CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 493-4 481-0 -12-4 -2.5% 536-0
High 494-6 491-0 -3-6 -0.8% 557-0
Low 485-0 477-0 -8-0 -1.6% 488-0
Close 485-2 490-2 5-0 1.0% 489-4
Range 9-6 14-0 4-2 43.6% 69-0
ATR 16-0 15-6 -0-1 -0.9% 0-0
Volume 65,231 50,428 -14,803 -22.7% 257,627
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 528-1 523-1 498-0
R3 514-1 509-1 494-1
R2 500-1 500-1 492-7
R1 495-1 495-1 491-4 497-5
PP 486-1 486-1 486-1 487-2
S1 481-1 481-1 489-0 483-5
S2 472-1 472-1 487-5
S3 458-1 467-1 486-3
S4 444-1 453-1 482-4
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
5 519-0 477-0 42-0 8.6% 13-5 2.8% 32% False True 57,713
10 557-0 477-0 80-0 16.3% 14-7 3.0% 17% False True 51,467
20 557-0 477-0 80-0 16.3% 15-0 3.1% 17% False True 41,998
40 599-4 477-0 122-4 25.0% 13-6 2.8% 11% False True 39,784
60 702-0 477-0 225-0 45.9% 13-5 2.8% 6% False True 32,287
80 702-0 477-0 225-0 45.9% 12-3 2.5% 6% False True 25,717
100 702-0 477-0 225-0 45.9% 11-4 2.3% 6% False True 21,218
120 702-0 477-0 225-0 45.9% 10-3 2.1% 6% False True 17,949
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 2-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 550-4
2.618 527-5
1.618 513-5
1.000 505-0
0.618 499-5
HIGH 491-0
0.618 485-5
0.500 484-0
0.382 482-3
LOW 477-0
0.618 468-3
1.000 463-0
1.618 454-3
2.618 440-3
4.250 417-4
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 488-1 489-5
PP 486-1 489-1
S1 484-0 488-4

Download as Excel Spreadsheet

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

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