CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 438-2 432-4 -5-6 -1.3% 460-4
High 442-0 432-4 -9-4 -2.1% 471-0
Low 431-4 429-0 -2-4 -0.6% 444-0
Close 431-4 429-0 -2-4 -0.6% 444-0
Range 10-4 3-4 -7-0 -66.7% 27-0
ATR 13-0 12-2 -0-5 -5.2% 0-0
Volume 1,346 777 -569 -42.3% 63,529
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 440-5 438-3 430-7
R3 437-1 434-7 430-0
R2 433-5 433-5 429-5
R1 431-3 431-3 429-3 430-6
PP 430-1 430-1 430-1 429-7
S1 427-7 427-7 428-5 427-2
S2 426-5 426-5 428-3
S3 423-1 424-3 428-0
S4 419-5 420-7 427-1
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 534-0 516-0 458-7
R3 507-0 489-0 451-3
R2 480-0 480-0 449-0
R1 462-0 462-0 446-4 457-4
PP 453-0 453-0 453-0 450-6
S1 435-0 435-0 441-4 430-4
S2 426-0 426-0 439-0
S3 399-0 408-0 436-5
S4 372-0 381-0 429-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 458-4 429-0 29-4 6.9% 4-7 1.1% 0% False True 4,170
10 482-0 429-0 53-0 12.4% 9-1 2.1% 0% False True 11,178
20 491-4 429-0 62-4 14.6% 10-3 2.4% 0% False True 20,327
40 557-0 429-0 128-0 29.8% 12-7 3.0% 0% False True 30,786
60 610-0 429-0 181-0 42.2% 12-5 3.0% 0% False True 32,734
80 702-0 429-0 273-0 63.6% 12-7 3.0% 0% False True 28,698
100 702-0 429-0 273-0 63.6% 12-0 2.8% 0% False True 24,155
120 702-0 429-0 273-0 63.6% 11-2 2.6% 0% False True 20,659
Crabel Price Patterns
NR True
NR4 True
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 1-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 447-3
2.618 441-5
1.618 438-1
1.000 436-0
0.618 434-5
HIGH 432-4
0.618 431-1
0.500 430-6
0.382 430-3
LOW 429-0
0.618 426-7
1.000 425-4
1.618 423-3
2.618 419-7
4.250 414-1
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 430-6 439-0
PP 430-1 435-5
S1 429-5 432-3

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

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