CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 520-0 536-0 16-0 3.1% 516-0
High 530-0 557-0 27-0 5.1% 530-0
Low 516-0 536-0 20-0 3.9% 505-0
Close 528-2 549-2 21-0 4.0% 528-2
Range 14-0 21-0 7-0 50.0% 25-0
ATR 15-0 16-0 1-0 6.5% 0-0
Volume 37,819 32,936 -4,883 -12.9% 144,148
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 610-3 600-7 560-6
R3 589-3 579-7 555-0
R2 568-3 568-3 553-1
R1 558-7 558-7 551-1 563-5
PP 547-3 547-3 547-3 549-6
S1 537-7 537-7 547-3 542-5
S2 526-3 526-3 545-3
S3 505-3 516-7 543-4
S4 484-3 495-7 537-6
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 596-1 587-1 542-0
R3 571-1 562-1 535-1
R2 546-1 546-1 532-7
R1 537-1 537-1 530-4 541-5
PP 521-1 521-1 521-1 523-2
S1 512-1 512-1 526-0 516-5
S2 496-1 496-1 523-5
S3 471-1 487-1 521-3
S4 446-1 462-1 514-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 557-0 505-0 52-0 9.5% 14-2 2.6% 85% True False 29,885
10 557-0 505-0 52-0 9.5% 14-2 2.6% 85% True False 32,183
20 557-0 505-0 52-0 9.5% 14-6 2.7% 85% True False 34,714
40 643-0 505-0 138-0 25.1% 13-3 2.4% 32% False False 33,831
60 702-0 505-0 197-0 35.9% 13-2 2.4% 22% False False 26,332
80 702-0 505-0 197-0 35.9% 11-5 2.1% 22% False False 20,855
100 702-0 505-0 197-0 35.9% 10-7 2.0% 22% False False 17,196
120 702-0 505-0 197-0 35.9% 9-6 1.8% 22% False False 14,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 646-2
2.618 612-0
1.618 591-0
1.000 578-0
0.618 570-0
HIGH 557-0
0.618 549-0
0.500 546-4
0.382 544-0
LOW 536-0
0.618 523-0
1.000 515-0
1.618 502-0
2.618 481-0
4.250 446-6
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 548-3 544-6
PP 547-3 540-2
S1 546-4 535-6

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

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