CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 668-4 656-4 -12-0 -1.8% 618-6
High 675-4 661-0 -14-4 -2.1% 651-2
Low 657-0 656-4 -0-4 -0.1% 618-6
Close 660-2 653-0 -7-2 -1.1% 651-2
Range 18-4 4-4 -14-0 -75.7% 32-4
ATR 17-4 16-4 -0-7 -5.3% 0-0
Volume 4,200 2,940 -1,260 -30.0% 9,794
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 670-3 666-1 655-4
R3 665-7 661-5 654-2
R2 661-3 661-3 653-7
R1 657-1 657-1 653-3 657-0
PP 656-7 656-7 656-7 656-6
S1 652-5 652-5 652-5 652-4
S2 652-3 652-3 652-1
S3 647-7 648-1 651-6
S4 643-3 643-5 650-4
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 737-7 727-1 669-1
R3 705-3 694-5 660-2
R2 672-7 672-7 657-2
R1 662-1 662-1 654-2 667-4
PP 640-3 640-3 640-3 643-1
S1 629-5 629-5 648-2 635-0
S2 607-7 607-7 645-2
S3 575-3 597-1 642-2
S4 542-7 564-5 633-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 675-4 625-0 50-4 7.7% 5-0 0.8% 55% False False 3,133
10 675-4 618-6 56-6 8.7% 4-7 0.7% 60% False False 3,135
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 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680-1
2.618 672-6
1.618 668-2
1.000 665-4
0.618 663-6
HIGH 661-0
0.618 659-2
0.500 658-6
0.382 658-2
LOW 656-4
0.618 653-6
1.000 652-0
1.618 649-2
2.618 644-6
4.250 637-3
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 658-6 663-3
PP 656-7 659-7
S1 654-7 656-4

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

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