CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 570-0 554-4 -15-4 -2.7% 599-0
High 571-0 561-4 -9-4 -1.7% 606-0
Low 556-4 554-4 -2-0 -0.4% 583-4
Close 561-4 555-0 -6-4 -1.2% 587-2
Range 14-4 7-0 -7-4 -51.7% 22-4
ATR 15-2 14-5 -0-5 -3.9% 0-0
Volume 22,388 16,237 -6,151 -27.5% 102,970
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 578-0 573-4 558-7
R3 571-0 566-4 556-7
R2 564-0 564-0 556-2
R1 559-4 559-4 555-5 561-6
PP 557-0 557-0 557-0 558-1
S1 552-4 552-4 554-3 554-6
S2 550-0 550-0 553-6
S3 543-0 545-4 553-1
S4 536-0 538-4 551-1
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 7.4% 12-3 2.2% 10% False False 15,183
10 618-4 551-0 67-4 12.2% 10-3 1.9% 6% False False 17,759
20 682-0 551-0 131-0 23.6% 11-3 2.0% 3% False False 17,632
40 723-4 551-0 172-4 31.1% 12-4 2.2% 2% False False 15,219
60 723-4 551-0 172-4 31.1% 11-0 2.0% 2% False False 12,400
80 723-4 551-0 172-4 31.1% 10-7 2.0% 2% False False 10,998
100 723-4 551-0 172-4 31.1% 9-6 1.8% 2% False False 9,426
120 723-4 551-0 172-4 31.1% 9-2 1.7% 2% False False 8,413
Crabel Price Patterns
NR True
NR4 True
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 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 591-2
2.618 579-7
1.618 572-7
1.000 568-4
0.618 565-7
HIGH 561-4
0.618 558-7
0.500 558-0
0.382 557-1
LOW 554-4
0.618 550-1
1.000 547-4
1.618 543-1
2.618 536-1
4.250 524-6
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 558-0 563-0
PP 557-0 560-3
S1 556-0 557-5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.