CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 574-4 566-0 -8-4 -1.5% 544-0
High 579-4 568-6 -10-6 -1.9% 574-0
Low 560-4 558-4 -2-0 -0.4% 544-0
Close 568-6 561-4 -7-2 -1.3% 568-0
Range 19-0 10-2 -8-6 -46.1% 30-0
ATR 15-2 14-7 -0-3 -2.3% 0-0
Volume 13,862 10,009 -3,853 -27.8% 101,323
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 593-5 587-7 567-1
R3 583-3 577-5 564-3
R2 573-1 573-1 563-3
R1 567-3 567-3 562-4 565-1
PP 562-7 562-7 562-7 561-6
S1 557-1 557-1 560-4 554-7
S2 552-5 552-5 559-5
S3 542-3 546-7 558-5
S4 532-1 536-5 555-7
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
5 579-4 555-0 24-4 4.4% 16-5 3.0% 27% False False 16,015
10 579-4 539-4 40-0 7.1% 14-3 2.6% 55% False False 18,204
20 606-0 538-4 67-4 12.0% 12-5 2.3% 34% False False 17,716
40 723-4 538-4 185-0 32.9% 13-0 2.3% 12% False False 17,586
60 723-4 538-4 185-0 32.9% 12-5 2.2% 12% False False 14,525
80 723-4 538-4 185-0 32.9% 11-3 2.0% 12% False False 12,543
100 723-4 538-4 185-0 32.9% 10-6 1.9% 12% False False 11,108
120 723-4 538-4 185-0 32.9% 10-0 1.8% 12% False False 9,836
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 612-2
2.618 595-5
1.618 585-3
1.000 579-0
0.618 575-1
HIGH 568-6
0.618 564-7
0.500 563-5
0.382 562-3
LOW 558-4
0.618 552-1
1.000 548-2
1.618 541-7
2.618 531-5
4.250 515-0
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 563-5 567-2
PP 562-7 565-3
S1 562-2 563-3

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

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