CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 666-0 658-0 -8-0 -1.2% 699-0
High 666-0 660-0 -6-0 -0.9% 723-4
Low 647-0 645-2 -1-6 -0.3% 667-4
Close 650-4 649-6 -0-6 -0.1% 676-0
Range 19-0 14-6 -4-2 -22.4% 56-0
ATR 18-6 18-4 -0-2 -1.5% 0-0
Volume 19,154 17,434 -1,720 -9.0% 105,132
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 695-7 687-5 657-7
R3 681-1 672-7 653-6
R2 666-3 666-3 652-4
R1 658-1 658-1 651-1 654-7
PP 651-5 651-5 651-5 650-0
S1 643-3 643-3 648-3 640-1
S2 636-7 636-7 647-0
S3 622-1 628-5 645-6
S4 607-3 613-7 641-5
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
5 682-0 645-2 36-6 5.7% 14-1 2.2% 12% False True 18,290
10 723-4 645-2 78-2 12.0% 15-4 2.4% 6% False True 20,082
20 723-4 622-0 101-4 15.6% 14-1 2.2% 27% False False 15,018
40 723-4 565-6 157-6 24.3% 11-4 1.8% 53% False False 11,138
60 723-4 565-6 157-6 24.3% 11-0 1.7% 53% False False 9,854
80 723-4 557-6 165-6 25.5% 9-7 1.5% 56% False False 8,335
100 723-4 557-6 165-6 25.5% 9-0 1.4% 56% False False 7,318
Crabel Price Patterns
NR True
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 722-6
2.618 698-5
1.618 683-7
1.000 674-6
0.618 669-1
HIGH 660-0
0.618 654-3
0.500 652-5
0.382 650-7
LOW 645-2
0.618 636-1
1.000 630-4
1.618 621-3
2.618 606-5
4.250 582-4
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 652-5 657-5
PP 651-5 655-0
S1 650-6 652-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.