CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 519-0 498-0 -21-0 -4.0% 536-0
High 519-0 502-0 -17-0 -3.3% 557-0
Low 499-0 488-0 -11-0 -2.2% 488-0
Close 500-2 489-4 -10-6 -2.1% 489-4
Range 20-0 14-0 -6-0 -30.0% 69-0
ATR 17-1 16-7 -0-2 -1.3% 0-0
Volume 49,325 46,686 -2,639 -5.4% 257,627
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 535-1 526-3 497-2
R3 521-1 512-3 493-3
R2 507-1 507-1 492-1
R1 498-3 498-3 490-6 495-6
PP 493-1 493-1 493-1 491-7
S1 484-3 484-3 488-2 481-6
S2 479-1 479-1 486-7
S3 465-1 470-3 485-5
S4 451-1 456-3 481-6
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 718-4 673-0 527-4
R3 649-4 604-0 508-4
R2 580-4 580-4 502-1
R1 535-0 535-0 495-7 523-2
PP 511-4 511-4 511-4 505-5
S1 466-0 466-0 483-1 454-2
S2 442-4 442-4 476-7
S3 373-4 397-0 470-4
S4 304-4 328-0 451-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 557-0 488-0 69-0 14.1% 17-5 3.6% 2% False True 51,525
10 557-0 488-0 69-0 14.1% 14-5 3.0% 2% False True 40,177
20 557-0 488-0 69-0 14.1% 16-3 3.4% 2% False True 38,359
40 613-0 488-0 125-0 25.5% 13-5 2.8% 1% False True 36,435
60 702-0 488-0 214-0 43.7% 13-6 2.8% 1% False True 29,321
80 702-0 488-0 214-0 43.7% 12-1 2.5% 1% False True 23,434
100 702-0 488-0 214-0 43.7% 11-3 2.3% 1% False True 19,340
120 702-0 488-0 214-0 43.7% 10-1 2.1% 1% False True 16,380
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 561-4
2.618 538-5
1.618 524-5
1.000 516-0
0.618 510-5
HIGH 502-0
0.618 496-5
0.500 495-0
0.382 493-3
LOW 488-0
0.618 479-3
1.000 474-0
1.618 465-3
2.618 451-3
4.250 428-4
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 495-0 516-0
PP 493-1 507-1
S1 491-3 498-3

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

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