CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 516-0 519-0 3-0 0.6% 549-0
High 522-0 527-0 5-0 1.0% 553-0
Low 514-0 515-0 1-0 0.2% 514-0
Close 520-4 516-2 -4-2 -0.8% 516-2
Range 8-0 12-0 4-0 50.0% 39-0
ATR 15-5 15-3 -0-2 -1.7% 0-0
Volume 27,659 22,261 -5,398 -19.5% 172,834
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 555-3 547-7 522-7
R3 543-3 535-7 519-4
R2 531-3 531-3 518-4
R1 523-7 523-7 517-3 521-5
PP 519-3 519-3 519-3 518-2
S1 511-7 511-7 515-1 509-5
S2 507-3 507-3 514-0
S3 495-3 499-7 513-0
S4 483-3 487-7 509-5
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 644-6 619-4 537-6
R3 605-6 580-4 527-0
R2 566-6 566-6 523-3
R1 541-4 541-4 519-7 534-5
PP 527-6 527-6 527-6 524-2
S1 502-4 502-4 512-5 495-5
S2 488-6 488-6 509-1
S3 449-6 463-4 505-4
S4 410-6 424-4 494-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 538-0 514-0 24-0 4.6% 14-3 2.8% 9% False False 32,676
10 553-0 514-0 39-0 7.6% 15-6 3.1% 6% False False 33,093
20 553-0 512-0 41-0 7.9% 14-6 2.8% 10% False False 38,603
40 700-0 512-0 188-0 36.4% 13-5 2.6% 2% False False 32,872
60 702-0 512-0 190-0 36.8% 12-6 2.5% 2% False False 24,543
80 702-0 512-0 190-0 36.8% 11-5 2.2% 2% False False 19,466
100 702-0 512-0 190-0 36.8% 10-3 2.0% 2% False False 15,978
120 702-0 512-0 190-0 36.8% 9-2 1.8% 2% False False 13,543
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 4-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 578-0
2.618 558-3
1.618 546-3
1.000 539-0
0.618 534-3
HIGH 527-0
0.618 522-3
0.500 521-0
0.382 519-5
LOW 515-0
0.618 507-5
1.000 503-0
1.618 495-5
2.618 483-5
4.250 464-0
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 521-0 523-4
PP 519-3 521-1
S1 517-7 518-5

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

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