CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 603-0 606-0 3-0 0.5% 590-0
High 609-0 607-0 -2-0 -0.3% 619-0
Low 602-4 601-4 -1-0 -0.2% 568-4
Close 602-6 608-2 5-4 0.9% 618-4
Range 6-4 5-4 -1-0 -15.4% 50-4
ATR 13-2 12-6 -0-4 -4.2% 0-0
Volume 6,155 5,582 -573 -9.3% 33,253
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 622-1 620-5 611-2
R3 616-5 615-1 609-6
R2 611-1 611-1 609-2
R1 609-5 609-5 608-6 610-3
PP 605-5 605-5 605-5 606-0
S1 604-1 604-1 607-6 604-7
S2 600-1 600-1 607-2
S3 594-5 598-5 606-6
S4 589-1 593-1 605-2
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 753-4 736-4 646-2
R3 703-0 686-0 632-3
R2 652-4 652-4 627-6
R1 635-4 635-4 623-1 644-0
PP 602-0 602-0 602-0 606-2
S1 585-0 585-0 613-7 593-4
S2 551-4 551-4 609-2
S3 501-0 534-4 604-5
S4 450-4 484-0 590-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619-0 581-0 38-0 6.2% 13-6 2.3% 72% False False 7,287
10 619-0 568-4 50-4 8.3% 10-2 1.7% 79% False False 7,028
20 619-0 565-6 53-2 8.8% 8-1 1.3% 80% False False 6,760
40 623-4 565-2 58-2 9.6% 9-3 1.5% 74% False False 6,777
60 631-2 557-6 73-4 12.1% 7-7 1.3% 69% False False 5,564
80 675-4 557-6 117-6 19.4% 7-6 1.3% 43% False False 5,010
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 0-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 630-3
2.618 621-3
1.618 615-7
1.000 612-4
0.618 610-3
HIGH 607-0
0.618 604-7
0.500 604-2
0.382 603-5
LOW 601-4
0.618 598-1
1.000 596-0
1.618 592-5
2.618 587-1
4.250 578-1
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 606-7 607-5
PP 605-5 606-7
S1 604-2 606-2

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

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