CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 593-2 590-0 -3-2 -0.5% 569-0
High 593-2 590-0 -3-2 -0.5% 593-2
Low 593-2 568-4 -24-6 -4.2% 565-6
Close 593-2 568-4 -24-6 -4.2% 593-2
Range 0-0 21-4 21-4 27-4
ATR 11-2 12-1 1-0 8.6% 0-0
Volume 6,782 3,126 -3,656 -53.9% 30,154
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 640-1 625-7 580-3
R3 618-5 604-3 574-3
R2 597-1 597-1 572-4
R1 582-7 582-7 570-4 579-2
PP 575-5 575-5 575-5 573-7
S1 561-3 561-3 566-4 557-6
S2 554-1 554-1 564-4
S3 532-5 539-7 562-5
S4 511-1 518-3 556-5
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 666-5 657-3 608-3
R3 639-1 629-7 600-6
R2 611-5 611-5 598-2
R1 602-3 602-3 595-6 607-0
PP 584-1 584-1 584-1 586-3
S1 574-7 574-7 590-6 579-4
S2 556-5 556-5 588-2
S3 529-1 547-3 585-6
S4 501-5 519-7 578-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 593-2 568-4 24-6 4.4% 7-2 1.3% 0% False True 5,674
10 593-2 565-6 27-4 4.8% 5-6 1.0% 10% False False 5,557
20 623-4 565-6 57-6 10.2% 8-7 1.6% 5% False False 6,470
40 623-4 557-6 65-6 11.6% 8-3 1.5% 16% False False 6,000
60 646-2 557-6 88-4 15.6% 7-6 1.4% 12% False False 5,158
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 True
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 681-3
2.618 646-2
1.618 624-6
1.000 611-4
0.618 603-2
HIGH 590-0
0.618 581-6
0.500 579-2
0.382 576-6
LOW 568-4
0.618 555-2
1.000 547-0
1.618 533-6
2.618 512-2
4.250 477-1
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 579-2 580-7
PP 575-5 576-6
S1 572-1 572-5

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

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