CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 611-0 623-0 12-0 2.0% 567-4
High 621-4 623-4 2-0 0.3% 621-4
Low 611-0 613-0 2-0 0.3% 567-2
Close 622-4 616-6 -5-6 -0.9% 622-4
Range 10-4 10-4 0-0 0.0% 54-2
ATR 14-4 14-2 -0-2 -2.0% 0-0
Volume 10,049 11,548 1,499 14.9% 29,062
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 649-2 643-4 622-4
R3 638-6 633-0 619-5
R2 628-2 628-2 618-5
R1 622-4 622-4 617-6 620-1
PP 617-6 617-6 617-6 616-4
S1 612-0 612-0 615-6 609-5
S2 607-2 607-2 614-7
S3 596-6 601-4 613-7
S4 586-2 591-0 611-0
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 766-4 748-6 652-3
R3 712-2 694-4 637-3
R2 658-0 658-0 632-4
R1 640-2 640-2 627-4 649-1
PP 603-6 603-6 603-6 608-2
S1 586-0 586-0 617-4 594-7
S2 549-4 549-4 612-4
S3 495-2 531-6 607-5
S4 441-0 477-4 592-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 623-4 575-0 48-4 7.9% 12-6 2.1% 86% True False 7,187
10 623-4 567-2 56-2 9.1% 10-5 1.7% 88% True False 7,216
20 623-4 565-2 58-2 9.4% 10-0 1.6% 88% True False 6,645
40 646-2 557-6 88-4 14.3% 7-7 1.3% 67% False False 4,838
60 692-2 557-6 134-4 21.8% 7-2 1.2% 44% False False 4,329
Crabel Price Patterns
NR False
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 1-1
Fibonacci Retracements and Extensions
4.250 668-1
2.618 651-0
1.618 640-4
1.000 634-0
0.618 630-0
HIGH 623-4
0.618 619-4
0.500 618-2
0.382 617-0
LOW 613-0
0.618 606-4
1.000 602-4
1.618 596-0
2.618 585-4
4.250 568-3
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 618-2 614-4
PP 617-6 612-2
S1 617-2 610-0

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.