CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 489-4 493-4 4-0 0.8% 536-0
High 500-0 494-6 -5-2 -1.1% 557-0
Low 489-4 485-0 -4-4 -0.9% 488-0
Close 494-2 485-2 -9-0 -1.8% 489-4
Range 10-4 9-6 -0-6 -7.1% 69-0
ATR 16-3 16-0 -0-4 -2.9% 0-0
Volume 76,899 65,231 -11,668 -15.2% 257,627
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 517-5 511-1 490-5
R3 507-7 501-3 487-7
R2 498-1 498-1 487-0
R1 491-5 491-5 486-1 490-0
PP 488-3 488-3 488-3 487-4
S1 481-7 481-7 484-3 480-2
S2 478-5 478-5 483-4
S3 468-7 472-1 482-5
S4 459-1 462-3 479-7
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
5 544-0 485-0 59-0 12.2% 15-0 3.1% 0% False True 55,562
10 557-0 485-0 72-0 14.8% 14-5 3.0% 0% False True 49,398
20 557-0 485-0 72-0 14.8% 15-2 3.1% 0% False True 41,245
40 610-0 485-0 125-0 25.8% 13-6 2.8% 0% False True 38,937
60 702-0 485-0 217-0 44.7% 13-6 2.8% 0% False True 31,489
80 702-0 485-0 217-0 44.7% 12-3 2.5% 0% False True 25,112
100 702-0 485-0 217-0 44.7% 11-3 2.4% 0% False True 20,725
120 702-0 485-0 217-0 44.7% 10-3 2.1% 0% False True 17,541
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 536-2
2.618 520-2
1.618 510-4
1.000 504-4
0.618 500-6
HIGH 494-6
0.618 491-0
0.500 489-7
0.382 488-6
LOW 485-0
0.618 479-0
1.000 475-2
1.618 469-2
2.618 459-4
4.250 443-4
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 489-7 493-4
PP 488-3 490-6
S1 486-6 488-0

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

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