CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 498-0 489-4 -8-4 -1.7% 536-0
High 502-0 500-0 -2-0 -0.4% 557-0
Low 488-0 489-4 1-4 0.3% 488-0
Close 489-4 494-2 4-6 1.0% 489-4
Range 14-0 10-4 -3-4 -25.0% 69-0
ATR 16-7 16-3 -0-4 -2.7% 0-0
Volume 46,686 76,899 30,213 64.7% 257,627
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 526-1 520-5 500-0
R3 515-5 510-1 497-1
R2 505-1 505-1 496-1
R1 499-5 499-5 495-2 502-3
PP 494-5 494-5 494-5 496-0
S1 489-1 489-1 493-2 491-7
S2 484-1 484-1 492-3
S3 473-5 478-5 491-3
S4 463-1 468-1 488-4
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
5 551-0 488-0 63-0 12.7% 15-4 3.1% 10% False False 60,318
10 557-0 488-0 69-0 14.0% 14-7 3.0% 9% False False 45,101
20 557-0 488-0 69-0 14.0% 15-5 3.2% 9% False False 40,405
40 610-0 488-0 122-0 24.7% 13-6 2.8% 5% False False 37,719
60 702-0 488-0 214-0 43.3% 13-6 2.8% 3% False False 30,506
80 702-0 488-0 214-0 43.3% 12-2 2.5% 3% False False 24,334
100 702-0 488-0 214-0 43.3% 11-3 2.3% 3% False False 20,096
120 702-0 488-0 214-0 43.3% 10-2 2.1% 3% False False 17,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 544-5
2.618 527-4
1.618 517-0
1.000 510-4
0.618 506-4
HIGH 500-0
0.618 496-0
0.500 494-6
0.382 493-4
LOW 489-4
0.618 483-0
1.000 479-0
1.618 472-4
2.618 462-0
4.250 444-7
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 494-6 503-4
PP 494-5 500-3
S1 494-3 497-3

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

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