CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 581-0 586-0 5-0 0.9% 569-0
High 581-4 592-4 11-0 1.9% 593-2
Low 577-6 581-0 3-2 0.6% 565-6
Close 581-4 586-2 4-6 0.8% 593-2
Range 3-6 11-4 7-6 206.7% 27-4
ATR 11-3 11-3 0-0 0.1% 0-0
Volume 6,340 5,606 -734 -11.6% 30,154
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 621-1 615-1 592-5
R3 609-5 603-5 589-3
R2 598-1 598-1 588-3
R1 592-1 592-1 587-2 595-1
PP 586-5 586-5 586-5 588-0
S1 580-5 580-5 585-2 583-5
S2 575-1 575-1 584-1
S3 563-5 569-1 583-1
S4 552-1 557-5 579-7
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 4.2% 7-3 1.3% 72% False False 6,618
10 593-2 565-6 27-4 4.7% 6-1 1.1% 75% False False 6,118
20 623-4 565-6 57-6 9.9% 7-7 1.3% 35% False False 6,937
40 623-4 565-2 58-2 9.9% 8-3 1.4% 36% False False 6,365
60 646-2 557-6 88-4 15.1% 7-6 1.3% 32% False False 5,277
80 707-0 557-6 149-2 25.5% 7-0 1.2% 19% False False 4,793
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 641-3
2.618 622-5
1.618 611-1
1.000 604-0
0.618 599-5
HIGH 592-4
0.618 588-1
0.500 586-6
0.382 585-3
LOW 581-0
0.618 573-7
1.000 569-4
1.618 562-3
2.618 550-7
4.250 532-1
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 586-6 584-6
PP 586-5 583-3
S1 586-3 581-7

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

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