CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 637-0 614-0 -23-0 -3.6% 662-0
High 638-0 626-0 -12-0 -1.9% 670-0
Low 620-4 612-4 -8-0 -1.3% 632-4
Close 621-0 621-2 0-2 0.0% 640-2
Range 17-4 13-4 -4-0 -22.9% 37-4
ATR 18-1 17-7 -0-3 -1.8% 0-0
Volume 10,896 19,938 9,042 83.0% 93,796
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 660-3 654-3 628-5
R3 646-7 640-7 625-0
R2 633-3 633-3 623-6
R1 627-3 627-3 622-4 630-3
PP 619-7 619-7 619-7 621-4
S1 613-7 613-7 620-0 616-7
S2 606-3 606-3 618-6
S3 592-7 600-3 617-4
S4 579-3 586-7 613-7
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
5 660-0 612-4 47-4 7.6% 12-2 2.0% 18% False True 16,246
10 693-4 612-4 81-0 13.0% 12-4 2.0% 11% False True 18,478
20 723-4 612-4 111-0 17.9% 13-7 2.2% 8% False True 16,704
40 723-4 568-4 155-0 24.9% 12-2 2.0% 34% False False 12,172
60 723-4 565-6 157-6 25.4% 11-2 1.8% 35% False False 10,439
80 723-4 557-6 165-6 26.7% 10-3 1.7% 38% False False 8,964
100 723-4 557-6 165-6 26.7% 9-4 1.5% 38% False False 7,858
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 True
Bull Hook False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 683-3
2.618 661-3
1.618 647-7
1.000 639-4
0.618 634-3
HIGH 626-0
0.618 620-7
0.500 619-2
0.382 617-5
LOW 612-4
0.618 604-1
1.000 599-0
1.618 590-5
2.618 577-1
4.250 555-1
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 620-5 625-2
PP 619-7 623-7
S1 619-2 622-5

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

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