CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 569-0 565-0 -4-0 -0.7% 547-0
High 569-0 574-0 5-0 0.9% 554-0
Low 553-0 556-0 3-0 0.5% 538-4
Close 556-4 561-4 5-0 0.9% 545-2
Range 16-0 18-0 2-0 12.5% 15-4
ATR 14-1 14-3 0-2 1.9% 0-0
Volume 25,174 18,384 -6,790 -27.0% 80,428
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 617-7 607-5 571-3
R3 599-7 589-5 566-4
R2 581-7 581-7 564-6
R1 571-5 571-5 563-1 567-6
PP 563-7 563-7 563-7 561-7
S1 553-5 553-5 559-7 549-6
S2 545-7 545-7 558-2
S3 527-7 535-5 556-4
S4 509-7 517-5 551-5
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
5 574-0 541-4 32-4 5.8% 14-1 2.5% 62% True False 20,815
10 574-0 538-4 35-4 6.3% 12-0 2.1% 65% True False 18,255
20 626-0 538-4 87-4 15.6% 11-1 2.0% 26% False False 18,062
40 723-4 538-4 185-0 32.9% 12-2 2.2% 12% False False 17,136
60 723-4 538-4 185-0 32.9% 11-6 2.1% 12% False False 13,918
80 723-4 538-4 185-0 32.9% 11-1 2.0% 12% False False 12,138
100 723-4 538-4 185-0 32.9% 10-3 1.9% 12% False False 10,610
120 723-4 538-4 185-0 32.9% 9-5 1.7% 12% False False 9,412
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 650-4
2.618 621-1
1.618 603-1
1.000 592-0
0.618 585-1
HIGH 574-0
0.618 567-1
0.500 565-0
0.382 562-7
LOW 556-0
0.618 544-7
1.000 538-0
1.618 526-7
2.618 508-7
4.250 479-4
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 565-0 560-5
PP 563-7 559-7
S1 562-5 559-0

Download as Excel Spreadsheet

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

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