CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 476-0 470-0 -6-0 -1.3% 489-4
High 484-4 473-0 -11-4 -2.4% 500-0
Low 476-0 467-4 -8-4 -1.8% 476-0
Close 481-6 471-6 -10-0 -2.1% 481-6
Range 8-4 5-4 -3-0 -35.3% 24-0
ATR 14-7 14-7 0-0 -0.3% 0-0
Volume 43,190 30,316 -12,874 -29.8% 278,459
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 487-2 485-0 474-6
R3 481-6 479-4 473-2
R2 476-2 476-2 472-6
R1 474-0 474-0 472-2 475-1
PP 470-6 470-6 470-6 471-2
S1 468-4 468-4 471-2 469-5
S2 465-2 465-2 470-6
S3 459-6 463-0 470-2
S4 454-2 457-4 468-6
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 557-7 543-7 495-0
R3 533-7 519-7 488-3
R2 509-7 509-7 486-1
R1 495-7 495-7 484-0 490-7
PP 485-7 485-7 485-7 483-4
S1 471-7 471-7 479-4 466-7
S2 461-7 461-7 477-3
S3 437-7 447-7 475-1
S4 413-7 423-7 468-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 494-6 467-4 27-2 5.8% 9-5 2.0% 16% False True 46,375
10 551-0 467-4 83-4 17.7% 12-5 2.7% 5% False True 53,346
20 557-0 467-4 89-4 19.0% 13-3 2.8% 5% False True 42,764
40 580-0 467-4 112-4 23.8% 13-4 2.9% 4% False True 40,631
60 702-0 467-4 234-4 49.7% 13-5 2.9% 2% False True 33,848
80 702-0 467-4 234-4 49.7% 12-5 2.7% 2% False True 27,016
100 702-0 467-4 234-4 49.7% 11-4 2.4% 2% False True 22,337
120 702-0 467-4 234-4 49.7% 10-4 2.2% 2% False True 18,894
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 496-3
2.618 487-3
1.618 481-7
1.000 478-4
0.618 476-3
HIGH 473-0
0.618 470-7
0.500 470-2
0.382 469-5
LOW 467-4
0.618 464-1
1.000 462-0
1.618 458-5
2.618 453-1
4.250 444-1
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 471-2 479-4
PP 470-6 476-7
S1 470-2 474-3

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

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