0
PP 538-5 544-2
S1 537-4 542-4

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

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