CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 544-0 569-0 25-0 4.6% 547-0
High 569-4 569-0 -0-4 -0.1% 554-0
Low 544-0 553-0 9-0 1.7% 538-4
Close 569-0 556-4 -12-4 -2.2% 545-2
Range 25-4 16-0 -9-4 -37.3% 15-4
ATR 14-0 14-1 0-1 1.0% 0-0
Volume 19,941 25,174 5,233 26.2% 80,428
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 607-4 598-0 565-2
R3 591-4 582-0 560-7
R2 575-4 575-4 559-3
R1 566-0 566-0 558-0 562-6
PP 559-4 559-4 559-4 557-7
S1 550-0 550-0 555-0 546-6
S2 543-4 543-4 553-5
S3 527-4 534-0 552-1
S4 511-4 518-0 547-6
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
5 569-4 539-4 30-0 5.4% 12-2 2.2% 57% False False 20,392
10 575-0 538-4 36-4 6.6% 12-5 2.3% 49% False False 17,758
20 638-0 538-4 99-4 17.9% 11-1 2.0% 18% False False 17,688
40 723-4 538-4 185-0 33.2% 12-2 2.2% 10% False False 16,789
60 723-4 538-4 185-0 33.2% 11-4 2.1% 10% False False 13,693
80 723-4 538-4 185-0 33.2% 11-0 2.0% 10% False False 12,007
100 723-4 538-4 185-0 33.2% 10-2 1.8% 10% False False 10,461
120 723-4 538-4 185-0 33.2% 9-4 1.7% 10% False False 9,286
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 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 637-0
2.618 610-7
1.618 594-7
1.000 585-0
0.618 578-7
HIGH 569-0
0.618 562-7
0.500 561-0
0.382 559-1
LOW 553-0
0.618 543-1
1.000 537-0
1.618 527-1
2.618 511-1
4.250 485-0
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 561-0 556-1
PP 559-4 555-7
S1 558-0 555-4

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

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