CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 457-0 448-2 -8-6 -1.9% 463-0
High 458-4 452-0 -6-4 -1.4% 488-0
Low 457-0 448-2 -8-6 -1.9% 460-0
Close 457-0 451-2 -5-6 -1.3% 467-0
Range 1-4 3-6 2-2 150.0% 28-0
ATR 13-6 13-4 -0-3 -2.6% 0-0
Volume 10,015 5,823 -4,192 -41.9% 86,035
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 461-6 460-2 453-2
R3 458-0 456-4 452-2
R2 454-2 454-2 452-0
R1 452-6 452-6 451-5 453-4
PP 450-4 450-4 450-4 450-7
S1 449-0 449-0 450-7 449-6
S2 446-6 446-6 450-4
S3 443-0 445-2 450-2
S4 439-2 441-4 449-2
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 555-5 539-3 482-3
R3 527-5 511-3 474-6
R2 499-5 499-5 472-1
R1 483-3 483-3 469-5 491-4
PP 471-5 471-5 471-5 475-6
S1 455-3 455-3 464-3 463-4
S2 443-5 443-5 461-7
S3 415-5 427-3 459-2
S4 387-5 399-3 451-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 480-0 448-2 31-6 7.0% 9-5 2.1% 9% False True 14,966
10 488-0 448-2 39-6 8.8% 11-7 2.6% 8% False True 15,792
20 502-0 448-2 53-6 11.9% 11-1 2.5% 6% False True 29,517
40 557-0 448-2 108-6 24.1% 13-4 3.0% 3% False True 33,760
60 632-0 448-2 183-6 40.7% 12-6 2.8% 2% False True 33,920
80 702-0 448-2 253-6 56.2% 13-0 2.9% 1% False True 28,899
100 702-0 448-2 253-6 56.2% 11-7 2.6% 1% False True 24,233
120 702-0 448-2 253-6 56.2% 11-2 2.5% 1% False True 20,666
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 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 468-0
2.618 461-7
1.618 458-1
1.000 455-6
0.618 454-3
HIGH 452-0
0.618 450-5
0.500 450-1
0.382 449-5
LOW 448-2
0.618 445-7
1.000 444-4
1.618 442-1
2.618 438-3
4.250 432-2
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 450-7 456-5
PP 450-4 454-7
S1 450-1 453-0

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

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