CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 631-0 639-0 8-0 1.3% 641-2
High 644-0 640-0 -4-0 -0.6% 646-0
Low 631-0 626-2 -4-6 -0.8% 626-2
Close 642-0 626-2 -15-6 -2.5% 626-2
Range 13-0 13-6 0-6 5.8% 19-6
ATR 13-2 13-3 0-1 1.4% 0-0
Volume 7,616 7,929 313 4.1% 48,291
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 672-1 662-7 633-6
R3 658-3 649-1 630-0
R2 644-5 644-5 628-6
R1 635-3 635-3 627-4 633-1
PP 630-7 630-7 630-7 629-6
S1 621-5 621-5 625-0 619-3
S2 617-1 617-1 623-6
S3 603-3 607-7 622-4
S4 589-5 594-1 618-6
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 692-1 678-7 637-1
R3 672-3 659-1 631-5
R2 652-5 652-5 629-7
R1 639-3 639-3 628-0 636-1
PP 632-7 632-7 632-7 631-2
S1 619-5 619-5 624-4 616-3
S2 613-1 613-1 622-5
S3 593-3 599-7 620-7
S4 573-5 580-1 615-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 646-0 626-2 19-6 3.2% 12-2 2.0% 0% False True 9,658
10 646-0 596-4 49-4 7.9% 11-6 1.9% 60% False False 8,665
20 646-0 565-6 80-2 12.8% 10-0 1.6% 75% False False 7,503
40 646-0 565-6 80-2 12.8% 9-6 1.5% 75% False False 7,225
60 646-0 557-6 88-2 14.1% 8-7 1.4% 78% False False 6,242
80 675-4 557-6 117-6 18.8% 8-1 1.3% 58% False False 5,534
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 1-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 698-4
2.618 676-0
1.618 662-2
1.000 653-6
0.618 648-4
HIGH 640-0
0.618 634-6
0.500 633-1
0.382 631-4
LOW 626-2
0.618 617-6
1.000 612-4
1.618 604-0
2.618 590-2
4.250 567-6
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 633-1 636-1
PP 630-7 632-7
S1 628-4 629-4

Download as Excel Spreadsheet

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

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