CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 593-2 576-6 -16-4 -2.8% 623-0
High 593-2 576-6 -16-4 -2.8% 623-4
Low 583-0 576-6 -6-2 -1.1% 585-0
Close 584-0 576-6 -7-2 -1.2% 583-4
Range 10-2 0-0 -10-2 -100.0% 38-4
ATR 13-3 13-0 -0-4 -3.3% 0-0
Volume 4,776 6,864 2,088 43.7% 37,428
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 576-6 576-6 576-6
R3 576-6 576-6 576-6
R2 576-6 576-6 576-6
R1 576-6 576-6 576-6 576-6
PP 576-6 576-6 576-6 576-6
S1 576-6 576-6 576-6 576-6
S2 576-6 576-6 576-6
S3 576-6 576-6 576-6
S4 576-6 576-6 576-6
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 712-7 686-5 604-5
R3 674-3 648-1 594-1
R2 635-7 635-7 590-4
R1 609-5 609-5 587-0 603-4
PP 597-3 597-3 597-3 594-2
S1 571-1 571-1 580-0 565-0
S2 558-7 558-7 576-4
S3 520-3 532-5 572-7
S4 481-7 494-1 562-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 602-0 576-6 25-2 4.4% 8-2 1.4% 0% False True 7,453
10 623-4 576-6 46-6 8.1% 10-1 1.8% 0% False True 7,645
20 623-4 567-2 56-2 9.8% 9-7 1.7% 17% False False 7,287
40 623-4 557-6 65-6 11.4% 8-2 1.4% 29% False False 5,533
60 675-4 557-6 117-6 20.4% 7-3 1.3% 16% False False 4,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 576-6
2.618 576-6
1.618 576-6
1.000 576-6
0.618 576-6
HIGH 576-6
0.618 576-6
0.500 576-6
0.382 576-6
LOW 576-6
0.618 576-6
1.000 576-6
1.618 576-6
2.618 576-6
4.250 576-6
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 576-6 585-0
PP 576-6 582-2
S1 576-6 579-4

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

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