CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 651-0 618-6 -32-2 -5.0% 667-0
High 651-0 618-6 -32-2 -5.0% 667-0
Low 645-0 618-6 -26-2 -4.1% 635-0
Close 646-2 618-6 -27-4 -4.3% 646-2
Range 6-0 0-0 -6-0 -100.0% 32-0
ATR
Volume 3,474 1,265 -2,209 -63.6% 16,623
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 618-6 618-6 618-6
R3 618-6 618-6 618-6
R2 618-6 618-6 618-6
R1 618-6 618-6 618-6 618-6
PP 618-6 618-6 618-6 618-6
S1 618-6 618-6 618-6 618-6
S2 618-6 618-6 618-6
S3 618-6 618-6 618-6
S4 618-6 618-6 618-6
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 745-3 727-7 663-7
R3 713-3 695-7 655-0
R2 681-3 681-3 652-1
R1 663-7 663-7 649-1 656-5
PP 649-3 649-3 649-3 645-6
S1 631-7 631-7 643-3 624-5
S2 617-3 617-3 640-3
S3 585-3 599-7 637-4
S4 553-3 567-7 628-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 651-0 618-6 32-2 5.2% 4-6 0.8% 0% False True 3,136
10 707-0 618-6 88-2 14.3% 6-0 1.0% 0% False True 3,131
Crabel Price Patterns
NR True
NR4 False
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 0-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 618-6
2.618 618-6
1.618 618-6
1.000 618-6
0.618 618-6
HIGH 618-6
0.618 618-6
0.500 618-6
0.382 618-6
LOW 618-6
0.618 618-6
1.000 618-6
1.618 618-6
2.618 618-6
4.250 618-6
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 618-6 634-7
PP 618-6 629-4
S1 618-6 624-1

Download as Excel Spreadsheet

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

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