CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 538-0 530-0 -8-0 -1.5% 520-0
High 548-0 549-0 1-0 0.2% 529-0
Low 530-0 530-0 0-0 0.0% 512-0
Close 534-6 533-2 -1-4 -0.3% 518-6
Range 18-0 19-0 1-0 5.6% 17-0
ATR 15-1 15-3 0-2 1.8% 0-0
Volume 35,375 37,769 2,394 6.8% 185,156
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 594-3 582-7 543-6
R3 575-3 563-7 538-4
R2 556-3 556-3 536-6
R1 544-7 544-7 535-0 550-5
PP 537-3 537-3 537-3 540-2
S1 525-7 525-7 531-4 531-5
S2 518-3 518-3 529-6
S3 499-3 506-7 528-0
S4 480-3 487-7 522-6
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 570-7 561-7 528-1
R3 553-7 544-7 523-3
R2 536-7 536-7 521-7
R1 527-7 527-7 520-2 523-7
PP 519-7 519-7 519-7 518-0
S1 510-7 510-7 517-2 506-7
S2 502-7 502-7 515-5
S3 485-7 493-7 514-1
S4 468-7 476-7 509-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 549-0 515-0 34-0 6.4% 17-1 3.2% 54% True False 39,422
10 549-0 512-0 37-0 6.9% 13-2 2.5% 57% True False 39,023
20 597-0 512-0 85-0 15.9% 12-6 2.4% 25% False False 38,416
40 702-0 512-0 190-0 35.6% 13-2 2.5% 11% False False 28,118
60 702-0 512-0 190-0 35.6% 11-7 2.2% 11% False False 20,808
80 702-0 512-0 190-0 35.6% 10-6 2.0% 11% False False 16,485
100 702-0 512-0 190-0 35.6% 9-6 1.8% 11% False False 13,510
120 702-0 512-0 190-0 35.6% 8-3 1.6% 11% False False 11,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 629-6
2.618 598-6
1.618 579-6
1.000 568-0
0.618 560-6
HIGH 549-0
0.618 541-6
0.500 539-4
0.382 537-2
LOW 530-0
0.618 518-2
1.000 511-0
1.618 499-2
2.618 480-2
4.250 449-2
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 539-4 537-4
PP 537-3 536-1
S1 535-3 534-5

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

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