CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 470-0 469-0 -1-0 -0.2% 489-4
High 473-0 473-4 0-4 0.1% 500-0
Low 467-4 469-0 1-4 0.3% 476-0
Close 471-6 470-4 -1-2 -0.3% 481-6
Range 5-4 4-4 -1-0 -18.2% 24-0
ATR 14-7 14-1 -0-6 -5.0% 0-0
Volume 30,316 27,468 -2,848 -9.4% 278,459
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 484-4 482-0 473-0
R3 480-0 477-4 471-6
R2 475-4 475-4 471-3
R1 473-0 473-0 470-7 474-2
PP 471-0 471-0 471-0 471-5
S1 468-4 468-4 470-1 469-6
S2 466-4 466-4 469-5
S3 462-0 464-0 469-2
S4 457-4 459-4 468-0
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
5 491-4 467-4 24-0 5.1% 8-5 1.8% 13% False False 38,822
10 544-0 467-4 76-4 16.3% 11-6 2.5% 4% False False 47,192
20 557-0 467-4 89-4 19.0% 13-1 2.8% 3% False False 42,573
40 580-0 467-4 112-4 23.9% 13-3 2.8% 3% False False 40,881
60 702-0 467-4 234-4 49.8% 13-4 2.9% 1% False False 34,199
80 702-0 467-4 234-4 49.8% 12-5 2.7% 1% False False 27,317
100 702-0 467-4 234-4 49.8% 11-4 2.4% 1% False False 22,578
120 702-0 467-4 234-4 49.8% 10-3 2.2% 1% False False 19,116
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 492-5
2.618 485-2
1.618 480-6
1.000 478-0
0.618 476-2
HIGH 473-4
0.618 471-6
0.500 471-2
0.382 470-6
LOW 469-0
0.618 466-2
1.000 464-4
1.618 461-6
2.618 457-2
4.250 449-7
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 471-2 476-0
PP 471-0 474-1
S1 470-6 472-3

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

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