CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 622-4 614-4 -8-0 -1.3% 633-0
High 631-2 627-4 -3-6 -0.6% 635-0
Low 622-4 613-6 -8-6 -1.4% 613-2
Close 628-0 614-4 -13-4 -2.1% 627-2
Range 8-6 13-6 5-0 57.1% 21-6
ATR 14-7 14-6 0-0 -0.3% 0-0
Volume 3,666 2,559 -1,107 -30.2% 23,011
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 659-7 650-7 622-0
R3 646-1 637-1 618-2
R2 632-3 632-3 617-0
R1 623-3 623-3 615-6 621-3
PP 618-5 618-5 618-5 617-4
S1 609-5 609-5 613-2 607-5
S2 604-7 604-7 612-0
S3 591-1 595-7 610-6
S4 577-3 582-1 607-0
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
5 646-2 613-6 32-4 5.3% 13-6 2.2% 2% False True 3,494
10 647-4 613-2 34-2 5.6% 8-3 1.4% 4% False False 3,831
20 675-4 613-2 62-2 10.1% 6-0 1.0% 2% False False 3,331
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 686-0
2.618 663-4
1.618 649-6
1.000 641-2
0.618 636-0
HIGH 627-4
0.618 622-2
0.500 620-5
0.382 619-0
LOW 613-6
0.618 605-2
1.000 600-0
1.618 591-4
2.618 577-6
4.250 555-2
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 620-5 630-0
PP 618-5 624-7
S1 616-4 619-5

Download as Excel Spreadsheet

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

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