CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 618-4 599-0 -19-4 -3.2% 624-0
High 618-4 604-4 -14-0 -2.3% 638-0
Low 611-0 597-6 -13-2 -2.2% 611-0
Close 610-6 601-4 -9-2 -1.5% 610-6
Range 7-4 6-6 -0-6 -10.0% 27-0
ATR 16-4 16-2 -0-2 -1.5% 0-0
Volume 12,138 16,740 4,602 37.9% 78,988
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 621-4 618-2 605-2
R3 614-6 611-4 603-3
R2 608-0 608-0 602-6
R1 604-6 604-6 602-1 606-3
PP 601-2 601-2 601-2 602-0
S1 598-0 598-0 600-7 599-5
S2 594-4 594-4 600-2
S3 587-6 591-2 599-5
S4 581-0 584-4 597-6
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
5 638-0 597-6 40-2 6.7% 10-3 1.7% 9% False True 15,901
10 670-0 597-6 72-2 12.0% 11-3 1.9% 5% False True 17,214
20 723-4 597-6 125-6 20.9% 13-2 2.2% 3% False True 17,456
40 723-4 568-4 155-0 25.8% 12-5 2.1% 21% False False 12,930
60 723-4 565-6 157-6 26.2% 11-0 1.8% 23% False False 10,819
80 723-4 557-6 165-6 27.6% 10-2 1.7% 26% False False 9,456
100 723-4 557-6 165-6 27.6% 9-4 1.6% 26% False False 8,260
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 False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 633-2
2.618 622-1
1.618 615-3
1.000 611-2
0.618 608-5
HIGH 604-4
0.618 601-7
0.500 601-1
0.382 600-3
LOW 597-6
0.618 593-5
1.000 591-0
1.618 586-7
2.618 580-1
4.250 569-0
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 601-3 608-1
PP 601-2 605-7
S1 601-1 603-6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.