CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 514-0 521-0 7-0 1.4% 549-0
High 517-0 527-0 10-0 1.9% 553-0
Low 505-0 514-4 9-4 1.9% 514-0
Close 511-4 516-2 4-6 0.9% 516-2
Range 12-0 12-4 0-4 4.2% 39-0
ATR 15-1 15-1 0-0 0.2% 0-0
Volume 29,740 26,669 -3,071 -10.3% 172,834
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 556-6 549-0 523-1
R3 544-2 536-4 519-6
R2 531-6 531-6 518-4
R1 524-0 524-0 517-3 521-5
PP 519-2 519-2 519-2 518-0
S1 511-4 511-4 515-1 509-1
S2 506-6 506-6 514-0
S3 494-2 499-0 512-6
S4 481-6 486-4 509-3
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
5 533-0 505-0 28-0 5.4% 12-3 2.4% 40% False False 28,580
10 553-0 505-0 48-0 9.3% 14-4 2.8% 23% False False 31,419
20 553-0 505-0 48-0 9.3% 13-7 2.7% 23% False False 35,221
40 666-0 505-0 161-0 31.2% 12-7 2.5% 7% False False 33,281
60 702-0 505-0 197-0 38.2% 12-7 2.5% 6% False False 25,278
80 702-0 505-0 197-0 38.2% 11-5 2.3% 6% False False 20,075
100 702-0 505-0 197-0 38.2% 10-4 2.0% 6% False False 16,524
120 702-0 505-0 197-0 38.2% 9-4 1.8% 6% False False 13,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 580-1
2.618 559-6
1.618 547-2
1.000 539-4
0.618 534-6
HIGH 527-0
0.618 522-2
0.500 520-6
0.382 519-2
LOW 514-4
0.618 506-6
1.000 502-0
1.618 494-2
2.618 481-6
4.250 461-3
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 520-6 516-1
PP 519-2 516-1
S1 517-6 516-0

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

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