CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 594-0 599-0 5-0 0.8% 567-4
High 602-0 600-0 -2-0 -0.3% 621-4
Low 594-0 585-0 -9-0 -1.5% 567-2
Close 592-4 583-4 -9-0 -1.5% 622-4
Range 8-0 15-0 7-0 87.5% 54-2
ATR 14-0 14-1 0-1 0.5% 0-0
Volume 12,684 5,604 -7,080 -55.8% 29,062
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 634-4 624-0 591-6
R3 619-4 609-0 587-5
R2 604-4 604-4 586-2
R1 594-0 594-0 584-7 591-6
PP 589-4 589-4 589-4 588-3
S1 579-0 579-0 582-1 576-6
S2 574-4 574-4 580-6
S3 559-4 564-0 579-3
S4 544-4 549-0 575-2
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
5 623-4 585-0 38-4 6.6% 12-2 2.1% -4% False True 9,495
10 623-4 567-2 56-2 9.6% 11-1 1.9% 29% False False 7,215
20 623-4 567-2 56-2 9.6% 10-0 1.7% 29% False False 7,213
40 623-4 557-6 65-6 11.3% 7-7 1.3% 39% False False 5,268
60 675-4 557-6 117-6 20.2% 7-2 1.2% 22% False False 4,622
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 663-6
2.618 639-2
1.618 624-2
1.000 615-0
0.618 609-2
HIGH 600-0
0.618 594-2
0.500 592-4
0.382 590-6
LOW 585-0
0.618 575-6
1.000 570-0
1.618 560-6
2.618 545-6
4.250 521-2
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 592-4 603-0
PP 589-4 596-4
S1 586-4 590-0

Download as Excel Spreadsheet

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

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