CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 614-0 611-4 -2-4 -0.4% 662-0
High 626-0 618-0 -8-0 -1.3% 670-0
Low 612-4 611-4 -1-0 -0.2% 632-4
Close 621-2 615-6 -5-4 -0.9% 640-2
Range 13-4 6-4 -7-0 -51.9% 37-4
ATR 17-7 17-2 -0-5 -3.2% 0-0
Volume 19,938 19,797 -141 -0.7% 93,796
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 634-5 631-5 619-3
R3 628-1 625-1 617-4
R2 621-5 621-5 617-0
R1 618-5 618-5 616-3 620-1
PP 615-1 615-1 615-1 615-6
S1 612-1 612-1 615-1 613-5
S2 608-5 608-5 614-4
S3 602-1 605-5 614-0
S4 595-5 599-1 612-1
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
5 640-0 611-4 28-4 4.6% 10-5 1.7% 15% False True 16,718
10 682-0 611-4 70-4 11.4% 12-3 2.0% 6% False True 17,504
20 723-4 611-4 112-0 18.2% 13-6 2.2% 4% False True 17,292
40 723-4 568-4 155-0 25.2% 12-3 2.0% 30% False False 12,537
60 723-4 565-6 157-6 25.6% 11-1 1.8% 32% False False 10,700
80 723-4 557-6 165-6 26.9% 10-3 1.7% 35% False False 9,166
100 723-4 557-6 165-6 26.9% 9-3 1.5% 35% False False 8,014
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 645-5
2.618 635-0
1.618 628-4
1.000 624-4
0.618 622-0
HIGH 618-0
0.618 615-4
0.500 614-6
0.382 614-0
LOW 611-4
0.618 607-4
1.000 605-0
1.618 601-0
2.618 594-4
4.250 583-7
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 615-3 624-6
PP 615-1 621-6
S1 614-6 618-6

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

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