CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 428-6 433-0 4-2 1.0% 438-2
High 432-6 441-6 9-0 2.1% 442-0
Low 428-6 433-0 4-2 1.0% 428-6
Close 432-6 441-6 9-0 2.1% 441-6
Range 4-0 8-6 4-6 118.8% 13-2
ATR 11-6 11-4 -0-2 -1.6% 0-0
Volume 333 281 -52 -15.6% 2,737
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 465-1 462-1 446-4
R3 456-3 453-3 444-1
R2 447-5 447-5 443-3
R1 444-5 444-5 442-4 446-1
PP 438-7 438-7 438-7 439-4
S1 435-7 435-7 441-0 437-3
S2 430-1 430-1 440-1
S3 421-3 427-1 439-3
S4 412-5 418-3 437-0
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 477-2 472-6 449-0
R3 464-0 459-4 445-3
R2 450-6 450-6 444-1
R1 446-2 446-2 443-0 448-4
PP 437-4 437-4 437-4 438-5
S1 433-0 433-0 440-4 435-2
S2 424-2 424-2 439-3
S3 411-0 419-6 438-1
S4 397-6 406-4 434-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 449-0 428-6 20-2 4.6% 6-3 1.4% 64% False False 1,126
10 480-0 428-6 51-2 11.6% 8-0 1.8% 25% False False 8,046
20 488-0 428-6 59-2 13.4% 9-6 2.2% 22% False False 15,700
40 557-0 428-6 128-2 29.0% 12-2 2.8% 10% False False 28,973
60 597-0 428-6 168-2 38.1% 12-3 2.8% 8% False False 32,121
80 702-0 428-6 273-2 61.9% 12-6 2.9% 5% False False 28,545
100 702-0 428-6 273-2 61.9% 12-0 2.7% 5% False False 24,074
120 702-0 428-6 273-2 61.9% 11-2 2.5% 5% False False 20,648
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 479-0
2.618 464-5
1.618 455-7
1.000 450-4
0.618 447-1
HIGH 441-6
0.618 438-3
0.500 437-3
0.382 436-3
LOW 433-0
0.618 427-5
1.000 424-2
1.618 418-7
2.618 410-1
4.250 395-6
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 440-2 439-5
PP 438-7 437-3
S1 437-3 435-2

Download as Excel Spreadsheet

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

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