CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 529-4 527-0 -2-4 -0.5% 517-0
High 530-4 538-0 7-4 1.4% 549-0
Low 514-0 520-0 6-0 1.2% 517-0
Close 522-0 531-6 9-6 1.9% 541-6
Range 16-4 18-0 1-4 9.1% 32-0
ATR 16-0 16-1 0-1 0.9% 0-0
Volume 27,603 49,286 21,683 78.6% 192,589
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 583-7 575-7 541-5
R3 565-7 557-7 536-6
R2 547-7 547-7 535-0
R1 539-7 539-7 533-3 543-7
PP 529-7 529-7 529-7 532-0
S1 521-7 521-7 530-1 525-7
S2 511-7 511-7 528-4
S3 493-7 503-7 526-6
S4 475-7 485-7 521-7
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 7.3% 16-6 3.1% 46% False False 34,259
10 553-0 514-0 39-0 7.3% 16-7 3.2% 46% False False 36,841
20 567-0 512-0 55-0 10.3% 14-2 2.7% 36% False False 39,727
40 702-0 512-0 190-0 35.7% 14-0 2.6% 10% False False 31,560
60 702-0 512-0 190-0 35.7% 12-6 2.4% 10% False False 23,337
80 702-0 512-0 190-0 35.7% 11-4 2.2% 10% False False 18,494
100 702-0 512-0 190-0 35.7% 10-0 1.9% 10% False False 15,163
120 702-0 512-0 190-0 35.7% 9-0 1.7% 10% False False 12,855
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 3-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 614-4
2.618 585-1
1.618 567-1
1.000 556-0
0.618 549-1
HIGH 538-0
0.618 531-1
0.500 529-0
0.382 526-7
LOW 520-0
0.618 508-7
1.000 502-0
1.618 490-7
2.618 472-7
4.250 443-4
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 530-7 530-4
PP 529-7 529-2
S1 529-0 528-0

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

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