CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 680-2 662-0 -18-2 -2.7% 699-0
High 682-0 669-0 -13-0 -1.9% 723-4
Low 676-0 651-0 -25-0 -3.7% 667-4
Close 676-0 651-4 -24-4 -3.6% 676-0
Range 6-0 18-0 12-0 200.0% 56-0
ATR 18-1 18-5 0-4 2.7% 0-0
Volume 14,400 17,376 2,976 20.7% 105,132
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 711-1 699-3 661-3
R3 693-1 681-3 656-4
R2 675-1 675-1 654-6
R1 663-3 663-3 653-1 660-2
PP 657-1 657-1 657-1 655-5
S1 645-3 645-3 649-7 642-2
S2 639-1 639-1 648-2
S3 621-1 627-3 646-4
S4 603-1 609-3 641-5
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 857-0 822-4 706-6
R3 801-0 766-4 691-3
R2 745-0 745-0 686-2
R1 710-4 710-4 681-1 699-6
PP 689-0 689-0 689-0 683-5
S1 654-4 654-4 670-7 643-6
S2 633-0 633-0 665-6
S3 577-0 598-4 660-5
S4 521-0 542-4 645-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720-0 651-0 69-0 10.6% 16-0 2.5% 1% False True 21,196
10 723-4 651-0 72-4 11.1% 15-1 2.3% 1% False True 17,698
20 723-4 622-0 101-4 15.6% 13-4 2.1% 29% False False 13,672
40 723-4 565-6 157-6 24.2% 10-7 1.7% 54% False False 10,121
60 723-4 565-6 157-6 24.2% 10-4 1.6% 54% False False 9,152
80 723-4 557-6 165-6 25.4% 9-3 1.4% 57% False False 7,694
100 723-4 557-6 165-6 25.4% 8-5 1.3% 57% False False 6,822
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 2-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 745-4
2.618 716-1
1.618 698-1
1.000 687-0
0.618 680-1
HIGH 669-0
0.618 662-1
0.500 660-0
0.382 657-7
LOW 651-0
0.618 639-7
1.000 633-0
1.618 621-7
2.618 603-7
4.250 574-4
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 660-0 672-2
PP 657-1 665-3
S1 654-3 658-3

Download as Excel Spreadsheet

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

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