CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 643-4 631-0 -12-4 -1.9% 616-0
High 646-0 644-0 -2-0 -0.3% 639-0
Low 635-4 631-0 -4-4 -0.7% 596-4
Close 637-4 642-0 4-4 0.7% 639-2
Range 10-4 13-0 2-4 23.8% 42-4
ATR 13-2 13-2 0-0 -0.1% 0-0
Volume 12,331 7,616 -4,715 -38.2% 38,367
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 678-0 673-0 649-1
R3 665-0 660-0 645-5
R2 652-0 652-0 644-3
R1 647-0 647-0 643-2 649-4
PP 639-0 639-0 639-0 640-2
S1 634-0 634-0 640-6 636-4
S2 626-0 626-0 639-5
S3 613-0 621-0 638-3
S4 600-0 608-0 634-7
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
5 646-0 625-4 20-4 3.2% 12-2 1.9% 80% False False 10,504
10 646-0 593-0 53-0 8.3% 13-0 2.0% 92% False False 8,567
20 646-0 565-6 80-2 12.5% 9-5 1.5% 95% False False 7,342
40 646-0 565-6 80-2 12.5% 9-4 1.5% 95% False False 7,244
60 646-0 557-6 88-2 13.7% 8-5 1.3% 95% False False 6,176
80 675-4 557-6 117-6 18.3% 7-7 1.2% 72% False False 5,472
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 False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 699-2
2.618 678-0
1.618 665-0
1.000 657-0
0.618 652-0
HIGH 644-0
0.618 639-0
0.500 637-4
0.382 636-0
LOW 631-0
0.618 623-0
1.000 618-0
1.618 610-0
2.618 597-0
4.250 575-6
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 640-4 640-3
PP 639-0 638-5
S1 637-4 637-0

Download as Excel Spreadsheet

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

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