CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 565-0 574-4 9-4 1.7% 544-0
High 573-4 579-4 6-0 1.0% 574-0
Low 555-0 560-4 5-4 1.0% 544-0
Close 568-0 568-6 0-6 0.1% 568-0
Range 18-4 19-0 0-4 2.7% 30-0
ATR 14-7 15-2 0-2 2.0% 0-0
Volume 18,450 13,862 -4,588 -24.9% 101,323
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 626-5 616-5 579-2
R3 607-5 597-5 574-0
R2 588-5 588-5 572-2
R1 578-5 578-5 570-4 574-1
PP 569-5 569-5 569-5 567-2
S1 559-5 559-5 567-0 555-1
S2 550-5 550-5 565-2
S3 531-5 540-5 563-4
S4 512-5 521-5 558-2
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
5 579-4 553-0 26-4 4.7% 17-6 3.1% 59% True False 19,048
10 579-4 538-4 41-0 7.2% 14-4 2.6% 74% True False 18,361
20 606-0 538-4 67-4 11.9% 12-4 2.2% 45% False False 18,053
40 723-4 538-4 185-0 32.5% 13-0 2.3% 16% False False 17,668
60 723-4 538-4 185-0 32.5% 12-3 2.2% 16% False False 14,472
80 723-4 538-4 185-0 32.5% 11-3 2.0% 16% False False 12,612
100 723-4 538-4 185-0 32.5% 10-6 1.9% 16% False False 11,042
120 723-4 538-4 185-0 32.5% 9-7 1.7% 16% False False 9,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 660-2
2.618 629-2
1.618 610-2
1.000 598-4
0.618 591-2
HIGH 579-4
0.618 572-2
0.500 570-0
0.382 567-6
LOW 560-4
0.618 548-6
1.000 541-4
1.618 529-6
2.618 510-6
4.250 479-6
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 570-0 568-2
PP 569-5 567-6
S1 569-1 567-2

Download as Excel Spreadsheet

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

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