CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 538-0 529-4 -8-4 -1.6% 517-0
High 542-0 530-4 -11-4 -2.1% 549-0
Low 531-0 514-0 -17-0 -3.2% 517-0
Close 534-6 522-0 -12-6 -2.4% 541-6
Range 11-0 16-4 5-4 50.0% 32-0
ATR 15-5 16-0 0-3 2.4% 0-0
Volume 31,287 27,603 -3,684 -11.8% 192,589
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 571-5 563-3 531-1
R3 555-1 546-7 526-4
R2 538-5 538-5 525-0
R1 530-3 530-3 523-4 526-2
PP 522-1 522-1 522-1 520-1
S1 513-7 513-7 520-4 509-6
S2 505-5 505-5 519-0
S3 489-1 497-3 517-4
S4 472-5 480-7 512-7
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 631-7 618-7 559-3
R3 599-7 586-7 550-4
R2 567-7 567-7 547-5
R1 554-7 554-7 544-5 561-3
PP 535-7 535-7 535-7 539-2
S1 522-7 522-7 538-7 529-3
S2 503-7 503-7 535-7
S3 471-7 490-7 533-0
S4 439-7 458-7 524-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 553-0 514-0 39-0 7.5% 16-7 3.2% 21% False True 31,956
10 553-0 514-0 39-0 7.5% 15-7 3.0% 21% False True 35,535
20 579-0 512-0 67-0 12.8% 14-0 2.7% 15% False False 39,340
40 702-0 512-0 190-0 36.4% 13-7 2.7% 5% False False 30,478
60 702-0 512-0 190-0 36.4% 12-4 2.4% 5% False False 22,620
80 702-0 512-0 190-0 36.4% 11-2 2.2% 5% False False 17,910
100 702-0 512-0 190-0 36.4% 9-7 1.9% 5% False False 14,680
120 702-0 512-0 190-0 36.4% 8-7 1.7% 5% False False 12,450
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 2-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 600-5
2.618 573-6
1.618 557-2
1.000 547-0
0.618 540-6
HIGH 530-4
0.618 524-2
0.500 522-2
0.382 520-2
LOW 514-0
0.618 503-6
1.000 497-4
1.618 487-2
2.618 470-6
4.250 443-7
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 522-2 533-4
PP 522-1 529-5
S1 522-1 525-7

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

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