CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 599-0 601-0 2-0 0.3% 624-0
High 604-4 606-0 1-4 0.2% 638-0
Low 597-6 599-0 1-2 0.2% 611-0
Close 601-4 600-4 -1-0 -0.2% 610-6
Range 6-6 7-0 0-2 3.7% 27-0
ATR 16-2 15-5 -0-5 -4.1% 0-0
Volume 16,740 13,484 -3,256 -19.5% 78,988
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 622-7 618-5 604-3
R3 615-7 611-5 602-3
R2 608-7 608-7 601-6
R1 604-5 604-5 601-1 603-2
PP 601-7 601-7 601-7 601-1
S1 597-5 597-5 599-7 596-2
S2 594-7 594-7 599-2
S3 587-7 590-5 598-5
S4 580-7 583-5 596-5
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
5 626-0 597-6 28-2 4.7% 8-2 1.4% 10% False False 16,419
10 666-0 597-6 68-2 11.4% 10-6 1.8% 4% False False 16,254
20 723-4 597-6 125-6 20.9% 13-2 2.2% 2% False False 17,403
40 723-4 571-2 152-2 25.4% 12-2 2.0% 19% False False 13,189
60 723-4 565-6 157-6 26.3% 11-1 1.8% 22% False False 10,949
80 723-4 557-6 165-6 27.6% 10-2 1.7% 26% False False 9,595
100 723-4 557-6 165-6 27.6% 9-4 1.6% 26% False False 8,370
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 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 635-6
2.618 624-3
1.618 617-3
1.000 613-0
0.618 610-3
HIGH 606-0
0.618 603-3
0.500 602-4
0.382 601-5
LOW 599-0
0.618 594-5
1.000 592-0
1.618 587-5
2.618 580-5
4.250 569-2
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 602-4 608-1
PP 601-7 605-5
S1 601-1 603-0

Download as Excel Spreadsheet

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

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