CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 643-0 651-0 8-0 1.2% 622-0
High 647-0 663-0 16-0 2.5% 663-0
Low 635-0 651-0 16-0 2.5% 622-0
Close 642-0 661-0 19-0 3.0% 661-0
Range 12-0 12-0 0-0 0.0% 41-0
ATR 13-1 13-5 0-5 4.3% 0-0
Volume 12,308 13,289 981 8.0% 48,175
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 694-3 689-5 667-5
R3 682-3 677-5 664-2
R2 670-3 670-3 663-2
R1 665-5 665-5 662-1 668-0
PP 658-3 658-3 658-3 659-4
S1 653-5 653-5 659-7 656-0
S2 646-3 646-3 658-6
S3 634-3 641-5 657-6
S4 622-3 629-5 654-3
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 771-5 757-3 683-4
R3 730-5 716-3 672-2
R2 689-5 689-5 668-4
R1 675-3 675-3 664-6 682-4
PP 648-5 648-5 648-5 652-2
S1 634-3 634-3 657-2 641-4
S2 607-5 607-5 653-4
S3 566-5 593-3 649-6
S4 525-5 552-3 638-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663-0 622-0 41-0 6.2% 11-4 1.7% 95% True False 9,635
10 663-0 622-0 41-0 6.2% 11-7 1.8% 95% True False 9,646
20 663-0 568-4 94-4 14.3% 11-7 1.8% 98% True False 8,404
40 663-0 565-6 97-2 14.7% 9-7 1.5% 98% True False 7,500
60 663-0 557-6 105-2 15.9% 9-2 1.4% 98% True False 6,790
80 663-0 557-6 105-2 15.9% 8-4 1.3% 98% True False 5,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 1-1
Fibonacci Retracements and Extensions
4.250 714-0
2.618 694-3
1.618 682-3
1.000 675-0
0.618 670-3
HIGH 663-0
0.618 658-3
0.500 657-0
0.382 655-5
LOW 651-0
0.618 643-5
1.000 639-0
1.618 631-5
2.618 619-5
4.250 600-0
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 659-5 657-0
PP 658-3 653-0
S1 657-0 649-0

Download as Excel Spreadsheet

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

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