CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 640-0 650-0 10-0 1.6% 641-2
High 641-0 650-0 9-0 1.4% 646-0
Low 636-4 641-0 4-4 0.7% 626-2
Close 637-2 646-2 9-0 1.4% 626-2
Range 4-4 9-0 4-4 100.0% 19-6
ATR 13-1 13-1 0-0 -0.2% 0-0
Volume 10,040 8,028 -2,012 -20.0% 48,291
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 672-6 668-4 651-2
R3 663-6 659-4 648-6
R2 654-6 654-6 647-7
R1 650-4 650-4 647-1 648-1
PP 645-6 645-6 645-6 644-4
S1 641-4 641-4 645-3 639-1
S2 636-6 636-6 644-5
S3 627-6 632-4 643-6
S4 618-6 623-4 641-2
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
5 650-0 622-0 28-0 4.3% 12-0 1.9% 87% True False 7,624
10 650-0 616-0 34-0 5.3% 12-0 1.9% 89% True False 8,535
20 650-0 568-4 81-4 12.6% 11-1 1.7% 95% True False 7,781
40 650-0 565-6 84-2 13.0% 9-6 1.5% 96% True False 7,404
60 650-0 557-6 92-2 14.3% 9-2 1.4% 96% True False 6,457
80 668-4 557-6 110-6 17.1% 8-2 1.3% 80% False False 5,695
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 2 trading days
Fibonacci Retracements and Extensions
4.250 688-2
2.618 673-4
1.618 664-4
1.000 659-0
0.618 655-4
HIGH 650-0
0.618 646-4
0.500 645-4
0.382 644-4
LOW 641-0
0.618 635-4
1.000 632-0
1.618 626-4
2.618 617-4
4.250 602-6
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 646-0 642-7
PP 645-6 639-3
S1 645-4 636-0

Download as Excel Spreadsheet

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

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