CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 578-6 574-4 -4-2 -0.7% 586-0
High 578-6 584-0 5-2 0.9% 586-6
Low 578-6 573-6 -5-0 -0.9% 579-0
Close 578-6 583-6 5-0 0.9% 586-0
Range 0-0 10-2 10-2 7-6
ATR 12-2 12-1 -0-1 -1.2% 0-0
Volume 2,515 3,668 1,153 45.8% 14,544
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 611-2 607-6 589-3
R3 601-0 597-4 586-5
R2 590-6 590-6 585-5
R1 587-2 587-2 584-6 589-0
PP 580-4 580-4 580-4 581-3
S1 577-0 577-0 582-6 578-6
S2 570-2 570-2 581-7
S3 560-0 566-6 580-7
S4 549-6 556-4 578-1
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 607-1 604-3 590-2
R3 599-3 596-5 588-1
R2 591-5 591-5 587-3
R1 588-7 588-7 586-6 589-7
PP 583-7 583-7 583-7 584-4
S1 581-1 581-1 585-2 582-1
S2 576-1 576-1 584-5
S3 568-3 573-3 583-7
S4 560-5 565-5 581-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 586-6 573-6 13-0 2.2% 3-5 0.6% 77% False True 3,431
10 631-2 573-6 57-4 9.9% 4-0 0.7% 17% False True 3,177
20 668-4 573-6 94-6 16.2% 5-3 0.9% 11% False True 3,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 627-4
2.618 610-7
1.618 600-5
1.000 594-2
0.618 590-3
HIGH 584-0
0.618 580-1
0.500 578-7
0.382 577-5
LOW 573-6
0.618 567-3
1.000 563-4
1.618 557-1
2.618 546-7
4.250 530-2
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 582-1 582-1
PP 580-4 580-4
S1 578-7 578-7

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.