CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 576-4 586-6 10-2 1.8% 584-2
High 577-0 592-4 15-4 2.7% 593-2
Low 576-2 584-6 8-4 1.5% 576-6
Close 578-2 590-6 12-4 2.2% 584-6
Range 0-6 7-6 7-0 933.3% 16-4
ATR 11-6 11-7 0-1 1.6% 0-0
Volume 5,195 6,362 1,167 22.5% 29,636
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 612-5 609-3 595-0
R3 604-7 601-5 592-7
R2 597-1 597-1 592-1
R1 593-7 593-7 591-4 595-4
PP 589-3 589-3 589-3 590-1
S1 586-1 586-1 590-0 587-6
S2 581-5 581-5 589-3
S3 573-7 578-3 588-5
S4 566-1 570-5 586-4
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
5 592-4 565-6 26-6 4.5% 5-0 0.8% 93% True False 5,617
10 600-0 565-6 34-2 5.8% 5-7 1.0% 73% False False 5,861
20 623-4 565-6 57-6 9.8% 8-1 1.4% 43% False False 7,034
40 623-4 557-6 65-6 11.1% 8-2 1.4% 50% False False 5,898
60 668-4 557-6 110-6 18.7% 7-3 1.2% 30% False False 5,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 625-4
2.618 612-6
1.618 605-0
1.000 600-2
0.618 597-2
HIGH 592-4
0.618 589-4
0.500 588-5
0.382 587-6
LOW 584-6
0.618 580-0
1.000 577-0
1.618 572-2
2.618 564-4
4.250 551-6
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 590-0 587-5
PP 589-3 584-3
S1 588-5 581-2

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

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