CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 658-0 638-0 -20-0 -3.0% 662-0
High 660-0 640-0 -20-0 -3.0% 670-0
Low 645-2 632-4 -12-6 -2.0% 632-4
Close 649-6 640-2 -9-4 -1.5% 640-2
Range 14-6 7-4 -7-2 -49.2% 37-4
ATR 18-4 18-3 -0-1 -0.5% 0-0
Volume 17,434 16,744 -690 -4.0% 93,796
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 660-1 657-5 644-3
R3 652-5 650-1 642-2
R2 645-1 645-1 641-5
R1 642-5 642-5 641-0 643-7
PP 637-5 637-5 637-5 638-2
S1 635-1 635-1 639-4 636-3
S2 630-1 630-1 638-7
S3 622-5 627-5 638-2
S4 615-1 620-1 636-1
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 760-1 737-5 660-7
R3 722-5 700-1 650-4
R2 685-1 685-1 647-1
R1 662-5 662-5 643-6 655-1
PP 647-5 647-5 647-5 643-6
S1 625-1 625-1 636-6 617-5
S2 610-1 610-1 633-3
S3 572-5 587-5 630-0
S4 535-1 550-1 619-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 670-0 632-4 37-4 5.9% 14-4 2.3% 21% False True 18,759
10 723-4 632-4 91-0 14.2% 15-7 2.5% 9% False True 19,892
20 723-4 622-0 101-4 15.9% 13-7 2.2% 18% False False 15,475
40 723-4 565-6 157-6 24.6% 11-6 1.8% 47% False False 11,409
60 723-4 565-6 157-6 24.6% 11-0 1.7% 47% False False 9,988
80 723-4 557-6 165-6 25.9% 9-7 1.6% 50% False False 8,500
100 723-4 557-6 165-6 25.9% 9-1 1.4% 50% False False 7,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 671-7
2.618 659-5
1.618 652-1
1.000 647-4
0.618 644-5
HIGH 640-0
0.618 637-1
0.500 636-2
0.382 635-3
LOW 632-4
0.618 627-7
1.000 625-0
1.618 620-3
2.618 612-7
4.250 600-5
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 638-7 649-2
PP 637-5 646-2
S1 636-2 643-2

Download as Excel Spreadsheet

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

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