CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 548-0 543-4 -4-4 -0.8% 547-0
High 554-0 546-4 -7-4 -1.4% 554-0
Low 548-0 541-4 -6-4 -1.2% 538-4
Close 548-4 545-2 -3-2 -0.6% 545-2
Range 6-0 5-0 -1-0 -16.7% 15-4
ATR 13-5 13-1 -0-4 -3.5% 0-0
Volume 17,969 22,607 4,638 25.8% 80,428
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 559-3 557-3 548-0
R3 554-3 552-3 546-5
R2 549-3 549-3 546-1
R1 547-3 547-3 545-6 548-3
PP 544-3 544-3 544-3 545-0
S1 542-3 542-3 544-6 543-3
S2 539-3 539-3 544-3
S3 534-3 537-3 543-7
S4 529-3 532-3 542-4
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 592-3 584-3 553-6
R3 576-7 568-7 549-4
R2 561-3 561-3 548-1
R1 553-3 553-3 546-5 549-5
PP 545-7 545-7 545-7 544-0
S1 537-7 537-7 543-7 534-1
S2 530-3 530-3 542-3
S3 514-7 522-3 541-0
S4 499-3 506-7 536-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 554-0 538-4 15-4 2.8% 7-7 1.4% 44% False False 16,085
10 592-0 538-4 53-4 9.8% 10-1 1.9% 13% False False 15,634
20 640-0 538-4 101-4 18.6% 9-6 1.8% 7% False False 17,080
40 723-4 538-4 185-0 33.9% 12-0 2.2% 4% False False 16,049
60 723-4 538-4 185-0 33.9% 11-0 2.0% 4% False False 13,119
80 723-4 538-4 185-0 33.9% 10-5 2.0% 4% False False 11,661
100 723-4 538-4 185-0 33.9% 9-7 1.8% 4% False False 10,084
120 723-4 538-4 185-0 33.9% 9-1 1.7% 4% False False 8,945
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 1-3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 567-6
2.618 559-5
1.618 554-5
1.000 551-4
0.618 549-5
HIGH 546-4
0.618 544-5
0.500 544-0
0.382 543-3
LOW 541-4
0.618 538-3
1.000 536-4
1.618 533-3
2.618 528-3
4.250 520-2
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 544-7 546-6
PP 544-3 546-2
S1 544-0 545-6

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.