CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 659-0 666-0 7-0 1.1% 699-0
High 670-0 666-0 -4-0 -0.6% 723-4
Low 657-0 647-0 -10-0 -1.5% 667-4
Close 667-2 650-4 -16-6 -2.5% 676-0
Range 13-0 19-0 6-0 46.2% 56-0
ATR 18-5 18-6 0-1 0.6% 0-0
Volume 23,088 19,154 -3,934 -17.0% 105,132
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 711-4 700-0 661-0
R3 692-4 681-0 655-6
R2 673-4 673-4 654-0
R1 662-0 662-0 652-2 658-2
PP 654-4 654-4 654-4 652-5
S1 643-0 643-0 648-6 639-2
S2 635-4 635-4 647-0
S3 616-4 624-0 645-2
S4 597-4 605-0 640-0
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
5 693-4 647-0 46-4 7.1% 12-6 2.0% 8% False True 20,710
10 723-4 647-0 76-4 11.8% 16-2 2.5% 5% False True 19,590
20 723-4 622-0 101-4 15.6% 13-7 2.1% 28% False False 14,763
40 723-4 565-6 157-6 24.3% 11-1 1.7% 54% False False 10,874
60 723-4 565-6 157-6 24.3% 10-7 1.7% 54% False False 9,705
80 723-4 557-6 165-6 25.5% 9-6 1.5% 56% False False 8,162
100 723-4 557-6 165-6 25.5% 9-0 1.4% 56% False False 7,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 746-6
2.618 715-6
1.618 696-6
1.000 685-0
0.618 677-6
HIGH 666-0
0.618 658-6
0.500 656-4
0.382 654-2
LOW 647-0
0.618 635-2
1.000 628-0
1.618 616-2
2.618 597-2
4.250 566-2
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 656-4 658-4
PP 654-4 655-7
S1 652-4 653-1

Download as Excel Spreadsheet

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

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