CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 633-0 625-0 -8-0 -1.3% 668-4
High 633-0 626-4 -6-4 -1.0% 675-4
Low 629-0 624-0 -5-0 -0.8% 635-4
Close 633-0 621-4 -11-4 -1.8% 635-4
Range 4-0 2-4 -1-4 -37.5% 40-0
ATR 15-4 15-0 -0-4 -3.0% 0-0
Volume 7,590 4,269 -3,321 -43.8% 15,096
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 631-4 629-0 622-7
R3 629-0 626-4 622-2
R2 626-4 626-4 622-0
R1 624-0 624-0 621-6 624-0
PP 624-0 624-0 624-0 624-0
S1 621-4 621-4 621-2 621-4
S2 621-4 621-4 621-0
S3 619-0 619-0 620-6
S4 616-4 616-4 620-1
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 768-7 742-1 657-4
R3 728-7 702-1 646-4
R2 688-7 688-7 642-7
R1 662-1 662-1 639-1 655-4
PP 648-7 648-7 648-7 645-4
S1 622-1 622-1 631-7 615-4
S2 608-7 608-7 628-1
S3 568-7 582-1 624-4
S4 528-7 542-1 613-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668-4 624-0 44-4 7.2% 3-1 0.5% -6% False True 3,963
10 675-4 624-0 51-4 8.3% 4-0 0.7% -5% False True 3,548
20 707-0 618-6 88-2 14.2% 5-0 0.8% 3% False False 3,340
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 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 637-1
2.618 633-0
1.618 630-4
1.000 629-0
0.618 628-0
HIGH 626-4
0.618 625-4
0.500 625-2
0.382 625-0
LOW 624-0
0.618 622-4
1.000 621-4
1.618 620-0
2.618 617-4
4.250 613-3
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 625-2 634-2
PP 624-0 630-0
S1 622-6 625-6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.