CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 569-0 575-2 6-2 1.1% 584-2
High 569-6 576-4 6-6 1.2% 593-2
Low 565-6 570-0 4-2 0.8% 576-6
Close 566-6 571-0 4-2 0.7% 584-6
Range 4-0 6-4 2-4 62.5% 16-4
ATR 12-3 12-1 -0-1 -1.5% 0-0
Volume 4,910 6,905 1,995 40.6% 29,636
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 592-0 588-0 574-5
R3 585-4 581-4 572-6
R2 579-0 579-0 572-2
R1 575-0 575-0 571-5 573-6
PP 572-4 572-4 572-4 571-7
S1 568-4 568-4 570-3 567-2
S2 566-0 566-0 569-6
S3 559-4 562-0 569-2
S4 553-0 555-4 567-3
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 634-3 626-1 593-7
R3 617-7 609-5 589-2
R2 601-3 601-3 587-6
R1 593-1 593-1 586-2 597-2
PP 584-7 584-7 584-7 587-0
S1 576-5 576-5 583-2 580-6
S2 568-3 568-3 581-6
S3 551-7 560-1 580-2
S4 535-3 543-5 575-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 590-0 565-6 24-2 4.2% 3-4 0.6% 22% False False 5,866
10 621-0 565-6 55-2 9.7% 7-5 1.3% 10% False False 6,733
20 623-4 565-6 57-6 10.1% 9-1 1.6% 9% False False 6,974
40 623-4 557-6 65-6 11.5% 8-4 1.5% 20% False False 5,757
60 675-4 557-6 117-6 20.6% 7-5 1.3% 11% False False 4,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 604-1
2.618 593-4
1.618 587-0
1.000 583-0
0.618 580-4
HIGH 576-4
0.618 574-0
0.500 573-2
0.382 572-4
LOW 570-0
0.618 566-0
1.000 563-4
1.618 559-4
2.618 553-0
4.250 542-3
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 573-2 577-7
PP 572-4 575-5
S1 571-6 573-2

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.