CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 575-2 576-4 1-2 0.2% 584-2
High 576-4 577-0 0-4 0.1% 593-2
Low 570-0 576-2 6-2 1.1% 576-6
Close 571-0 578-2 7-2 1.3% 584-6
Range 6-4 0-6 -5-6 -88.5% 16-4
ATR 12-1 11-6 -0-4 -3.6% 0-0
Volume 6,905 5,195 -1,710 -24.8% 29,636
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 579-3 579-5 578-5
R3 578-5 578-7 578-4
R2 577-7 577-7 578-3
R1 578-1 578-1 578-3 578-0
PP 577-1 577-1 577-1 577-1
S1 577-3 577-3 578-1 577-2
S2 576-3 576-3 578-1
S3 575-5 576-5 578-0
S4 574-7 575-7 577-7
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% 3-5 0.6% 52% False False 5,533
10 602-0 565-6 36-2 6.3% 6-0 1.0% 34% False False 6,493
20 623-4 565-6 57-6 10.0% 8-4 1.5% 22% False False 7,026
40 623-4 557-6 65-6 11.4% 8-2 1.4% 31% False False 5,795
60 668-4 557-6 110-6 19.2% 7-2 1.3% 19% False False 4,999
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 580-2
2.618 579-0
1.618 578-2
1.000 577-6
0.618 577-4
HIGH 577-0
0.618 576-6
0.500 576-5
0.382 576-4
LOW 576-2
0.618 575-6
1.000 575-4
1.618 575-0
2.618 574-2
4.250 573-0
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 577-6 576-0
PP 577-1 573-5
S1 576-5 571-3

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

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