CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 481-0 489-4 8-4 1.8% 536-0
High 491-0 491-4 0-4 0.1% 557-0
Low 477-0 481-0 4-0 0.8% 488-0
Close 490-2 481-4 -8-6 -1.8% 489-4
Range 14-0 10-4 -3-4 -25.0% 69-0
ATR 15-6 15-3 -0-3 -2.4% 0-0
Volume 50,428 42,711 -7,717 -15.3% 257,627
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 516-1 509-3 487-2
R3 505-5 498-7 484-3
R2 495-1 495-1 483-3
R1 488-3 488-3 482-4 486-4
PP 484-5 484-5 484-5 483-6
S1 477-7 477-7 480-4 476-0
S2 474-1 474-1 479-5
S3 463-5 467-3 478-5
S4 453-1 456-7 475-6
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
5 502-0 477-0 25-0 5.2% 11-6 2.4% 18% False False 56,391
10 557-0 477-0 80-0 16.6% 14-5 3.0% 6% False False 53,071
20 557-0 477-0 80-0 16.6% 14-5 3.0% 6% False False 42,245
40 597-0 477-0 120-0 24.9% 13-5 2.8% 4% False False 40,331
60 702-0 477-0 225-0 46.7% 13-6 2.8% 2% False False 32,827
80 702-0 477-0 225-0 46.7% 12-5 2.6% 2% False False 26,167
100 702-0 477-0 225-0 46.7% 11-4 2.4% 2% False False 21,637
120 702-0 477-0 225-0 46.7% 10-4 2.2% 2% False False 18,299
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 536-1
2.618 519-0
1.618 508-4
1.000 502-0
0.618 498-0
HIGH 491-4
0.618 487-4
0.500 486-2
0.382 485-0
LOW 481-0
0.618 474-4
1.000 470-4
1.618 464-0
2.618 453-4
4.250 436-3
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 486-2 485-7
PP 484-5 484-3
S1 483-1 483-0

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

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