CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 514-0 522-0 8-0 1.6% 566-0
High 522-0 529-0 7-0 1.3% 567-0
Low 514-0 521-4 7-4 1.5% 525-0
Close 517-2 522-2 5-0 1.0% 529-0
Range 8-0 7-4 -0-4 -6.3% 42-0
ATR 14-4 14-3 -0-2 -1.4% 0-0
Volume 45,930 36,233 -9,697 -21.1% 196,879
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 546-6 542-0 526-3
R3 539-2 534-4 524-2
R2 531-6 531-6 523-5
R1 527-0 527-0 523-0 529-3
PP 524-2 524-2 524-2 525-4
S1 519-4 519-4 521-4 521-7
S2 516-6 516-6 520-7
S3 509-2 512-0 520-2
S4 501-6 504-4 518-1
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 666-3 639-5 552-1
R3 624-3 597-5 540-4
R2 582-3 582-3 536-6
R1 555-5 555-5 532-7 548-0
PP 540-3 540-3 540-3 536-4
S1 513-5 513-5 525-1 506-0
S2 498-3 498-3 521-2
S3 456-3 471-5 517-4
S4 414-3 429-5 505-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 537-0 512-0 25-0 4.8% 9-3 1.8% 41% False False 38,624
10 567-0 512-0 55-0 10.5% 11-5 2.2% 19% False False 42,613
20 632-0 512-0 120-0 23.0% 11-2 2.1% 9% False False 34,240
40 702-0 512-0 190-0 36.4% 12-4 2.4% 5% False False 24,038
60 702-0 512-0 190-0 36.4% 10-6 2.0% 5% False False 17,882
80 702-0 512-0 190-0 36.4% 10-1 1.9% 5% False False 14,120
100 702-0 512-0 190-0 36.4% 9-0 1.7% 5% False False 11,603
120 702-0 512-0 190-0 36.4% 7-5 1.5% 5% False False 9,825
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 560-7
2.618 548-5
1.618 541-1
1.000 536-4
0.618 533-5
HIGH 529-0
0.618 526-1
0.500 525-2
0.382 524-3
LOW 521-4
0.618 516-7
1.000 514-0
1.618 509-3
2.618 501-7
4.250 489-5
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 525-2 521-5
PP 524-2 521-1
S1 523-2 520-4

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

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