CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 651-0 660-4 9-4 1.5% 622-0
High 663-0 663-0 0-0 0.0% 663-0
Low 651-0 655-0 4-0 0.6% 622-0
Close 661-0 660-6 -0-2 0.0% 661-0
Range 12-0 8-0 -4-0 -33.3% 41-0
ATR 13-5 13-2 -0-3 -3.0% 0-0
Volume 13,289 14,545 1,256 9.5% 48,175
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 683-5 680-1 665-1
R3 675-5 672-1 663-0
R2 667-5 667-5 662-2
R1 664-1 664-1 661-4 665-7
PP 659-5 659-5 659-5 660-4
S1 656-1 656-1 660-0 657-7
S2 651-5 651-5 659-2
S3 643-5 648-1 658-4
S4 635-5 640-1 656-3
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
5 663-0 635-0 28-0 4.2% 9-1 1.4% 92% True False 11,642
10 663-0 622-0 41-0 6.2% 11-6 1.8% 95% True False 9,958
20 663-0 571-2 91-6 13.9% 11-2 1.7% 98% True False 8,975
40 663-0 565-6 97-2 14.7% 10-0 1.5% 98% True False 7,722
60 663-0 557-6 105-2 15.9% 9-3 1.4% 98% True False 6,992
80 663-0 557-6 105-2 15.9% 8-5 1.3% 98% True False 6,112
Crabel Price Patterns
NR True
NR4 True
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 1-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 697-0
2.618 684-0
1.618 676-0
1.000 671-0
0.618 668-0
HIGH 663-0
0.618 660-0
0.500 659-0
0.382 658-0
LOW 655-0
0.618 650-0
1.000 647-0
1.618 642-0
2.618 634-0
4.250 621-0
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 660-1 656-7
PP 659-5 652-7
S1 659-0 649-0

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

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