CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 602-4 588-0 -14-4 -2.4% 624-0
High 602-4 591-4 -11-0 -1.8% 638-0
Low 590-4 583-4 -7-0 -1.2% 611-0
Close 592-2 586-2 -6-0 -1.0% 610-6
Range 12-0 8-0 -4-0 -33.3% 27-0
ATR 15-3 14-7 -0-4 -3.1% 0-0
Volume 31,084 28,233 -2,851 -9.2% 78,988
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 611-1 606-5 590-5
R3 603-1 598-5 588-4
R2 595-1 595-1 587-6
R1 590-5 590-5 587-0 588-7
PP 587-1 587-1 587-1 586-2
S1 582-5 582-5 585-4 580-7
S2 579-1 579-1 584-6
S3 571-1 574-5 584-0
S4 563-1 566-5 581-7
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
5 618-4 583-4 35-0 6.0% 8-2 1.4% 8% False True 20,335
10 640-0 583-4 56-4 9.6% 9-3 1.6% 5% False True 18,527
20 723-4 583-4 140-0 23.9% 12-4 2.1% 2% False True 19,304
40 723-4 581-0 142-4 24.3% 12-5 2.2% 4% False False 14,232
60 723-4 565-6 157-6 26.9% 11-0 1.9% 13% False False 11,787
80 723-4 565-2 158-2 27.0% 10-3 1.8% 13% False False 10,265
100 723-4 557-6 165-6 28.3% 9-5 1.6% 17% False False 8,846
120 723-4 557-6 165-6 28.3% 9-0 1.5% 17% False False 7,898
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 625-4
2.618 612-4
1.618 604-4
1.000 599-4
0.618 596-4
HIGH 591-4
0.618 588-4
0.500 587-4
0.382 586-4
LOW 583-4
0.618 578-4
1.000 575-4
1.618 570-4
2.618 562-4
4.250 549-4
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 587-4 594-6
PP 587-1 591-7
S1 586-5 589-1

Download as Excel Spreadsheet

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

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