CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 576-6 580-0 3-2 0.6% 623-0
High 576-6 580-0 3-2 0.6% 623-4
Low 576-6 579-0 2-2 0.4% 585-0
Close 576-6 586-2 9-4 1.6% 583-4
Range 0-0 1-0 1-0 38-4
ATR 13-0 12-2 -0-6 -5.4% 0-0
Volume 6,864 5,938 -926 -13.5% 37,428
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 584-6 586-4 586-6
R3 583-6 585-4 586-4
R2 582-6 582-6 586-3
R1 584-4 584-4 586-3 583-5
PP 581-6 581-6 581-6 581-2
S1 583-4 583-4 586-1 582-5
S2 580-6 580-6 586-1
S3 579-6 582-4 586-0
S4 578-6 581-4 585-6
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
5 600-0 576-6 23-2 4.0% 6-7 1.2% 41% False False 6,104
10 623-4 576-6 46-6 8.0% 9-5 1.6% 20% False False 7,756
20 623-4 567-2 56-2 9.6% 9-4 1.6% 34% False False 7,146
40 623-4 557-6 65-6 11.2% 8-1 1.4% 43% False False 5,592
60 675-4 557-6 117-6 20.1% 7-3 1.3% 24% False False 4,849
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 584-2
2.618 582-5
1.618 581-5
1.000 581-0
0.618 580-5
HIGH 580-0
0.618 579-5
0.500 579-4
0.382 579-3
LOW 579-0
0.618 578-3
1.000 578-0
1.618 577-3
2.618 576-3
4.250 574-6
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 584-0 585-7
PP 581-6 585-3
S1 579-4 585-0

Download as Excel Spreadsheet

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

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