CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 660-4 667-0 6-4 1.0% 622-0
High 663-0 676-6 13-6 2.1% 663-0
Low 655-0 664-6 9-6 1.5% 622-0
Close 660-6 674-2 13-4 2.0% 661-0
Range 8-0 12-0 4-0 50.0% 41-0
ATR 13-2 13-3 0-2 1.5% 0-0
Volume 14,545 8,779 -5,766 -39.6% 48,175
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 707-7 703-1 680-7
R3 695-7 691-1 677-4
R2 683-7 683-7 676-4
R1 679-1 679-1 675-3 681-4
PP 671-7 671-7 671-7 673-1
S1 667-1 667-1 673-1 669-4
S2 659-7 659-7 672-0
S3 647-7 655-1 671-0
S4 635-7 643-1 667-5
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
5 676-6 635-0 41-6 6.2% 10-5 1.6% 94% True False 11,389
10 676-6 622-0 54-6 8.1% 11-4 1.7% 95% True False 9,937
20 676-6 577-6 99-0 14.7% 11-7 1.8% 97% True False 8,852
40 676-6 565-6 111-0 16.5% 10-1 1.5% 98% True False 7,825
60 676-6 557-6 119-0 17.6% 9-4 1.4% 98% True False 7,108
80 676-6 557-6 119-0 17.6% 8-5 1.3% 98% True False 6,170
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
4.250 727-6
2.618 708-1
1.618 696-1
1.000 688-6
0.618 684-1
HIGH 676-6
0.618 672-1
0.500 670-6
0.382 669-3
LOW 664-6
0.618 657-3
1.000 652-6
1.618 645-3
2.618 633-3
4.250 613-6
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 673-1 670-6
PP 671-7 667-3
S1 670-6 663-7

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

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