CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 545-0 528-0 -17-0 -3.1% 572-0
High 545-4 537-0 -8-4 -1.6% 580-0
Low 530-4 528-0 -2-4 -0.5% 556-0
Close 535-4 529-0 -6-4 -1.2% 563-0
Range 15-0 9-0 -6-0 -40.0% 24-0
ATR 15-7 15-3 -0-4 -3.1% 0-0
Volume 62,920 47,524 -15,396 -24.5% 167,262
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 558-3 552-5 534-0
R3 549-3 543-5 531-4
R2 540-3 540-3 530-5
R1 534-5 534-5 529-7 537-4
PP 531-3 531-3 531-3 532-6
S1 525-5 525-5 528-1 528-4
S2 522-3 522-3 527-3
S3 513-3 516-5 526-4
S4 504-3 507-5 524-0
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
5 567-0 525-0 42-0 7.9% 13-5 2.6% 10% False False 45,312
10 593-0 525-0 68-0 12.9% 11-6 2.2% 6% False False 38,227
20 655-0 525-0 130-0 24.6% 11-7 2.2% 3% False False 32,376
40 702-0 525-0 177-0 33.5% 12-4 2.4% 2% False False 21,425
60 702-0 525-0 177-0 33.5% 10-5 2.0% 2% False False 15,772
80 702-0 525-0 177-0 33.5% 9-6 1.8% 2% False False 12,426
100 702-0 525-0 177-0 33.5% 8-6 1.6% 2% False False 10,211
120 702-0 525-0 177-0 33.5% 7-5 1.4% 2% False False 8,631
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 575-2
2.618 560-4
1.618 551-4
1.000 546-0
0.618 542-4
HIGH 537-0
0.618 533-4
0.500 532-4
0.382 531-4
LOW 528-0
0.618 522-4
1.000 519-0
1.618 513-4
2.618 504-4
4.250 489-6
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 532-4 537-4
PP 531-3 534-5
S1 530-1 531-7

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

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