CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 622-0 640-0 18-0 2.9% 641-2
High 642-0 641-0 -1-0 -0.2% 646-0
Low 622-0 636-4 14-4 2.3% 626-2
Close 638-4 637-2 -1-2 -0.2% 626-2
Range 20-0 4-4 -15-4 -77.5% 19-6
ATR 13-7 13-1 -0-5 -4.8% 0-0
Volume 4,510 10,040 5,530 122.6% 48,291
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 651-6 649-0 639-6
R3 647-2 644-4 638-4
R2 642-6 642-6 638-1
R1 640-0 640-0 637-5 639-1
PP 638-2 638-2 638-2 637-6
S1 635-4 635-4 636-7 634-5
S2 633-6 633-6 636-3
S3 629-2 631-0 636-0
S4 624-6 626-4 634-6
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
5 646-0 622-0 24-0 3.8% 12-3 1.9% 64% False False 8,485
10 646-0 601-4 44-4 7.0% 11-5 1.8% 80% False False 8,290
20 646-0 568-4 77-4 12.2% 10-5 1.7% 89% False False 7,640
40 646-0 565-6 80-2 12.6% 9-7 1.6% 89% False False 7,307
60 646-0 557-6 88-2 13.8% 9-2 1.5% 90% False False 6,385
80 675-4 557-6 117-6 18.5% 8-3 1.3% 68% False False 5,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 660-1
2.618 652-6
1.618 648-2
1.000 645-4
0.618 643-6
HIGH 641-0
0.618 639-2
0.500 638-6
0.382 638-2
LOW 636-4
0.618 633-6
1.000 632-0
1.618 629-2
2.618 624-6
4.250 617-3
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 638-6 635-4
PP 638-2 633-6
S1 637-6 632-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.