CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 554-4 547-0 -7-4 -1.4% 592-0
High 561-4 553-0 -8-4 -1.5% 592-0
Low 554-4 544-4 -10-0 -1.8% 551-0
Close 555-0 545-2 -9-6 -1.8% 555-0
Range 7-0 8-4 1-4 21.4% 41-0
ATR 14-5 14-3 -0-2 -2.0% 0-0
Volume 16,237 11,999 -4,238 -26.1% 62,487
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 573-1 567-5 549-7
R3 564-5 559-1 547-5
R2 556-1 556-1 546-6
R1 550-5 550-5 546-0 549-1
PP 547-5 547-5 547-5 546-6
S1 542-1 542-1 544-4 540-5
S2 539-1 539-1 543-6
S3 530-5 533-5 542-7
S4 522-1 525-1 540-5
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 689-0 663-0 577-4
R3 648-0 622-0 566-2
R2 607-0 607-0 562-4
R1 581-0 581-0 558-6 573-4
PP 566-0 566-0 566-0 562-2
S1 540-0 540-0 551-2 532-4
S2 525-0 525-0 547-4
S3 484-0 499-0 543-6
S4 443-0 458-0 532-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 592-0 544-4 47-4 8.7% 13-2 2.4% 2% False True 14,897
10 606-0 544-4 61-4 11.3% 10-3 1.9% 1% False True 17,745
20 670-0 544-4 125-4 23.0% 11-4 2.1% 1% False True 17,512
40 723-4 544-4 179-0 32.8% 12-3 2.3% 0% False True 15,461
60 723-4 544-4 179-0 32.8% 11-0 2.0% 0% False True 12,388
80 723-4 544-4 179-0 32.8% 10-6 2.0% 0% False True 11,096
100 723-4 544-4 179-0 32.8% 9-6 1.8% 0% False True 9,510
120 723-4 544-4 179-0 32.8% 9-1 1.7% 0% False True 8,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 589-1
2.618 575-2
1.618 566-6
1.000 561-4
0.618 558-2
HIGH 553-0
0.618 549-6
0.500 548-6
0.382 547-6
LOW 544-4
0.618 539-2
1.000 536-0
1.618 530-6
2.618 522-2
4.250 508-3
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 548-6 557-6
PP 547-5 553-5
S1 546-3 549-3

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

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