CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 601-0 602-4 1-4 0.2% 624-0
High 606-0 602-4 -3-4 -0.6% 638-0
Low 599-0 590-4 -8-4 -1.4% 611-0
Close 600-4 592-2 -8-2 -1.4% 610-6
Range 7-0 12-0 5-0 71.4% 27-0
ATR 15-5 15-3 -0-2 -1.7% 0-0
Volume 13,484 31,084 17,600 130.5% 78,988
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 631-1 623-5 598-7
R3 619-1 611-5 595-4
R2 607-1 607-1 594-4
R1 599-5 599-5 593-3 597-3
PP 595-1 595-1 595-1 594-0
S1 587-5 587-5 591-1 585-3
S2 583-1 583-1 590-0
S3 571-1 575-5 589-0
S4 559-1 563-5 585-5
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
5 618-4 590-4 28-0 4.7% 8-0 1.3% 6% False True 18,648
10 660-0 590-4 69-4 11.7% 10-1 1.7% 3% False True 17,447
20 723-4 590-4 133-0 22.5% 13-2 2.2% 1% False True 18,518
40 723-4 577-6 145-6 24.6% 12-4 2.1% 10% False False 13,685
60 723-4 565-6 157-6 26.6% 11-1 1.9% 17% False False 11,389
80 723-4 557-6 165-6 28.0% 10-3 1.8% 21% False False 9,960
100 723-4 557-6 165-6 28.0% 9-4 1.6% 21% False False 8,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 653-4
2.618 633-7
1.618 621-7
1.000 614-4
0.618 609-7
HIGH 602-4
0.618 597-7
0.500 596-4
0.382 595-1
LOW 590-4
0.618 583-1
1.000 578-4
1.618 571-1
2.618 559-1
4.250 539-4
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 596-4 598-2
PP 595-1 596-2
S1 593-5 594-2

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

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