CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 617-0 630-2 13-2 2.1% 633-0
High 635-0 635-0 0-0 0.0% 635-0
Low 617-0 625-0 8-0 1.3% 613-2
Close 630-6 627-2 -3-4 -0.6% 627-2
Range 18-0 10-0 -8-0 -44.4% 21-6
ATR 15-0 14-5 -0-3 -2.4% 0-0
Volume 5,111 3,670 -1,441 -28.2% 23,011
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 659-1 653-1 632-6
R3 649-1 643-1 630-0
R2 639-1 639-1 629-1
R1 633-1 633-1 628-1 631-1
PP 629-1 629-1 629-1 628-0
S1 623-1 623-1 626-3 621-1
S2 619-1 619-1 625-3
S3 609-1 613-1 624-4
S4 599-1 603-1 621-6
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 690-3 680-5 639-2
R3 668-5 658-7 633-2
R2 646-7 646-7 631-2
R1 637-1 637-1 629-2 631-1
PP 625-1 625-1 625-1 622-2
S1 615-3 615-3 625-2 609-3
S2 603-3 603-3 623-2
S3 581-5 593-5 621-2
S4 559-7 571-7 615-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 635-0 613-2 21-6 3.5% 6-7 1.1% 64% True False 4,602
10 675-4 613-2 62-2 9.9% 6-5 1.1% 22% False False 3,810
20 692-2 613-2 79-0 12.6% 6-2 1.0% 18% False False 3,311
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 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 677-4
2.618 661-1
1.618 651-1
1.000 645-0
0.618 641-1
HIGH 635-0
0.618 631-1
0.500 630-0
0.382 628-7
LOW 625-0
0.618 618-7
1.000 615-0
1.618 608-7
2.618 598-7
4.250 582-4
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 630-0 626-2
PP 629-1 625-1
S1 628-1 624-1

Download as Excel Spreadsheet

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

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