CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 592-0 574-0 -18-0 -3.0% 599-0
High 592-0 575-0 -17-0 -2.9% 606-0
Low 580-0 551-0 -29-0 -5.0% 583-4
Close 583-0 565-6 -17-2 -3.0% 587-2
Range 12-0 24-0 12-0 100.0% 22-4
ATR 14-0 15-2 1-2 9.2% 0-0
Volume 10,441 13,421 2,980 28.5% 102,970
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 635-7 624-7 579-0
R3 611-7 600-7 572-3
R2 587-7 587-7 570-1
R1 576-7 576-7 568-0 570-3
PP 563-7 563-7 563-7 560-6
S1 552-7 552-7 563-4 546-3
S2 539-7 539-7 561-3
S3 515-7 528-7 559-1
S4 491-7 504-7 552-4
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 659-6 646-0 599-5
R3 637-2 623-4 593-4
R2 614-6 614-6 591-3
R1 601-0 601-0 589-2 596-5
PP 592-2 592-2 592-2 590-0
S1 578-4 578-4 585-2 574-1
S2 569-6 569-6 583-1
S3 547-2 556-0 581-0
S4 524-6 533-4 574-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 602-4 551-0 51-4 9.1% 12-1 2.1% 29% False True 19,321
10 626-0 551-0 75-0 13.3% 10-1 1.8% 20% False True 17,870
20 704-0 551-0 153-0 27.0% 12-4 2.2% 10% False True 18,390
40 723-4 551-0 172-4 30.5% 12-2 2.2% 9% False True 14,547
60 723-4 551-0 172-4 30.5% 11-1 2.0% 9% False True 12,075
80 723-4 551-0 172-4 30.5% 10-7 1.9% 9% False True 10,612
100 723-4 551-0 172-4 30.5% 9-6 1.7% 9% False True 9,101
120 723-4 551-0 172-4 30.5% 9-1 1.6% 9% False True 8,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 677-0
2.618 637-7
1.618 613-7
1.000 599-0
0.618 589-7
HIGH 575-0
0.618 565-7
0.500 563-0
0.382 560-1
LOW 551-0
0.618 536-1
1.000 527-0
1.618 512-1
2.618 488-1
4.250 449-0
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 564-7 571-4
PP 563-7 569-5
S1 563-0 567-5

Download as Excel Spreadsheet

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

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