CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 545-0 543-0 -2-0 -0.4% 516-0
High 551-0 544-0 -7-0 -1.3% 530-0
Low 538-4 523-4 -15-0 -2.8% 505-0
Close 542-2 528-6 -13-4 -2.5% 528-2
Range 12-4 20-4 8-0 64.0% 25-0
ATR 15-6 16-1 0-3 2.1% 0-0
Volume 89,009 39,671 -49,338 -55.4% 144,148
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 593-5 581-5 540-0
R3 573-1 561-1 534-3
R2 552-5 552-5 532-4
R1 540-5 540-5 530-5 536-3
PP 532-1 532-1 532-1 530-0
S1 520-1 520-1 526-7 515-7
S2 511-5 511-5 525-0
S3 491-1 499-5 523-1
S4 470-5 479-1 517-4
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
5 557-0 514-4 42-4 8.0% 16-1 3.0% 34% False False 45,220
10 557-0 505-0 52-0 9.8% 14-6 2.8% 46% False False 39,162
20 557-0 505-0 52-0 9.8% 15-3 2.9% 46% False False 37,348
40 640-0 505-0 135-0 25.5% 13-4 2.6% 18% False False 35,843
60 702-0 505-0 197-0 37.3% 13-4 2.6% 12% False False 27,979
80 702-0 505-0 197-0 37.3% 11-6 2.2% 12% False False 22,337
100 702-0 505-0 197-0 37.3% 11-1 2.1% 12% False False 18,419
120 702-0 505-0 197-0 37.3% 10-0 1.9% 12% False False 15,602
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 3-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 631-1
2.618 597-5
1.618 577-1
1.000 564-4
0.618 556-5
HIGH 544-0
0.618 536-1
0.500 533-6
0.382 531-3
LOW 523-4
0.618 510-7
1.000 503-0
1.618 490-3
2.618 469-7
4.250 436-3
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 533-6 540-2
PP 532-1 536-3
S1 530-3 532-5

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

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