CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 556-4 565-0 8-4 1.5% 544-0
High 574-0 573-4 -0-4 -0.1% 574-0
Low 556-4 555-0 -1-4 -0.3% 544-0
Close 559-4 568-0 8-4 1.5% 568-0
Range 17-4 18-4 1-0 5.7% 30-0
ATR 14-5 14-7 0-2 1.9% 0-0
Volume 19,374 18,450 -924 -4.8% 101,323
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 621-0 613-0 578-1
R3 602-4 594-4 573-1
R2 584-0 584-0 571-3
R1 576-0 576-0 569-6 580-0
PP 565-4 565-4 565-4 567-4
S1 557-4 557-4 566-2 561-4
S2 547-0 547-0 564-5
S3 528-4 539-0 562-7
S4 510-0 520-4 557-7
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 652-0 640-0 584-4
R3 622-0 610-0 576-2
R2 592-0 592-0 573-4
R1 580-0 580-0 570-6 586-0
PP 562-0 562-0 562-0 565-0
S1 550-0 550-0 565-2 556-0
S2 532-0 532-0 562-4
S3 502-0 520-0 559-6
S4 472-0 490-0 551-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 574-0 544-0 30-0 5.3% 19-1 3.4% 80% False False 20,264
10 574-0 538-4 35-4 6.3% 13-4 2.4% 83% False False 18,175
20 618-4 538-4 80-0 14.1% 11-7 2.1% 37% False False 17,967
40 723-4 538-4 185-0 32.6% 12-7 2.3% 16% False False 17,629
60 723-4 538-4 185-0 32.6% 12-2 2.2% 16% False False 14,347
80 723-4 538-4 185-0 32.6% 11-2 2.0% 16% False False 12,517
100 723-4 538-4 185-0 32.6% 10-5 1.9% 16% False False 10,926
120 723-4 538-4 185-0 32.6% 9-6 1.7% 16% False False 9,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 652-1
2.618 621-7
1.618 603-3
1.000 592-0
0.618 584-7
HIGH 573-4
0.618 566-3
0.500 564-2
0.382 562-1
LOW 555-0
0.618 543-5
1.000 536-4
1.618 525-1
2.618 506-5
4.250 476-3
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 566-6 566-7
PP 565-4 565-5
S1 564-2 564-4

Download as Excel Spreadsheet

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

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