CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 638-0 624-0 -14-0 -2.2% 662-0
High 640-0 632-0 -8-0 -1.3% 670-0
Low 632-4 624-0 -8-4 -1.3% 632-4
Close 640-2 630-2 -10-0 -1.6% 640-2
Range 7-4 8-0 0-4 6.7% 37-4
ATR 18-3 18-2 -0-1 -0.8% 0-0
Volume 16,744 16,219 -525 -3.1% 93,796
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 652-6 649-4 634-5
R3 644-6 641-4 632-4
R2 636-6 636-6 631-6
R1 633-4 633-4 631-0 635-1
PP 628-6 628-6 628-6 629-4
S1 625-4 625-4 629-4 627-1
S2 620-6 620-6 628-6
S3 612-6 617-4 628-0
S4 604-6 609-4 625-7
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
5 670-0 624-0 46-0 7.3% 12-4 2.0% 14% False True 18,527
10 720-0 624-0 96-0 15.2% 14-2 2.3% 7% False True 19,862
20 723-4 622-0 101-4 16.1% 13-4 2.1% 8% False False 15,889
40 723-4 565-6 157-6 25.0% 11-6 1.9% 41% False False 11,696
60 723-4 565-6 157-6 25.0% 11-0 1.7% 41% False False 10,113
80 723-4 557-6 165-6 26.3% 10-0 1.6% 44% False False 8,654
100 723-4 557-6 165-6 26.3% 9-1 1.5% 44% False False 7,605
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 666-0
2.618 653-0
1.618 645-0
1.000 640-0
0.618 637-0
HIGH 632-0
0.618 629-0
0.500 628-0
0.382 627-0
LOW 624-0
0.618 619-0
1.000 616-0
1.618 611-0
2.618 603-0
4.250 590-0
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 629-4 642-0
PP 628-6 638-1
S1 628-0 634-1

Download as Excel Spreadsheet

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

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