CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 650-0 643-0 -7-0 -1.1% 641-2
High 650-0 647-0 -3-0 -0.5% 646-0
Low 641-0 635-0 -6-0 -0.9% 626-2
Close 646-2 642-0 -4-2 -0.7% 626-2
Range 9-0 12-0 3-0 33.3% 19-6
ATR 13-1 13-1 -0-1 -0.6% 0-0
Volume 8,028 12,308 4,280 53.3% 48,291
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 677-3 671-5 648-5
R3 665-3 659-5 645-2
R2 653-3 653-3 644-2
R1 647-5 647-5 643-1 644-4
PP 641-3 641-3 641-3 639-6
S1 635-5 635-5 640-7 632-4
S2 629-3 629-3 639-6
S3 617-3 623-5 638-6
S4 605-3 611-5 635-3
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 4.4% 11-7 1.8% 71% False False 8,563
10 650-0 622-0 28-0 4.4% 12-0 1.9% 71% False False 9,533
20 650-0 568-4 81-4 12.7% 11-2 1.8% 90% False False 8,078
40 650-0 565-6 84-2 13.1% 9-6 1.5% 91% False False 7,556
60 650-0 557-6 92-2 14.4% 9-2 1.4% 91% False False 6,625
80 668-4 557-6 110-6 17.3% 8-3 1.3% 76% False False 5,812
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 698-0
2.618 678-3
1.618 666-3
1.000 659-0
0.618 654-3
HIGH 647-0
0.618 642-3
0.500 641-0
0.382 639-5
LOW 635-0
0.618 627-5
1.000 623-0
1.618 615-5
2.618 603-5
4.250 584-0
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 641-5 642-4
PP 641-3 642-3
S1 641-0 642-1

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

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