CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 611-4 618-4 7-0 1.1% 624-0
High 618-0 618-4 0-4 0.1% 638-0
Low 611-4 611-0 -0-4 -0.1% 611-0
Close 615-6 610-6 -5-0 -0.8% 610-6
Range 6-4 7-4 1-0 15.4% 27-0
ATR 17-2 16-4 -0-6 -4.0% 0-0
Volume 19,797 12,138 -7,659 -38.7% 78,988
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 635-7 630-7 614-7
R3 628-3 623-3 612-6
R2 620-7 620-7 612-1
R1 615-7 615-7 611-4 614-5
PP 613-3 613-3 613-3 612-6
S1 608-3 608-3 610-0 607-1
S2 605-7 605-7 609-3
S3 598-3 600-7 608-6
S4 590-7 593-3 606-5
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 700-7 682-7 625-5
R3 673-7 655-7 618-1
R2 646-7 646-7 615-6
R1 628-7 628-7 613-2 624-3
PP 619-7 619-7 619-7 617-6
S1 601-7 601-7 608-2 597-3
S2 592-7 592-7 605-6
S3 565-7 574-7 603-3
S4 538-7 547-7 595-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 638-0 611-0 27-0 4.4% 10-5 1.7% -1% False True 15,797
10 670-0 611-0 59-0 9.7% 12-4 2.1% 0% False True 17,278
20 723-4 611-0 112-4 18.4% 13-4 2.2% 0% False True 17,284
40 723-4 568-4 155-0 25.4% 12-3 2.0% 27% False False 12,681
60 723-4 565-6 157-6 25.8% 11-0 1.8% 29% False False 10,799
80 723-4 557-6 165-6 27.1% 10-3 1.7% 32% False False 9,289
100 723-4 557-6 165-6 27.1% 9-3 1.5% 32% False False 8,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 650-3
2.618 638-1
1.618 630-5
1.000 626-0
0.618 623-1
HIGH 618-4
0.618 615-5
0.500 614-6
0.382 613-7
LOW 611-0
0.618 606-3
1.000 603-4
1.618 598-7
2.618 591-3
4.250 579-1
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 614-6 618-4
PP 613-3 615-7
S1 612-1 613-3

Download as Excel Spreadsheet

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

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