CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 627-0 641-2 14-2 2.3% 616-0
High 639-0 642-0 3-0 0.5% 639-0
Low 625-4 633-0 7-4 1.2% 596-4
Close 639-2 639-2 0-0 0.0% 639-2
Range 13-4 9-0 -4-4 -33.3% 42-4
ATR 13-5 13-2 -0-3 -2.4% 0-0
Volume 12,161 11,422 -739 -6.1% 38,367
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 665-1 661-1 644-2
R3 656-1 652-1 641-6
R2 647-1 647-1 640-7
R1 643-1 643-1 640-1 640-5
PP 638-1 638-1 638-1 636-6
S1 634-1 634-1 638-3 631-5
S2 629-1 629-1 637-5
S3 620-1 625-1 636-6
S4 611-1 616-1 634-2
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 752-3 738-3 662-5
R3 709-7 695-7 651-0
R2 667-3 667-3 647-0
R1 653-3 653-3 643-1 660-3
PP 624-7 624-7 624-7 628-4
S1 610-7 610-7 635-3 617-7
S2 582-3 582-3 631-4
S3 539-7 568-3 627-4
S4 497-3 525-7 615-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 642-0 601-4 40-4 6.3% 9-2 1.4% 93% True False 7,528
10 642-0 571-2 70-6 11.1% 10-5 1.7% 96% True False 7,991
20 642-0 565-6 76-2 11.9% 8-2 1.3% 96% True False 6,774
40 642-0 565-6 76-2 11.9% 9-1 1.4% 96% True False 7,037
60 642-0 557-6 84-2 13.2% 8-1 1.3% 97% True False 5,846
80 675-4 557-6 117-6 18.4% 7-4 1.2% 69% False False 5,209
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 680-2
2.618 665-4
1.618 656-4
1.000 651-0
0.618 647-4
HIGH 642-0
0.618 638-4
0.500 637-4
0.382 636-4
LOW 633-0
0.618 627-4
1.000 624-0
1.618 618-4
2.618 609-4
4.250 594-6
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 638-5 635-7
PP 638-1 632-3
S1 637-4 629-0

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

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