CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 541-0 548-0 7-0 1.3% 592-0
High 548-0 554-0 6-0 1.1% 592-0
Low 539-4 548-0 8-4 1.6% 551-0
Close 543-2 548-4 5-2 1.0% 555-0
Range 8-4 6-0 -2-4 -29.4% 41-0
ATR 13-7 13-5 -0-2 -1.6% 0-0
Volume 16,270 17,969 1,699 10.4% 62,487
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 568-1 564-3 551-6
R3 562-1 558-3 550-1
R2 556-1 556-1 549-5
R1 552-3 552-3 549-0 554-2
PP 550-1 550-1 550-1 551-1
S1 546-3 546-3 548-0 548-2
S2 544-1 544-1 547-3
S3 538-1 540-3 546-7
S4 532-1 534-3 545-2
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
5 561-4 538-4 23-0 4.2% 8-2 1.5% 43% False False 14,811
10 592-0 538-4 53-4 9.8% 10-4 1.9% 19% False False 16,197
20 660-0 538-4 121-4 22.2% 10-2 1.9% 8% False False 16,822
40 723-4 538-4 185-0 33.7% 12-1 2.2% 5% False False 15,793
60 723-4 538-4 185-0 33.7% 10-7 2.0% 5% False False 12,857
80 723-4 538-4 185-0 33.7% 10-6 1.9% 5% False False 11,484
100 723-4 538-4 185-0 33.7% 9-7 1.8% 5% False False 9,894
120 723-4 538-4 185-0 33.7% 9-1 1.7% 5% False False 8,786
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 579-4
2.618 569-6
1.618 563-6
1.000 560-0
0.618 557-6
HIGH 554-0
0.618 551-6
0.500 551-0
0.382 550-2
LOW 548-0
0.618 544-2
1.000 542-0
1.618 538-2
2.618 532-2
4.250 522-4
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 551-0 547-6
PP 550-1 547-0
S1 549-3 546-2

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

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