CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 574-0 570-0 -4-0 -0.7% 599-0
High 575-0 571-0 -4-0 -0.7% 606-0
Low 551-0 556-4 5-4 1.0% 583-4
Close 565-6 561-4 -4-2 -0.8% 587-2
Range 24-0 14-4 -9-4 -39.6% 22-4
ATR 15-2 15-2 0-0 -0.4% 0-0
Volume 13,421 22,388 8,967 66.8% 102,970
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 606-4 598-4 569-4
R3 592-0 584-0 565-4
R2 577-4 577-4 564-1
R1 569-4 569-4 562-7 566-2
PP 563-0 563-0 563-0 561-3
S1 555-0 555-0 560-1 551-6
S2 548-4 548-4 558-7
S3 534-0 540-4 557-4
S4 519-4 526-0 553-4
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
5 592-0 551-0 41-0 7.3% 12-5 2.2% 26% False False 17,582
10 618-4 551-0 67-4 12.0% 10-2 1.8% 16% False False 18,115
20 693-4 551-0 142-4 25.4% 11-3 2.0% 7% False False 18,296
40 723-4 551-0 172-4 30.7% 12-3 2.2% 6% False False 14,953
60 723-4 551-0 172-4 30.7% 11-1 2.0% 6% False False 12,256
80 723-4 551-0 172-4 30.7% 10-7 1.9% 6% False False 10,853
100 723-4 551-0 172-4 30.7% 9-7 1.8% 6% False False 9,289
120 723-4 551-0 172-4 30.7% 9-2 1.6% 6% False False 8,292
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 632-5
2.618 609-0
1.618 594-4
1.000 585-4
0.618 580-0
HIGH 571-0
0.618 565-4
0.500 563-6
0.382 562-0
LOW 556-4
0.618 547-4
1.000 542-0
1.618 533-0
2.618 518-4
4.250 494-7
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 563-6 571-4
PP 563-0 568-1
S1 562-2 564-7

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

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